On an extreme value version of the Birnbaum-Saunders distribution

Detalhes bibliográficos
Autor(a) principal: Ferreira, Marta Susana
Data de Publicação: 2012
Outros Autores: Gomes, Ivette, Leiva, Víctor
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/20266
Resumo: The Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum-Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are more extreme than any that have already been observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum-Saunders distribution.
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spelling On an extreme value version of the Birnbaum-Saunders distributionDomain of attractionExtreme dataLikelihood methodR computer languageScience & TechnologyThe Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum-Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are more extreme than any that have already been observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum-Saunders distribution.Fundação para a Ciência e a Tecnologia (FCT) - Pluriannual Funding Program, PTDC/FEDER, PEst-OE/MAT/UI0006/2011, FCT/OE, POCI 2010FONDECYT (Fondo Nacional de Desarrollo Cient co y Tecnol ogico - Chile)Instituto Nacional de Estatística (INE)Universidade do MinhoFerreira, Marta SusanaGomes, IvetteLeiva, Víctor2012-062012-06-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/20266eng1645-6726http://www.ine.pt/revstat/inicio.htmlinfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:35:14Zoai:repositorium.sdum.uminho.pt:1822/20266Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:31:04.308110Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv On an extreme value version of the Birnbaum-Saunders distribution
title On an extreme value version of the Birnbaum-Saunders distribution
spellingShingle On an extreme value version of the Birnbaum-Saunders distribution
Ferreira, Marta Susana
Domain of attraction
Extreme data
Likelihood method
R computer language
Science & Technology
title_short On an extreme value version of the Birnbaum-Saunders distribution
title_full On an extreme value version of the Birnbaum-Saunders distribution
title_fullStr On an extreme value version of the Birnbaum-Saunders distribution
title_full_unstemmed On an extreme value version of the Birnbaum-Saunders distribution
title_sort On an extreme value version of the Birnbaum-Saunders distribution
author Ferreira, Marta Susana
author_facet Ferreira, Marta Susana
Gomes, Ivette
Leiva, Víctor
author_role author
author2 Gomes, Ivette
Leiva, Víctor
author2_role author
author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Ferreira, Marta Susana
Gomes, Ivette
Leiva, Víctor
dc.subject.por.fl_str_mv Domain of attraction
Extreme data
Likelihood method
R computer language
Science & Technology
topic Domain of attraction
Extreme data
Likelihood method
R computer language
Science & Technology
description The Birnbaum-Saunders model is a life distribution originated from a problem of material fatigue that has been largely studied and applied in recent decades. A random variable following the Birnbaum-Saunders distribution can be stochastically represented by another random variable used as basis. Then, the Birnbaum-Saunders model can be generalized by switching the distribution of the basis variable using diverse arguments allowing to construct more general classes of models. Extreme value distributions are useful to determinate the probability of events that are more extreme than any that have already been observed. In this paper, we propose, characterize, implement and apply an extreme value version of the Birnbaum-Saunders distribution.
publishDate 2012
dc.date.none.fl_str_mv 2012-06
2012-06-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/20266
url http://hdl.handle.net/1822/20266
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv 1645-6726
http://www.ine.pt/revstat/inicio.html
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Instituto Nacional de Estatística (INE)
publisher.none.fl_str_mv Instituto Nacional de Estatística (INE)
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
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