The transmuted birnbaum-saunders distribuition

Detalhes bibliográficos
Autor(a) principal: Bourguignon, Marcelo
Data de Publicação: 2017
Outros Autores: Leão, Jeremias, Leiva, Víctor, Santos-Neto, Manoel
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Institucional da UFRN
Texto Completo: https://repositorio.ufrn.br/handle/123456789/50956
https://doi.org/10.57805/revstat.v15i4.229
Resumo: The Birnbaum–Saunders distribution has been largely studied and applied because of its attractive properties. We introduce a transmuted version of this distribution. Various of its mathematical and statistical features are derived. We use the maximum likelihood method for estimating its parameters and determine the score vector and Hessian matrix for inference and diagnostic purposes. We evaluate the performance of the maximum likelihood estimators by a Monte Carlo study. We illustrate the potential applications of the new transmuted Birnbaum–Saunders distribution by means of three real-world data sets from different areas.
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spelling Bourguignon, MarceloLeão, JeremiasLeiva, VíctorSantos-Neto, Manoel2023-01-16T19:05:01Z2023-01-16T19:05:01Z2017-10BOURGUIGNON, M.; et al. The transmuted birnbaum-saunders distribuition. Revstat-Statistical Journal, v. 15, p. 601-628, 2017. Disponível em: https://www.ine.pt/revstat/pdf/REVSTAT_v15-n4-8.pdf. Acesso em: 07 dez. 2017https://repositorio.ufrn.br/handle/123456789/50956https://doi.org/10.57805/revstat.v15i4.229Revstat Statistical JournalData analysisLikelihood methodsMonte Carlo simulationsOx and R softwaresTransmutation mapThe transmuted birnbaum-saunders distribuitioninfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleThe Birnbaum–Saunders distribution has been largely studied and applied because of its attractive properties. We introduce a transmuted version of this distribution. Various of its mathematical and statistical features are derived. We use the maximum likelihood method for estimating its parameters and determine the score vector and Hessian matrix for inference and diagnostic purposes. We evaluate the performance of the maximum likelihood estimators by a Monte Carlo study. We illustrate the potential applications of the new transmuted Birnbaum–Saunders distribution by means of three real-world data sets from different areas.info:eu-repo/semantics/openAccessengreponame:Repositório Institucional da UFRNinstname:Universidade Federal do Rio Grande do Norte (UFRN)instacron:UFRNLICENSElicense.txtlicense.txttext/plain; charset=utf-81748https://repositorio.ufrn.br/bitstream/123456789/50956/2/license.txt8a4605be74aa9ea9d79846c1fba20a33MD52ORIGINALTheTransmutedBirnbaum_2017.pdfTheTransmutedBirnbaum_2017.pdfapplication/pdf1109055https://repositorio.ufrn.br/bitstream/123456789/50956/1/TheTransmutedBirnbaum_2017.pdf53f90faf915e9ca62df15502131bfdb2MD51123456789/509562023-01-16 16:05:02.552oai:https://repositorio.ufrn.br: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Repositório de PublicaçõesPUBhttp://repositorio.ufrn.br/oai/opendoar:2023-01-16T19:05:02Repositório Institucional da UFRN - Universidade Federal do Rio Grande do Norte (UFRN)false
dc.title.pt_BR.fl_str_mv The transmuted birnbaum-saunders distribuition
title The transmuted birnbaum-saunders distribuition
spellingShingle The transmuted birnbaum-saunders distribuition
Bourguignon, Marcelo
Data analysis
Likelihood methods
Monte Carlo simulations
Ox and R softwares
Transmutation map
title_short The transmuted birnbaum-saunders distribuition
title_full The transmuted birnbaum-saunders distribuition
title_fullStr The transmuted birnbaum-saunders distribuition
title_full_unstemmed The transmuted birnbaum-saunders distribuition
title_sort The transmuted birnbaum-saunders distribuition
author Bourguignon, Marcelo
author_facet Bourguignon, Marcelo
Leão, Jeremias
Leiva, Víctor
Santos-Neto, Manoel
author_role author
author2 Leão, Jeremias
Leiva, Víctor
Santos-Neto, Manoel
author2_role author
author
author
dc.contributor.author.fl_str_mv Bourguignon, Marcelo
Leão, Jeremias
Leiva, Víctor
Santos-Neto, Manoel
dc.subject.por.fl_str_mv Data analysis
Likelihood methods
Monte Carlo simulations
Ox and R softwares
Transmutation map
topic Data analysis
Likelihood methods
Monte Carlo simulations
Ox and R softwares
Transmutation map
description The Birnbaum–Saunders distribution has been largely studied and applied because of its attractive properties. We introduce a transmuted version of this distribution. Various of its mathematical and statistical features are derived. We use the maximum likelihood method for estimating its parameters and determine the score vector and Hessian matrix for inference and diagnostic purposes. We evaluate the performance of the maximum likelihood estimators by a Monte Carlo study. We illustrate the potential applications of the new transmuted Birnbaum–Saunders distribution by means of three real-world data sets from different areas.
publishDate 2017
dc.date.issued.fl_str_mv 2017-10
dc.date.accessioned.fl_str_mv 2023-01-16T19:05:01Z
dc.date.available.fl_str_mv 2023-01-16T19:05:01Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
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status_str publishedVersion
dc.identifier.citation.fl_str_mv BOURGUIGNON, M.; et al. The transmuted birnbaum-saunders distribuition. Revstat-Statistical Journal, v. 15, p. 601-628, 2017. Disponível em: https://www.ine.pt/revstat/pdf/REVSTAT_v15-n4-8.pdf. Acesso em: 07 dez. 2017
dc.identifier.uri.fl_str_mv https://repositorio.ufrn.br/handle/123456789/50956
dc.identifier.doi.none.fl_str_mv https://doi.org/10.57805/revstat.v15i4.229
identifier_str_mv BOURGUIGNON, M.; et al. The transmuted birnbaum-saunders distribuition. Revstat-Statistical Journal, v. 15, p. 601-628, 2017. Disponível em: https://www.ine.pt/revstat/pdf/REVSTAT_v15-n4-8.pdf. Acesso em: 07 dez. 2017
url https://repositorio.ufrn.br/handle/123456789/50956
https://doi.org/10.57805/revstat.v15i4.229
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Revstat Statistical Journal
publisher.none.fl_str_mv Revstat Statistical Journal
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFRN
instname:Universidade Federal do Rio Grande do Norte (UFRN)
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