A Multivariate Birnbaum-Saunders Distribution Based on the Multivariate Skew Normal Distribution

@article{Jamalizadeh2015AMB,
  title={A Multivariate Birnbaum-Saunders Distribution Based on the Multivariate Skew Normal Distribution},
  author={A. Jamalizadeh and D. Kundu},
  journal={Journal of the Japan Statistical Society. Japanese issue},
  year={2015},
  volume={45},
  pages={1-20}
}
  • A. Jamalizadeh, D. Kundu
  • Published 2015
  • Mathematics
  • Journal of the Japan Statistical Society. Japanese issue
  • Birnbaum-Saunders distribution has received some attention in the statistical literature since its inception. Univariate Birnbaum-Saunders distribution has been used quite effectively in analyzing positively skewed data. Recently, bivariate and multivariate Birnbaum-Saunders distributions have been introduced in the literature. In this paper we propose a new generalization of the multivariate (p-variate) Birnbaum-Saunders distribution based on the multivariate skew normal distribution. It is… CONTINUE READING
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