In this paper, we introducte a family of univariate Birnbaum-Saunders distributions arising from the skew-normal-t distribution. We obtain several properties of this distribution such as its moments, the maximum likelihood estimation procedure via an EM-algorithm and a method to evaluate standard errors using the EM-algorithm. Finally, we apply these methods to a real data set to demonstrate its flexibility and conduct a simulation study to demonstrate the usefulness of this distribution when compared to the ordinary Birnbaum-Saunders and skew-normal Birnbaum-Saunders distributions.
Jamalizadeh A, Amirzadeh V, Hashemi F. An Extension of the Birnbaum-Saunders Distribution Based on Skew-Normal t Distribution . JSRI 2015; 12 (1) :1-37 URL: http://jsri.srtc.ac.ir/article-1-25-en.html