广义Birnbaum-Saunders分布

Generalized Birnbaum-Saunders Distribution

提出了广义Birnbaum-Saunders分布,完善了Birnbaum-Saunders分布.Birnbaum-Saunders分布是逆高斯分布和互补倒数的等权混合,通过将Birnbaum-Saunders分布中的逆高斯部分推广到广义逆高斯分布得到了广义Birnbaum-Saunders分布,并给出了广义Birnbaum-Saunders分布的参数的基本统计性质和极大似然估计,最后通过实际数据集说明了模型的有效性.

The paper proposes the generalized Birnbaum-Saunders(GBS)distribution to extend the BirnbaumSaunders(BS)distribution which is an equal weight mixture of the inverse Gaussian distribution and the complementary reciprocal.The GBS distribution is obtained by extending the inverse Gaussian distribution part of the BS distribution to the generalized inverse Gaussian distribution.The basic statistical properties and maximum likelihood estimation of its parameters are given and its usefulness is illustrated by means of a real data set.