Mathematics

On an extreme value version of the Birnbaum-Saunders distribution

M. Ferreira, I. Gomes, V. Leiva

2012.6.1REVSTAT-Statistical Journal

tlooto Summary

The Birnbaum-Saunders distribution is analyzed for extreme value properties, providing a more accurate model for rare event modeling.

Abstract

Fundacao para a Ciencia e a Tecnologia (FCT) - Pluriannual Funding Program, PTDC/FEDER, PEst-OE/MAT/UI0006/2011, FCT/OE, POCI 2010

Citation format

FERREIRA, M.; GOMES, I.; LEIVA, V. On an extreme value version of the birnbaum-saunders distribution. REVSTAT-Statistical Journal, 2012, 10: 181–210.