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The Kumaraswamy Birnbaum–Saunders

Distribution
a b c
Helt on Saulo , Jeremias Leão & Marcelo Bourguignon
a
Depart ament o de Economia, Universidade Federal do Rio Grande
do Sul, Port o Alegre, Brazil
b
Depart ament o de Est at íst ica, Universidade Federal do Piauí,
Campus Minist ro Pet rônio Port ella, Teresina, Brazil
c
Depart ament o de Est at íst ica, Universidade Federal de
Pernambuco, Cidade Universit ária, Recif e, Brazil
Accept ed aut hor version post ed online: 15 Aug 2012.

To cite this article: Helt on Saulo, Jeremias Leão & Marcelo Bourguignon (2012): The Kumaraswamy
Birnbaum–Saunders Dist ribut ion, Journal of St at ist ical Theory and Pract ice, 6: 4, 745-759

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 Journal of Statistical Theory and Practice, 6:745–759, 2012
Copyright © Grace Scientific Publishing, LLC
ISSN: 1559-8608 print / 1559-8616 online
DOI: 10.1080/15598608.2012.719814

The Kumaraswamy Birnbaum–Saunders

Distribution

HELTON SAULO,1 JEREMIAS LEÃO,2 AND MARCELO

BOURGUIGNON3
1
Departamento de Economia, Universidade Federal do Rio Grande do Sul, Porto
Alegre, Brazil
2
Departamento de Estatística, Universidade Federal do Piauí, Campus Ministro
Downloaded by [Marcelo Bourguignon] at 15:16 06 November 2012

Petrônio Portella, Teresina, Brazil

3
Departamento de Estatística, Universidade Federal de Pernambuco, Cidade
Universitária, Recife, Brazil

Motivated by the recent work of Cordeiro and Castro (2011), we study the
Kumaraswamy Birnbaum–Saunders (Kw-BS) distribution. This distribution provides
an enormous flexibility in modeling heavy-tailed and skewed data. We derive some
mathematical properties of the Kw-BS including moments, quantile function, average
lifetime function, mean residual lifetime function, and order statistics. In addition, we
discuss maximum likelihood estimation of the model parameters.

AMS Subject Classification: 33C90; 62E99.

Keywords: Birnbaum–Saunders distribution; Distribution theory; Kumaraswamy

Birnbaum–Saunders distribution.

1. Introduction
Birnbaum and Saunders (1969) introduced a family of two-parameter distributions in order
to model failure time subjected to cyclical loading, named the Birnbaum–Saunders dis-
tribution (BS). This distribution has been extensively used for modeling failure times of
fatiguing materials and lifetime data in fields such as engineering, finance, economics, and
insurance, among others (Cordeiro et al. 2011). In particular, the BS distribution possesses
important features and can be viewed as a better alternative to the normal distribution when
nonnegative data following a positive skewed distribution are studied.
A random variable T follows a BS distribution with parameters α, β < 0, denoted
BS(α, β), if it can be written as
⎡  1/2 ⎤2
2
αZ αZ
T =β⎣ + +1 ⎦
2 2

Received November 5, 2011; revised February 13, 2012; accepted April 21, 2012.
Address correspondence to: Helton Saulo, Departamento de Economia, Universidade Federal do
Rio Grande do Sul, Av. João Pessoa, 52, Porto Alegre, Brazil. Email: development20@gmail.com

745
 746 H. Saulo et al.

where Z is a standard normal random variable. The T has a cumulative distribution function
(cdf) given by

G(t; α, β) = (v), t<0 (1.1)

where v = α −1 ρ(t/β), ρ(z) = z1/2 − z−1/2 , and (·) denotes the standard normal distribu-
tion function. On the one hand, α is a shape parameter, and as α decreases toward zero
the BS distribution approaches the normal distribution with mean β and variance ξ , where
ξ → 0 when α → 0. On the other hand, β is a scale parameter and also the median of
the distribution: G(β) = (0) = 0.5. We can note that for any k < 0, kT ∼ BS(α, kβ).
Additionally, the reciprocal property holds, i.e., T −1 ∼ BS(α, β −1 ); see Saunders (1974).
The corresponding probability density function (pdf) from (1.1) is given by
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g(t; α, β) = κ(α, β) t−3/2 (t + β) exp −τ (t/β)/2α 2 , t<0
√
where κ(α, β) = exp(α −2 )/(2α 2πβ) and τ (z) = z + z−1 . The expected value and vari-
ance are, respectively, E(T) = β(1 + 12 α 2 ) and Var(T) = (αβ)2 (1 + 54 α 2 ).
Distribution generalization theory has been the focus of prominent investigation
over the past years (see, e.g., Amoroso 1925; Good 1953; Hoskings and Wallis 1987;
McDonald 1984; Gupta et al. 1998). A particular generalization model is the class of
beta generalized distributions—introduced in Eugene et al. (2002)—generated from the
logit of the beta random variable. Recently, Cordeiro and Castro (2011) introduced a
new family of generalized distributions (Kw-G), based on the Kumaraswamy distribu-
tion (Kumaraswamy 1980), to extend the normal, Weibull, gamma, Gumbel, and inverse
Gaussian distributions, among others. The Kumaraswamy distribution was engendered for
modeling double random processes with hydrological applications. Jones (2009) singled
out some similarities and differences between the beta and Kumaraswamy distributions.
He emphasized some advantages of the Kumaraswamy distribution over the beta distri-
bution, especially in terms of tractability since its distribution and quantile functions do
not involve any special functions. The pdf and cdf of the Kumaraswamy distribution are
defined by

f (x) = abxa−1 (1 − xa )b and F(x) = 1 − (1 − xa )b , a, b < 0

respectively. For an arbitrary parent cdf G(x), the cdf F(x) of the Kw-G is defined by

F(x) = 1 − {1 − G(x)a }b (1.2)

where a, b < 0 are two additional parameters whose role is to introduce skewness and
generate a distribution with heavy tails. Thus, the density function corresponding to Kw-G
distribution is

f (x) = abg(x)G(x)a−1 {1 − G(x)a }b−1 (1.3)

where g(x) = dG(x)

dx
.
It is worthwhile to note that the density (1.3) does not depend on the incomplete beta
function, such as the class of generalized beta distributions (Eugene et al. 2002). Also, the
 Kumaraswamy Birnbaum–Saunders Distribution 747

Kw generalization encompasses distributions with unimodal and bathtub-shaped hazard

rate functions.
Equivalently, as occurs with the beta-G family of distributions, special Kw-G distribu-
tions can be generated as follows: The Kw-normal distribution is obtained by taking G(x) in
(1.2) to be the normal cumulative function. Analogously, the Kw-Weibull (Cordeiro et al.
2010), Kw-generalized gamma (Pascoa et al. 2011), and Kw-Gumbel (Cordeiro et al. 2012)
distributions are obtained by taking G(x) to be the cdf of the Weibull, generalized gamma,
and Gumbel distributions, respectively, among several others. Hence, each new Kw-G dis-
tribution can be generated from a specified G distribution. Additional properties of the
Kw-G distribution have been studied in detail by Nadarajah et al. (2011).
The purpose of this paper is to merge the works of Kumaraswamy (1980) and Cordeiro
and Castro (2011) to study a Kw generalized distribution based on the BS distribution. The
distribution is referred to as the Kumaraswamy Birnbaum–Saunders (Kw-BS) distribution.
We study some mathematical properties and discuss maximum likelihood estimation of the
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parameters. This distribution is expected to have immediate application for modeling failure
times due to fatigue and lifetime data in fields such as engineering, finance, economics, and
insurance, among others.
The rest of this paper unfolds as follows. In section 2, we present the Kw-BS distri-
bution and derive its density and hazard functions. In section 3, we derive an expansion
for the density function. In section 4, we derive the formulae for the moments. Further, in
sections 5–7, we derive quantile function, average lifetime function, mean residual lifetime
function, and order statistics. In section 8, we discuss the maximum likelihood estimation.
Finally, in section 9, we present some concluding remarks.

2. The Kw-BS Distribution

The cdf of the Kw-BS distribution (for t < 0) is given by

F(t; α, β, a, b) = 1 − {1 − (v)a }b (2.1)

where β < 0 is a scale parameter and the other positive parameters α, a, and b are shape
parameters. The corresponding pdf and hazard function are


f (t; α, β, a, b) = abκ(α, β) t−3/2 (t + β) exp −τ (t/β)/2α 2 (v)a−1 {1 − (v)a }b−1
(2.2)

and


abκ(α, β) t−3/2 (t + β) exp −τ (t/β)/2α 2 (v)a−1
h(t; α, β, a, b) =
1 − (v)a
respectively.
If T is a random variable with density function (2.2), we write T ∼ Kw-BS(α, β, a, b).
The additional parameters introduced by the Kumaraswamy generalization are sought as a
manner to furnish a more flexible distribution. The Kw-BS distribution is expected to have
immediate application in reliability and survival studies. The BS distribution arises as the
basic exemplar for a = b = 1. The exponentiated Birnbaum–Saunders (EBS) distribution
corresponds to b = 1. The Kw-BS is a particular case of the Mc-BS distribution when
a = c; see Cordeiro et al. (2011).
 748 H. Saulo et al.

0.8

0.8
BS BS
a = 0.5, b = 0.5 a = 1.5, b = 1.5
a = 1.5, b = 0.5 a = 2.0, b = 2.0
a =2.5, b = 2.0 a = 1.0, b = 0.1

0.6
0.6

a = 5.0, b = 1 a = 0.1, b = 1.0

a = 15.0, b = 1.0 a = 5.0, b = 0.15
f (t)

f (t)
0.4
0.4

0.2
0.2
0.0

0.0
0 2 4 6 8 10 0 2 4 6 8 10
t t
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(a) (b)
1.2

1.2
1.0

1.0
0.8

0.8

BS BS
a = 0.5, b = 0.5 a = 1.5, b = 1.5
a = 1.5, b = 0.5 a = 2.0 b = 2.0
f (t)

f (t)
0.6

0.6

a = 2.5, b = 2.0 a = 1.0, b = 0.1

a = 5.0, b = 1.0 a = 0.1, b = 1
a = 15.0, b = 1.0 a = 5.0, b = 0.15
0.4

0.4
0.2

0.2
0.0

0.0

0 2 4 6 8 10 0 2 4 6 8 10
t t
(c) (d)

Figure 1. Plots of the Kw-BS probability density function for selected parameters values. The values
of parameters α and β used in (a) and (b) are α = β = 1.0 and in (c) and (d) are α = 0.5, β = 1.0.

The Kw-BS distribution is not in fact very tractable. However, its heavy tail can adjust
skewed data that cannot be property fitted by existing distributions. Furthermore, the cumu-
lative is simple and its shapes are much more flexible than the BS distribution. In Figures 1
and 2, we plot the density and hazard functions of the Kw-BS distribution for selected
parameter values, respectively. We can verify that this distribution can have a upside-down
bathtub failure rate function depending on the values of its parameters.
We aim at examining that asymptotic behavior of the hazard function when t → 0.
Let us assume that the scale parameter β = 1, without loss of any generality. Consider the
function
1 1
ǫ(t) = t 2 − t− 2

for which

1  1 1
1
ǫ ′ (t) = t 2 − t− 2 and ǫ 2 (t) = t + − 2
2t t
 Kumaraswamy Birnbaum–Saunders Distribution 749

3.0

3.0
2.5

2.5
BS BS
a = 0.5, b = 0.5 a = 0.5, b = 0.5
2.0

2.0
a = 1.5, b = 0.5 a = 1.5, b = 0.5
a = 0.5, b = 1.5 a = 0.5, b = 1.5
a = 1.5, b = 1.5 a = 1.5, b = 1.5
h(t)

h(t)
1.5

1.5
1.0

1.0
0.5

0.5
0.0

0.0
0 2 4 6 8 10 0 2 4 6 8 10
t
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t
(a) (b)
3.0

3.5
3.0
2.5

BS
2.5
a = 0.5, b = 0.5
2.0

a = 1.5, b = 0.5 BS
a = 0.5, b = 1.5 a = 0.5, b = 0.5
2.0

a = 1.5, b = 1.5 a = 1.5, b = 0.5

h(t)

h(t)
1.5

a = 0.5, b = 1.5
1.5

a = 1.5, b = 1.5
1.0

1.0
0.5

0.5
0.0

0.0

0 2 4 6 8 10 0 2 4 6 8 10
t t
(c) (d)

Figure 2. Plots of the hazard function of the Kw-BS distribution for selected parameters values:
(a) α = 1.0, β = 1.0; (b) α = 0.75, β = 1.0; (c) α = 1.0, β = 1.50; (d) α = 1.25, β = 1.0.

The density function of the Kw-BS distribution in (2.2) (for β = 1) is then

rewritten as

 2       b−1
ab ′ ǫ (t) ǫ(t) a−1 ǫ(t) a
f (t; α, a, b) = √ ǫ (t) exp − 2  1−
2π α 2α α α

which in conjunction with the expression of the distribution function in (2.1), gives the
hazard function as

  a−1
a b ǫ ′ (t) ǫ(t) ǫ(t)
α
φ α
 α
h(t; α, a, b) =  a
ǫ(t)
1− α
 750 H. Saulo et al.
  a−1   a−1
Since lim 1 −  ǫ(t)
α
= 1 and lim  ǫ(t)
α
= 0, we consider only the
t→0 t→0
numerator of h(t; α, a, b). Note that
     2   
abǫ ′ (t) ǫ(t) ǫ(t) a−1 ǫ (t) − 12 − 23 ǫ(t) a−1
φ  = k exp − 2 (t + t )
α α α 2α α

where k is a positive constant. According to Kundu et al. (2008) we have that

  2  
ǫ (t) − 21 − 32
lim k exp − 2 (t + t ) = 0
t→0 2α

and thus h(t; α, β, a, b) → 0 when t → 0.

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3. Expansion for the density function

Despite the fact that the Kw-BS cdf and pdf require mathematical functions that are widely
available in contemporary statistical packages (see Eaton et al. 2008; Team 2011), fre-
quently analytical and numerical derivations take advantage of series expansions of the
pdf. By using the generalized binomial theorem (for 0 < a < 1),
∞  
 ν
(1 + a)ν = ai
i
i=0

where
 
ν n(n − 1) . . . (ν − i + 1)
=
i i!

in equation (2.2), we can write

∞
  
a b−1 i b−1
{1 − (v) } = (−1) (v)ai
i
i=0

where b < 0 is real noninteger and the binomial coefficient is defined for any real.
Substituting the above expansion in equation (2.2), we have
∞



f (t; α, β, a, b) = abκ(α, β) t−3/2 (t + β) exp −τ (t/β)/2α 2 (v)a−1 (−1)i
i=0
 
b−1
(v)ai
i

or more compactly
∞

f (t; α, β, a, b) = g(t; α, β) wi (v)a(i+1)−1 (3.1)
i=0
 Kumaraswamy Birnbaum–Saunders Distribution 751

where
 
i b−1
wi = wi (a, b) = (−1) ab
i


∞
and wi = 1. As pointed out in Cordeiro and Castro (2011), if b is an integer, then the
i=0
index i in equation (3.1) stops at b − 1. Also, if a is an integer, equation (3.1) reduces to the
density of the BS distribution multiplied by an infinite weighted power series of cdf’s of
the BS distribution. Finally, if a is real noninteger, the following expansion can be applied:
∞
  
a(i+1)−1 a(i+1)−1 j a(i + 1) − 1
(v) = [1 − {1 − (v)}] = (−1) {1 − (v)} j
j
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j=0

which implies

j
∞ 
   
a(i+1)−1 j+r a(i + 1) − 1 j
(v) = (−1) (v)r (3.2)
j r
j=0 r=0

Substituting equation (3.2) in equation (2.2), we obtain

j
∞ 

f (t; α, β, a, b) = g(t; α, β) wi,j,r (v)r (3.3)
i,j=0 r=0

where
   
a(i + 1) − 1 b−1 j
wi,j,r = wi,j,r (a, b) = (−1)i+j+r ab
j i r

and

j
∞ 

wi,j,r = 1.
i,j=0 r=0

.
An alternative expansion for a real noninteger can be derived from the following
power-series expansion for (v)q :
∞
  
q j q
q
(v) = [1 − {1 − (v)}] = (−1) {1 − (v)} j
j
j=0

where q > 0 is any real noninteger. The preceding result implies

j
∞ 
   
q j+r q j
(v) = (−1) (v)r (3.4)
j r
j=0 r=0
 752 H. Saulo et al.

Note that after rearranging some terms, we can rewrite equation (3.4) as
∞

q
(v) = sr (q)(v)r
r=0

where
∞
   
q j
sr (q) = (−1)r+j
j r
j=r

for r = 0, 1, 2, . . . Density (2.2) can then be written as

∞

Downloaded by [Marcelo Bourguignon] at 15:16 06 November 2012

f (t; α, β, a, b) = g(t; α, β) zj (a, b)(v)r (3.5)

j,r=0

where zj (a, b) is given by

 
j b−1
zj (a, b) = (−1) ab sj (a(j + 1) − 1)
j

4. Moments
According to Cordeiro and Castro (2011), we can be obtain the kth moment of the Kw-G as
an infinite weighted sum of probability weighted moments (PWMs); see Greenwood et al.
(1979) for details. Thus, for the Kw-BS distribution and considering a integer, we obtain
∞

µ′p = ωr τp,a(r+1)−1
r=0

whereas for a real non-integer we write from formula (3.3)

j
∞ 

µ′p = ωi,j,r τp,r
i,j=0 r=0

∞
where τ (p, a) = −∞ xp G(x)a g(x), or taking into account the baseline quantile function
Q(x) = G−1 (x),
 1
τ (p, a) = Q(u)p ua du (4.1)
0

In general, we can use the PWM method for estimating parameters of a distribution
whose inverse form cannot be stated explicitly. Note that we ought to obtain the PWMs
of the BS distribution since they are requisite for the ordinary moments of the Kw-BS
distribution. The PWMs of BS distribution is given by
 ∞  
3 τ (t/β)
τp,r = κ(α, β) tp− 2 (t + β) exp − (v)r dt
0 2α 2
 Kumaraswamy Birnbaum–Saunders Distribution 753

Additionally, the fractional moments of (1.1) are given by Rieck (1999):

E(T p ) = β p I(p, α)

where

Kp+1/2 (α −2 ) + Kp−1/2 (α −2 )
I(p, α) =
2K1/2 (α −2 )

Notice that the function Kν (z) refers to the modified Bessel function of the third kind
with ν standing
 ∞ for its order and z the argument. In addition, its integral representation is
Kν (z) = 12 −∞ exp{−z cosh(t) − νt}dt; see more details of this function in Watson (1995).
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The pth moment of T can be written from equation (3.5) as

∞

E(T p ) = zj (a, b)τp,r
j,r=0

5. The Average Lifetime and Mean Residual Lifetime Functions

The average lifetime is given by
 ∞  ∞  ∞
tm = S(t; α, β, a, b)dt = [1 − F(t; α, β, a, b)]dt = [1 − (v)a ]b dt
0 0 0

∞
   ∞ ∞

i b
= (−1) (v)ai dt = mi Ii
i 0
i=1 i=1

 
b ∞
where mi = (−1) and Ii = 0 (v)ai dt.
i
i
In fields such as actuarial sciences, survival studies, and reliability theory, the concept
of mean residual life has been of much interest; for a survey see Guess and Proschan (1985).
Given that there was no failure prior to t0 , the residual life is the period from time t0 until
the time of failure. The mean residual lifetime is

(t − t0 )f (t; α, β, a, b)
m(t0 ; α, β, a, b) = E(T − t0 |T ≥ t0 ; α, β, a, b) = dt
{t:t>t0 } Pr(T > t0 )
 ∞
= [Pr(T > t0 )]−1 yf (t0 + y; α, β, a, b)dy
0

∞
  ∞
= [S(t0 )]−1 zj (a, b) yg(t0 + y; α, β)(v|t = t0 + y)r dy
j,r=0 0

∞

= [S(t0 )]−1 ∗
zj (a, b)τ1,r
j,r=0
 754 H. Saulo et al.

∗
∞
where S(t0 ) = 1 − F(t0 , α, β, a, b) and τ1,r = 0 yg(t0 + y; α, β)(v|t = t0 + y)r dy.
Furthermore, m(t0 ; α, β, a, b) → E(T) as t0 → 0.

6. Quantile Function, Simulation, and Quantile Measures

We present a method for simulating from the Kw-BS distribution (2.2). The quantile
function corresponding to equation (2.1) is


Q(u) = F −1 (u) = β ρ −1 α −1 [(1 − (1 − u)1/b )1/a ] (6.1)

Simulating the Kw-BS random variable is straightforward. If V is a Kumaraswamy

random variable with parameters a and b. Then we consider the random variable T given by
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⎡  1/2 ⎤2
2
α−1 (V) α−1 (V)
T =β⎣ + +1 ⎦
2 2

which follows equation (2.2), that is, T ∼ Kw-BS(α, β, a, b).

The plots comparing the exact Kw-BS densities and histograms from two simulated
data sets for some parameter values are given in Figure 3. These plots indicate that the
simulated values are consistent with the Kw-BS theoretical density function.
The shortcomings of the classical kurtosis measure are well known. There are many
heavy-tailed distributions for which this measure is infinite. Thus, it becomes uninforma-
tive precisely when it needs to be. Indeed, our motivation to use quantile-based measures
stemmed from the nonexistence of classical kurtosis for many of the Kw distributions.
The Bowley’s skewness is based on quartiles (see Kenney and Keeping 1962):

Q(3/4) − 2Q(1/2) + Q(1/4)

B=
Q(3/4) − Q(1/4)

Moors kurtosis (Moors 1998) is based on octiles:

Q(7/8) − Q(5/8) − Q(3/8) + Q(1/8)

M=
Q(6/8) − Q(2/8)

where Q(·) represents the quantile function defined in equation (6.1).

7. Order Statistics
The density fi:n (x) of the ith order statistic, for i = 1, . . . , n, from i.i.d. random variables
T1 , . . . , Tn , where Ti ∼ Kw-BS, takes the following form:

f (t)
fi:n (t) = F(t)i−1 {1 − F(t)}n−i
B(i, n − i + 1)
ab
= g(t)G(t)i−1 [1 − {1 − G(t)a }b ]{1 − G(t)a }b(n−i+1)−1
B(i, n − i + 1)
 Downloaded by [Marcelo Bourguignon] at 15:16 06 November 2012

1.0

0.4
0.8

0.3
0.6
f(t)

f(t)
0.2
0.4
755

0.1
0.2
0.0

0.0
0 2 4 6 8 10 0 2 4 6 8 10
t t
(a) (b)

Figure 3. Plots of the Kw-BS densities for simulated data sets: (a) a = 2.0, b = 2.5, α = 1.0, β = 1.0, and (b) a = 4.0, b = 4.0, α = 1.5, β = 1.5.
 756 H. Saulo et al.

where f (t) and F(t) denote the pdf and cdf of the Kw-BS distribution, respectively. B(·, ·)
represents the beta function. From the binomial expansion, we have

 n−i  
f (t) n−i
fi:n (t) = (−1) j F(t)i+j−1
B(i, n − i + 1) j=0 j

It is worthwhile to note that the density of the Kw-BS order statistic can be expressed
as a function of the baseline density multiplied by infinite weighted sums of powers of
G(t) = (v). From Cordeiro and Castro (2011), we know that
 
n−i
n−i (−1)
j
∞ 
 wk pr,i+j−1
j
fi:n (t) = (v)a(k+1)+r−1 g(t)
B(i, n − i + 1)
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r,k=0 j=0

where the coefficients pr,u (a, b) can be computed as

u
   ∞
∞     
k u mr+l kb ma l
pr,u (a, b) = (−1) (−1)
k m l r
k=0 m=0 l=r

for r, u = 0, 1, . . .. Making use of equation (4.1), the pth moment of the order statistic Ti:n
for the Kw-BS distribution takes the form
∞

p
E(Ti:n ) = qr,k τ (p, a(k + 1) + r − 1) (7.1)
r,k=0

The L-moments are analogous to the ordinary moments but can be estimated by lin-
ear combinations of order statistics. They are linear functions of expected order statistics,
defined by
m
m  (−1)k
λm+1 = E(Tm+1−k:m+1 ), r = 0, 1, . . .
(m + 1) k=0 k

The first four L-moments are: λ1 = E(T1:1 ), λ2 = 21 E(T2:2 − T1:2 ), λ3 = 31 E(T3:3 −

2T2:3 + T1:3 ) and λ4 = 14 E(T4:4 − 3T3:4 + 3T2:4 − T1:4 ). The L-moments have the advan-
tage that they exist whenever the mean of the distribution exists, even though some higher
moments may not exist, and are relatively robust to the effects of outliers. From equation
(7.1) with p = 1, we can easily obtain explicit expressions for the L-moments of T.

8. Maximum Likelihood Estimation

Consider independent random variables t1 , . . . , tn , each ti following a Kw-BS distribution
with the vector of parameters θ = (α, β, a, b)T . The log-likelihood function ℓ(θ) for the
model parameters is
n n
3 
ℓ(θ ) = n{log(a) + log(b) + log[κ(α, β)]} − log(ti ) + log(ti + β)
2 i=1 i=1
 Kumaraswamy Birnbaum–Saunders Distribution 757
n   n n
1  ti  
− τ + (a − 1) log{(vi )} + (b − 1) log{1 − (vi )a }
2α 2 i=1 β i=1 i=1

The components of the score vector U(θ) = (Ua , Ub , Uα , Uβ )T are given by

n  
n  (b − 1)(vi )a
Ua (θ ) = + log{(vi )} 1 −
a i=1
1 − (vi )a

n
n 
Ub (θ ) = + log{1 − (vi )a }
b i=1
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  n   n  
n 2 1  ti β 1  vi φ(vi ) a(b − 1)
Uα (θ) = − 1+ 2 + 3 + − (a − 1) −
α α α i=1 β ti α i=1 (vi ) (vi )−a − 1
and

n n  
n 1 1  ti β
Uβ (θ) = − + + 2 −
2β t +β
i=1 i
2α β i=1 β ti

n √  
1  τ ( ti /β)φ(vi ) a(b − 1)
− (a − 1) −
2αβ i=1 (vi ) (vi )−a − 1

where √ φ(·) is the standard normal density, vi = α −1 ρ(ti /β) = α −1 {(ti /β)1/2 − (β/ti )1/2 },
and τ ( (ti /β)) = (ti /β)1/2 − (β/ti )1/2 for i = 1, . . . , n. Setting these expressions to zero
and solving them simultaneously we obtain the maximum likelihood estimates (MLE) of
the four parameters of the Kw-BS distribution.
In order to approach interval estimation and hypothesis testing on the model param-
eters α, β, a, and b, normal approximation for the MLE can be applied. √ Note that under
certain conditions for the parameters, the asymptotic distribution of n( θ − θ ) is multi-
variate normal N4 (0, I −1 (θ )), where Jn (θ) is the observed information matrix and I(θ) =
limn→∞ Jn (θ). Note also that an 100(1 − γ )% (0 < γ < 1/2) asymptotic confidence
interval for the ith parameter θi in θ is specified by
 
ACIi = (θ̂i − z1−γ /2 Ĵ θi ,θi , θ̂i + z1−γ /2 Ĵ θi ,θi )

where Ĵ θi ,θi stands for the ith diagonal element of the inverse of the observed information
matrix estimated at  θ , that is, Jn (
θ)−1 , for i = 1, 2, 3, and z1−γ /2 is the 1 − γ /2 standard
normal quantile.
For testing the goodness-of-fit of the Kw-BS distribution and for comparing it if some
submodels, the likelihood ratio (LR) statistic shows to be of great usefulness. The LR
statistic for testing the null hypothesis H0 : θ 1 = θ (0) 1 versus the alternative hypothesis H1 :
θ 1 = θ (0)
1 is given by w = 2{ℓ( 
θ) − ℓ(θ )}, where 
θ and θ are the MLEs under the alterna-
tive and null hypotheses, respectively. Under the null hypothesis H0 , wd−→ χk2 , where k is the
dimension of the subset θ 1 of interest.
 758 H. Saulo et al.

9. Concluding Remarks
In this paper we studied the Kw-BS distribution, which can be viewed as an improved
extension of the BS distribution. We provided a mathematical treatment of the new distribu-
tion, including an expansion for the density function, moments, quantile function, average
lifetime function, mean residual lifetime function, and order statistics. The estimation of
parameters is approached by the maximum likelihood method. We expect this new distri-
bution may attract wider applications for modeling failure times due to fatigue and lifetime
data in fields such as engineering, finance, economics, and insurance, among several others.

Acknowledgments
Helton Saulo and Marcelo Bourguignon thank CAPES for the financial support.
Downloaded by [Marcelo Bourguignon] at 15:16 06 November 2012

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