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**Contents lists available at ScienceDirect
**

Statistics and Probability Letters

journal homepage: www.elsevier.com/locate/stapro

An extension of the generalized Birnbaum–Saunders distribution

Héctor W. Gómez

a,b

, Juan F. Olivares-Pacheco

a,∗

, Heleno Bolfarine

c

a

Departamento de Matemática, Facultad de Ingeniería, Universidad de Atacama, Avenida Copayapu 485, Copiapó, Chile

b

Departamento de Estadística, Facultad de Ciencias Físicas y Matemáticas, Universidad de Concepción, Concepción, Chile

c

Departamento de Estatística, IME, Universidad de São Paulo, São Paulo, Brazil

a r t i c l e i n f o

Article history:

Received 2 July 2007

Received in revised form 25 August 2008

Accepted 31 August 2008

Available online 5 September 2008

a b s t r a c t

In this paper we present an extension of the generalized Birnbaum–Saunders distribution

family introduced in [Díaz-García, J.A., Leiva-Sánchez, V., 2005. A new family of life

distributions based on the contoured elliptically distributions. Journal of Statistical

Planning and Inference 128 (2), 445–457] with a view to make it even more flexible

in terms of its kurtosis coefficient. Properties involving moments and asymmetry and

kurtosis indexes are studied for some special members of this family such as the

slash Birnbaum–Saunders and slash-t Birnbaum–Saunders. Simulation studies for some

particular cases and a real data analysis are also reported, illustrating the usefulness of

the extension considered.

©2008 Elsevier B.V. All rights reserved.

1. Introduction

The elliptical family of distributions has been studied, among others, in Kelker (1970) and Cambanis et al. (1981), and

later recompiled in texts such as Fang et al. (1990) and Gupta and Varga (1993).

In the univariate case, the elliptical distributions correspond to the location-scale symmetric distributions. Specifically,

a random variable X is distributed according to an elliptical distribution with location parameter µ and scale parameter σ,

if the probability density function (pdf) of X is of the form

1

σ

g

_

_

x −µ

σ

_

2

_

, (1)

for some nonnegative function g(u), u ≥ 0, such that

_

∞

0

u

−

1

2

g(u) du = 1. (2)

The function g(·) is typically known as the density generator function and we use the notation X ∼ El(µ, σ; g) to

represent the fact that X is distributed according to the distribution El(µ, σ; g). We note that the standardized version

Z =

X−µ

σ

∼ El(0, 1; g) is known as the spherical (symmetric) distribution, so that it follows that X ∼ El(µ, σ; g) if and only

if

f

X

(x) =

c

σ

g

_

_

x −µ

σ

_

2

_

, (3)

∗

Corresponding author. Tel.: +56 52 206879; fax: +56 52 206674.

E-mail addresses: hgomez@udec.cl (H.W. Gómez), jolivares@mat.uda.cl, jfolivar@mat.puc.cl (J.F. Olivares-Pacheco), hbolfar@ime.usp.br (H. Bolfarine).

0167-7152/$ – see front matter ©2008 Elsevier B.V. All rights reserved.

doi:10.1016/j.spl.2008.08.014

332 H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338

where c is a normalizing constant making f

X

(x) a density function. One important feature of the elliptical family is that the

density shape is the same as that for the normal distribution.

On the other hand, the Birnbaum–Saunders (BS) distribution (see Birnbaumand Saunders (1969b)) with two parameters

was introduced in 1969 towards modeling the fatigue lifetime of an specimen submitted to cyclical stress and tension.

Motivated by vibration problems in new commercial airplanes and fatigue material problems, related to the fatigue to

exceed a critical value (or to grow to a critical level), Birnbaum and Saunders (1969b) introduced a new probabilistic model

for modeling the lifetime of certain structures under dynamic load. The model derivation is based on certain restrictions not

always satisfied in experimental conditions. A random variable Y with Birnbaum–Saunders distribution with parameters α

and β, we denote by writing Y ∼ BS(α, β). The relation with the normal distribution is stressed by the representation

Y = β

_

α

2

V +

_

_

α

2

V

_

2

+1

_

2

, (4)

where V ∼ N(0, 1), α > 0, β > 0. It can be shown that the probability density function (pdf) of Y is given by

f

Y

(y|α, β) =

y

−3/2

(y +β)

2αβ

1/2

φ(t), (5)

witht =

1

α

_√

y/β −

√

β/y

_

, y > 0, α > 0 and β > 0, where φ(·) is the density functionof the standard N(0, 1) distribution

(see Johnson et al. (1995)).

On the other hand, the canonical slash distribution is the ratio of two independent random variables, namely a standard

normal and a uniform(0, 1) distribution. It can be shown that its probability density function is given by

p (x) =

_

¸

_

¸

_

φ(0) −φ(x)

x

2

, if x = 0,

1

2

φ(0), if x = 0,

(6)

with φ(·) as above. This distribution presents heavier tails than the normal distribution, and as a consequence, it is a

distribution with greater kurtosis. Some properties of this family are discussed in Rogers and Tukey (1972) and in Mosteller

and Tukey (1977). Maximum likelihood estimators for the location and scale parameters are discussed in Kafadar

(1982). Wang and Genton (2006) propose a skew multivariate version for the standard slash distribution. A stochastic

representation for the standard slash distribution is given by

S =

Z

U

1

q

, (7)

where Z ∼ N(0, 1), U ∼ U(0, 1), Z is independent of U and q > 0. If q = 1 then the canonical slash distribution follows

and if q →∞then the standard normal distribution follows. For instance, the standard (zero mean and variance q/(q −2),

q > 2) density function for the general case is readily found to be given by

f (x) = q

_

1

0

u

q

φ(xu) du. (8)

Díaz-García andLeiva-Sánchez (2005) extendthis family of distributions by considering V inexpression(4) as the random

variable V ∼ El(0, 1; g). This yields a more general family of BS distributions. Gómez et al. (2007) use the univariate

and multivariate elliptical family of distributions to produce a general version of the slash-elliptical family, univariate

and multivariate, respectively. That is, they extend the slash family of distributions represented in (7) by considering

that Z ∼ El(0, 1; g), the family of elliptical distributions. In this way, they produce a general family of slash-elliptical

distributions, for which we denote the standard version with generator function g(·) by S ∼ SEl(0, 1, q; g).

The main object of this paper is to study the distribution of the random variable Y in (4), considering that the random

variable V is distributed as the slash-elliptical distribution, namely V ∼ SEl (0, 1, q; g). This allows obtaining a distribution

family able to yield more robust inference concerning certain modeling aspects than the generalized Birnbaum–Saunders

family of distributions. As indicated by computing skewness and kurtosis coefficients of some members of this family,

we are able to demonstrate that the family is much more flexible than the BS family in such aspects. Moreover, a real

application shows that there is room to improve the BS family. We call the new distribution, the slash Birnbaum–Saunders

(SBS) distribution, generalizing both previously presented Birnbaum–Saunders distributions.

The paper is organized as follows. In Section 2, the density of the new family of distributions is derived. Some of its basic

properties such as moments, asymmetry and kurtosis coefficients are also investigated. In Section 3, we study in some detail

the case of the slash Birnbaum–Saunders distribution. Results of simulation studies are reported and a real data set analysis

is presented. Finally, Section 4 is dedicated to the main conclusions.

H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338 333

2. The generalized slash Birnbaum–Saunders family of distributions

In this section we define the stochastic representation for the family studied and investigate some of its basic properties.

The stochastic representation we consider is such that

W = β

_

α

2

X +

_

_

α

2

X

_

2

+1

_

2

, (9)

where X ∼ SEl(0, 1, q; g), α > 0, β > 0, q > 0 and W is distributed according to the generalized slash Birnbaum–Saunders

(GBS) distributionwithparameters α, β and q. We denote the distributionin(9) by using the notationW ∼ GSBS(α, β, q; g).

2.1. The density function

We present in the following the pdf for the generalized slash Birnbaum–Saunders distribution, generated using the slash-

elliptical family, introduced by Gómez et al. (2007), with stochastic representation in (9).

Proposition 1. Let W ∼ GSBS(α, β, q; g). Then, the pdf of W is given by

f

W

(w|θ) =

_

¸

¸

¸

_

¸

¸

¸

_

w

−3/2

(w +β)q

4αβ

1/2

| x |

q+1

_

x

2

0

u

q−1

2

g(u) du, if w = β,

w

−3/2

(w +β)q

2αβ

1/2

(q +1)

g(0), if w = β,

(10)

where θ = (α, β, q), x =

1

α

_√

w/β −

√

β/w

_

, w > 0, α > 0 and β > 0. In the special case of q = 1, density (10) reduces to

f

W

(w|α, β, q = 1) =

_

¸

¸

_

¸

¸

_

w

−3/2

(w +β)

4αβ

1/2

x

2

G(x

2

), if w = β,

w

−3/2

(w +β)

4αβ

1/2

g(0), if w = β,

(11)

where G(x) =

_

x

0

g(u) du.

Proof. Letting X ∼ SEl(0, 1, q; g) and using results in Gómez et al. (2007) it follows that

f

X

(x|0, 1, q) =

_

¸

¸

_

¸

¸

_

q

2 | x |

q+1

_

x

2

0

u

q−1

2

g(u) du, if x = 0,

q

1 +q

g(0), if x = 0,

(12)

where w is given by (9) and x =

1

α

_√

w/β −

√

β/w

_

, so that we have the Jacobian

¸

¸

¸

¸

dx

dw

¸

¸

¸

¸

=

w

−3/2

(w +β)

2αβ

1/2

,

from where we obtain

f

W

(w|θ) =

¸

¸

¸

¸

dx

dw

¸

¸

¸

¸

f

X

(x|0, 1, q)

=

_

¸

¸

¸

_

¸

¸

¸

_

w

−3/2

(w +β)q

4αβ

1/2

|x|

q+1

_

x

2

0

u

q−1

2

g(u) du, if w = β,

w

−3/2

(w +β)q

2αβ

1/2

(q +1)

g(0), if w = β,

with x =

1

α

_√

w/β −

√

β/w

_

and θ = (α, β, q).

Table 1 depicts some typical situations for the generator function g(·) jointly with the corresponding function G(·) from

which (10) can be easily derived.

334 H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338

Table 1

Functions g(·) and G(·) for some special cases

Type g(t) G(t)

Normal (2π)

−1/2

exp

_

−

t

2

_ √

2/π

_

1 −exp

_

−

t

2

__

Student-t

((1+ν)/2)

(ν/2)

√

πν

_

1 +

t

ν

_

−

1+ν

2

2((1+ν)/2)

√

ν

(ν/2)(ν−1)

√

π

_

1 −

_

1 +

t

ν

_ 1−ν

2

_

2.2. Basic properties

Proposition 2. Let W ∼ GSBS(α, β, q; g), with α > 0, β > 0 and q > 0, then

(i) aW ∼ GSBS(α, aβ, q; g) for a > 0.

(ii) W

−1

∼ GSBS(α, β

−1

, q; g).

Proof. Result (i) and (ii) are immediate from Proposition 1, jointly with a well known results related to variable

transformation.

2.3. Distribution moments

In the following some properties of the moments of the generalized slash Birnbaum–Saunders (GSBS) distribution are

investigated. We start with the r-th moment for the GSBS distribution.

Proposition 3. Let W ∼ GSBS(α, β, q; g). Hence, for r = 1, 2, . . . we obtain

E[W

r

] = β

r

q

r

y=0

_

2r

2y

_

y

s=0

_

y

s

_ _

α

2

_

2(r+s−y)

a

r+s−y

q −2(r +s −y)

, (13)

with a

n/2

=

_

∞

−∞

x

n

g(x

2

) dx, for n = 1, 2, . . ..

Proof. Notice that

E

_

W

r

β

r

_

= E

_

_

_

α

2

X +

_

_

α

2

X

_

2

+1

_

2r

_

_

.

Using the binomial expansion Theorem, we have

E

_

W

r

β

r

_

=

2r

k=0

_

2r

k

_

E

_

_

_

α

2

X

_

2

+1

_

k/2 _

α

2

X

_

2r−k

_

.

Furthermore, notice that if s is odd, then E([((α/2)X)

2

+1]

t

[(α/2)X]

s

) = 0. Hence,

E

_

W

r

β

r

_

=

r

y=0

_

2r

2y

_

E

__

_

α

2

X

_

2

+1

_

y _

α

2

X

_

2(r−y)

_

,

and a binomial expansion of expression (·)

y

, leads to

E

_

W

r

β

r

_

=

r

y=0

_

2r

2y

_

y

s=0

_

y

s

_ _

α

2

_

2(r+s−y)

E

_

X

2(r+s−y)

_

,

where X ∼ SEl(0, 1, q; g), so that,

E[X

n

] =

_

_

_

_

q

q −n

_

a

n/2

, if n even,

0, if n odd,

with q > n (see Gómez and Venegas (2008)).

Corollary 4. If W ∼ GSBS (α, β, q; g), then

E [W] = β +

α

2

βq

2(q −2)

a

1

, q > 2 (14)

V [W] =

α

4

β

2

q

2(q −4)

a

2

+

α

2

β

2

q

(q −2)

a

1

−

α

4

β

2

q

2

4(q −2)

2

a

2

1

, q > 4. (15)

H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338 335

Table 2

Coefficients a

1

and a

2

Type a

1

a

2

Normal 1 3

Student-t

ν

ν−2

, ν > 2

3ν

2

(ν−4)(ν−2)

, ν > 4

Fig. 1. Plots for the slash Birnbaum–Saunders density. Birnbaum–Saunders with α = 0.5 and β = 0.8 (solid line), the slash Birnbaum–Saunders with

α = 0.5, β = 0.8 and q = 2 (dotted line) and slash Birnbaum–Saunders for α = 0.5, β = 0.8 and q = 7 (dashed line).

To provide further insight on distribution moments, Table 2 presents values for a

1

and a

2

, corresponding to the generating

functions shown in Table 1.

3. The slash Birnbaum–Saunders distribution

In this section, we consider the special case where the function g(·) is of the normal type (see Table 1). Moreover,

illustrations are presented using the method of moments as initial values for the maximum likelihood estimators.

Corollary 5. In the particular case where g(·) is of the normal type, from Table 1, we say that W is distributed according to the

slash Birnbaum–Saunders distribution, denoted by W ∼ SBS(α, β, q) and its density function is given by

f

W

(w|θ) =

_

¸

¸

¸

_

¸

¸

¸

_

w

−3/2

(w +β)q

4α(2πβ)

1/2

|x|

q+1

_

x

2

0

u

q−1

2

exp

_

−

u

2

_

du, if w = β,

w

−3/2

(w +β)q

2α(2πβ)

1/2

(q +1)

, if w = β,

(16)

where θ = (α, β, q), x =

1

α

_√

w/β −

√

β/w

_

, w > 0, α > 0, β > 0 and q > 0. When q = 1 (the canonical density), we have

f

W

(w|θ) =

_

¸

¸

¸

¸

_

¸

¸

¸

¸

_

w

−3/2

(w +β)

_

1 −e

−x

2

2

_

2α(2πβ)

1/2

x

2

, if w = β,

w

−3/2

(w +β)

4α(2πβ)

1/2

, if w = β.

(17)

Fig. 1 shows the density (16), for different values of q, contrasting it with the density of the Birnbaum–Saunders

distribution in (5).

Corollary 6. If W ∼ SBS(α, β, q), then

µ

1

=

α

2

βq

2(q −2)

+β, q > 2,

336 H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338

(a) Asymmetry coefficient. (b) Kurtosis coefficient.

Fig. 2. Asymmetry and kurtosis coefficients of the SBS and BS (solid line), for different values of q (q = 10 dashed line, q = 20 dotted line, and q = 30

dot-dashed line).

Table 3

Empirical means and standard deviations for different values of α, β and q

α β q n = 100 n = 200

ˆ α(SD)

ˆ

β(SD) ˆ q(SD) ˆ α(SD)

ˆ

β(SD) ˆ q(SD)

0.3 0.8 1.0 0.309(0.054) 0.786(0.097) 1.072(0.161) 0.349(0.091) 0.799(0.051) 1.141(0.159)

0.4 0.8 1.0 0.401(0.098) 0.807(0.113) 1.093(0.152) 0.474(0.133) 0.801(0.087) 1.130(0.166)

0.3 0.8 2.0 0.282(0.067) 0.777(0.165) 1.953(0.252) 0.283(0.072) 0.764(0.178) 2.006(0.251)

0.3 0.8 3.0 0.269(0.095) 0.729(0.246) 2.964(0.274) 0.269(0.087) 0.733(0.023) 2.984(0.289)

0.3 1.2 1.0 0.324(0.079) 1.191(0.097) 1.075(0.164) 0.345(0.083) 1.218(0.079) 1.116(0.138)

0.3 1.4 1.0 0.322(0.069) 1.413(0.114) 1.094(0.143) 0.352(0.089) 1.427(0.082) 1.138(0.145)

µ

2

=

3α

4

β

2

q

2(q −4)

+

2α

2

β

2

q

q −2

+β

2

, q > 4,

µ

3

=

15α

6

β

3

q

2(q −6)

+

9α

4

β

3

q

q −4

+

9α

2

β

3

q

2(q −2)

+β

3

, q > 6,

µ

4

=

105α

8

β

4

q

2(q −8)

+

60α

6

β

4

q

q −6

+

30α

4

β

4

q

q −4

+

8α

2

β

4

q

q −2

+β

4

, q > 8

where µ

i

= E[W

i

],

√

β

1

= (µ

3

−3µ

1

µ

2

+2µ

3

1

)/(µ

2

−µ

2

1

)

3/2

and β

2

= (µ

4

−4µ

1

µ

3

+6µ

2

1

−3µ

4

1

)/(µ

2

−µ

2

1

)

2

, correspond

to the asymmetry and kurtosis coefficients, respectively.

Fig. 2 shows the behavior of the asymmetry and kurtosis for the SBS and BS distributions, for different values of q.

They were computed using results in Corollary 6. Moreover, results in Corollary 6 can also be used for moment estimators

calculation (with q > 6). We can see that for increasing value of q, the asymmetry and kurtosis coefficients tend to the

corresponding coefficients of the BS distribution.

3.1. Simulation study

In this section, results of several simulation studies related to the parameters α, β and q are presented. The main object

is to study the behavior of the maximum likelihood estimators for those parameters.

The studies are conducted by generating 1000 simulated samples of the slash Birnbaum–Saunders for different values

of the model parameters. Use is made of the function optim from software R. After computing the maximum likelihood

estimators for each parameter, for each generated sample, the mean value and (empirical) standard deviations for the

1000 estimators of each parameter are computed. It can be seen from Table 3 that the estimates are quite stable and, more

important, are close to the true values for the sample sizes considered.

H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338 337

Table 4

Statistical summary for the lifetime of 101 aluminum pieces

n W S

2

√

β

1

β

2

101 1400.911 15295.100 0.142 2.819

Table 5

Maximum likelihood estimators for the lifetimes of aluminum pieces under the ordinary BS model and under the SBS model

Parameter estimates BS(SD) SBS(SD)

ˆ α 0.3102(0.0218) 0.2234(0.0293)

ˆ

β 1336.4262(40.7521) 1415.4581(42.6677)

ˆ q – 4.0668(1.5867)

Log-likelihood −751.3492 −749.1508

Fig. 3. Histogram for the lifetimes of the 101 aluminum pieces. Lines represent adjusted distributions using maximum likelihood estimators: BS( ˆ α,

ˆ

β)

(dashed line), SBS( ˆ α,

ˆ

β, ˆ q) (solid line).

3.2. Illustration

We nowpreset results of a real data set analysis using a data set previously analyzed in Birnbaumand Saunders (1969a,b),

related to the lifetimes in cycles ×10

−3

of aluminum 6061 − T6 pieces cut in parallel angle with the rotation direction,

oscillating at the rate of 18 cycles per second at maximum pressure 21000 psi, with a total sample size of 101 units. The

results are summarized in Table 4.

The parameters estimators were computed by numerically maximizing the likelihood function that follows from the

density (16), using the function optim, available with the statistical software R.

The initial values that were used to ensure convergence were, BS: α = 0.3 and β = 1336.3, and SBS: α = 0.3,

β = 1336.3 and q = 1, as for α and β, these values were estimated by Birnbaum and Saunders (1969a) and q for the

canonical expression of SBS density. Using the results obtained in Table 5, we consider next testing the null hypothesis of

a null Birnbaum–Saunders distribution against a slash Birnbaum–Saunders distribution using the likelihood ratio statistics

based on

Λ =

L

BS

( ˆ α,

ˆ

β)

L

SBS

( ˆ α,

ˆ

β, ˆ q)

.

Replacing the estimated values in the ratio above, we obtain −2 log(Λ) = −2(−751.3492 + 749.1508) = 4.3968, which

upon comparing with the 95% critical value for the chi-square distribution, namely χ

2

1

= 3.84, leads to rejecting the null

hypothesis, which clearly indicates the better fit for the SBS model over the BS model (Fig. 3 shows models fitting that results

by using such estimates).

4. Conclusions

The newfamily introduced, denoted generalized slash Birnbaum–Saunders (GSBS) distribution, presents greater kurtosis

coefficients than the previously considered Birnbaum–Saunders (BS) distributions, so that it can be used in fitting data with

338 H.W. Gómez et al. / Statistics and Probability Letters 79 (2009) 331–338

greater kurtosis then the ordinary Birnbaum–Saunders. A simulation study is conducted showing that the SBS model can

yield much better fit than the generalized BS model. Moreover, it can also be depicted from the simulation studies that the

maximumlikelihood estimators present a quite nice behavior in terms of empirical bias and mean squared error. A real data

set analysis illustrates the usefulness of the model developed in terms of model fitting. It also illustrates the fact that there

is still room for improving the BS model.

Acknowledgments

The authors thank a referee and the Associate Editor for constructive comments. The research of H.W. Gómez was

supported in part by DIUDA (Chile), 06/06 221144 and FONDECYT (Chile), 1060727. J.F. Olivares-Pacheco thanks the

Comisión Nacional de Ciencia y Tecnología - CONICYT for partially supporting his Ph.D. studies at the Pontificia Universidad

Católica de Chile. The work of H. Bolfarine was partially supported by CNPq-Brasil.

References

Birnbaum, Z.W., Saunders, S., 1969a. Estimation for a family of life distributions with applications to fatigue. Journal of Applied Probability 6 (2), 328–347.

Birnbaum, Z.W., Saunders, S., 1969b. A new family of life distributions. Journal of Applied Probability 6 (2), 319–327.

Cambanis, S., Huang, S., Simons, G., 1981. On the theory of elliptically contoured distributions. Journal of Multivariate Analysis 11, 368–385.

Díaz-García, J.A., Leiva-Sánchez, V., 2005. A new family of life distributions based on the contoured elliptically distributions. Journal of Statistical Planning

and Inference 128 (2), 445–457.

Fang, K.T., Kotz, S., Ng, K.W., 1990. Symmetric Multivariate and Related Distributions. Chapman & Hall, London-New York.

Gómez, H.W., Quintana, F.A., Torres, F.J., 2007. A new family slash-distributions with elliptical contours. Statistics and Probability Letters 77, 717–725.

Gómez, H.W., Venegas, O., 2008. Erratum to: A new family slash-distributions with elliptical contours [Statist. Probab. Lett. 77 (2007) 717–725]. Statistics

and Probability Letters 78, 2273–2274.

Gupta, A.K., Varga, T., 1993. Elliptically Contoured Models in Statistics. Kluwer Academics Publishers, Boston.

Johnson, N.L., Kotz, S., Balakrishnan, N., 1995. Continuous Univariate Distributions, 2nd ed.. Wiley, New York.

Kafadar, K., 1982. A biweight approach to the one-sample problem. Journal of the American Statistical Association 77, 416–424.

Kelker, D., 1970. Distribution theory of special distributions and location-scale parameter. Sankhya A 32, 419–430.

Mosteller, F., Tukey, J.K., 1977. Data Analysis and Regression. Addison-Wesley.

Rogers, W.H., Tukey, J.K., 1972. Understanding some long-tailed symmetrical distributions. Statistics Neerlandica 26, 211–226.

Wang, J., Genton, M.G., 2006. The multivariate skew-slash distribution. Journal of Statistical Planning and Inference 136, 209–220.

Maximum likelihood estimators for the location and scale parameters are discussed in Kafadar (1982). (8) Díaz-García and Leiva-Sánchez (2005) extend this family of distributions by considering V in expression (4) as the random variable V ∼ El(0. Wang and Genton (2006) propose a skew multivariate version for the standard slash distribution. 1). 1 2 x2 if x = 0. q. One important feature of the elliptical family is that the density shape is the same as that for the normal distribution. the density of the new family of distributions is derived. Results of simulation studies are reported and a real data set analysis is presented. We call the new distribution. If q = 1 then the canonical slash distribution follows and if q → ∞ then the standard normal distribution follows. For instance. and as a consequence. . univariate and multivariate. Finally. / Statistics and Probability Letters 79 (2009) 331–338 where c is a normalizing constant making fX (x) a density function. (1995)). β) = y−3/2 (y + β) 2αβ 1/2 φ(t ). if x = 0. g ). In this way. asymmetry and kurtosis coefficients are also investigated. a real application shows that there is room to improve the BS family. It can be shown that the probability density function (pdf) of Y is given by fY (y|α. 1) distribution. namely V ∼ SEl (0. y > 0. Section 4 is dedicated to the main conclusions. β). The model derivation is based on certain restrictions not always satisfied in experimental conditions. (6) with φ(·) as above. (2007) use the univariate and multivariate elliptical family of distributions to produce a general version of the slash-elliptical family. (7) where Z ∼ N (0. A stochastic representation for the standard slash distribution is given by S= Z Uq 1 . Some properties of this family are discussed in Rogers and Tukey (1972) and in Mosteller and Tukey (1977). Moreover. 1). That is. respectively. The paper is organized as follows. This distribution presents heavier tails than the normal distribution. 1) distribution (see Johnson et al. As indicated by computing skewness and kurtosis coefficients of some members of this family. Z is independent of U and q > 0. It can be shown that its probability density function is given by √ √ p ( x) = φ(0) − φ(x) . Birnbaum and Saunders (1969b) introduced a new probabilistic model for modeling the lifetime of certain structures under dynamic load. we denote by writing Y ∼ BS(α. the family of elliptical distributions. The main object of this paper is to study the distribution of the random variable Y in (4). β > 0. φ(0). On the other hand. Gómez et al. 1. we study in some detail the case of the slash Birnbaum–Saunders distribution. Motivated by vibration problems in new commercial airplanes and fatigue material problems. On the other hand. 1. Some of its basic properties such as moments. we are able to demonstrate that the family is much more flexible than the BS family in such aspects. α > 0. the Birnbaum–Saunders (BS) distribution (see Birnbaum and Saunders (1969b)) with two parameters was introduced in 1969 towards modeling the fatigue lifetime of an specimen submitted to cyclical stress and tension. g ). g ). considering that the random variable V is distributed as the slash-elliptical distribution. the standard (zero mean and variance q/(q − 2). it is a distribution with greater kurtosis. This allows obtaining a distribution family able to yield more robust inference concerning certain modeling aspects than the generalized Birnbaum–Saunders family of distributions. for which we denote the standard version with generator function g (·) by S ∼ SEl(0. q > 2) density function for the general case is readily found to be given by 1 f (x) = q 0 uq φ(xu) du. the canonical slash distribution is the ratio of two independent random variables. they produce a general family of slash-elliptical distributions. namely a standard normal and a uniform (0. 1. generalizing both previously presented Birnbaum–Saunders distributions. 1. In Section 3. the slash Birnbaum–Saunders (SBS) distribution. Gómez et al. This yields a more general family of BS distributions. related to the fatigue to exceed a critical value (or to grow to a critical level). g ). α > 0 and β > 0. (4) where V ∼ N (0. In Section 2. (5) 1 with t = α y/β − β/y . q.332 H. U ∼ U (0. 1). The relation with the normal distribution is stressed by the representation Y =β α 2 V+ α 2 2 2 V +1 .W. A random variable Y with Birnbaum–Saunders distribution with parameters α and β . they extend the slash family of distributions represented in (7) by considering that Z ∼ El(0. where φ(·) is the density function of the standard N (0.

β. q). x = α w/β − β/w . / Statistics and Probability Letters 79 (2009) 331–338 333 2.1. . 4αβ 1/2 | x |q+1 0 fW (w|θ) = (10) w −3/2 (w + β)q g (0). 4αβ 1/2 where G(x) = x 0 if w = β. generated using the slashelliptical family. if x = 0. (12) if x = 0. (9) where X ∼ SEl(0. q = 1) = −3/2 (w + β) w g (0). if w = β. the pdf of W is given by 2 w −3/2 (w + β)q x q−1 u 2 g (u) du. 2αβ 1/2 (q + 1) √ √ w/β − β/w and θ = (α. density (10) reduces to −3/2 (w + β) 2 w G(x ). g ). The generalized slash Birnbaum–Saunders family of distributions In this section we define the stochastic representation for the family studied and investigate some of its basic properties. 1 with x = α Table 1 depicts some typical situations for the generator function g (·) jointly with the corresponding function G(·) from which (10) can be easily derived. In the special case of q = 1. q. 1. q. w > 0. The density function We present in the following the pdf for the generalized slash Birnbaum–Saunders distribution. so that we have the Jacobian dx dw = w −3/2 (w + β) . Gómez et al. g ). β and q. 1 where w is given by (9) and x = α √ w/β − √ β/w . 1. g ). β > 0. (2007). q) = q q +1 0 x2 2 | x| q 1+q u q−1 2 g (u) du. q. β. Proposition 1. if w = β.H. q) dw 2 w−3/2 (w + β)q x q−1 u 2 g (u) du. g (u) du. (11) if w = β. 4αβ 1/2 x2 fW (w|α. (2007) it follows that fX (x|0. g ) and using results in Gómez et al. Letting X ∼ SEl(0. 2αβ 1/2 (q + 1) √ √ 1 where θ = (α. 2αβ 1/2 dx from where we obtain fW (w|θ) = fX (x|0. q. Then. β. The stochastic representation we consider is such that W =β α 2 X+ α 2 2 2 X +1 . α > 0 and β > 0. 4αβ 1/2 |x|q+1 0 = w−3/2 (w + β)q g (0). We denote the distribution in (9) by using the notation W ∼ GSBS(α. if w = β. q). if w = β. introduced by Gómez et al. 1. α > 0. with stochastic representation in (9). 2. q > 0 and W is distributed according to the generalized slash Birnbaum–Saunders (GBS) distribution with parameters α . g (0). Let W ∼ GSBS(α.W. Proof. 1. β. β.

If W ∼ GSBS (α. 2(q − 2) q>2 q > 4. 2. Proof. leads to E Wr r β r = y =0 2r 2y y y s α 2 2(r +s−y) E X 2(r +s−y) . notice that if s is odd. with α > 0. we have E Wr 2r β r = k=0 2r k E α 2 2 k/2 X +1 α 2 2r −k X . X +1 Using the binomial expansion Theorem. and a binomial expansion of expression (·)y . Corollary 4. q q−n an/2 . β.W. q. so that. we obtain r E [W r ] = β r q y=0 2r 2y y y s α 2 2(r +s−y) ar +s−y q − 2(r + s − y) .2. . . g ). g ). β. Result (i) and (ii) are immediate from Proposition 1.3. (14) α4β 2q α2 β 2 q α 4 β 2 q2 2 a2 + a1 − a1 . Let W ∼ GSBS(α. β −1 . 2. Basic properties Proposition 2. q. E [X n ] = 0. Let W ∼ GSBS(α. . Distribution moments In the following some properties of the moments of the generalized slash Birnbaum–Saunders (GSBS) distribution are investigated. . for n = 1. q. / Statistics and Probability Letters 79 (2009) 331–338 Table 1 Functions g (·) and G(·) for some special cases Type Normal Student-t g (t ) t (2π)−1/2 exp − 2 G(t ) √ − 1+ν 2 t 2/π 1 − exp − 2 ((1+ν)/2) √ (ν/2) π ν 1+ ν t 2 ((1+ν)/2) ν √ (ν/2)(ν−1) π √ t 1− 1+ ν 1−ν 2 2. . aβ. Proposition 3. then E [W ] = β + V [W ] = α2β q a1 . Hence. 2. β. q. g ). β > 0 and q > 0. Hence. 2(q − 4) (q − 2) 4(q − 2)2 (15) . Furthermore. then E ([((α/2)X )2 + 1]t [(α/2)X ]s ) = 0. s =0 where X ∼ SEl(0. (13) s=0 with an/2 = −∞ xn g (x2 ) dx. q. q. g ). g ). with q > n (see Gómez and Venegas (2008)). n odd. 1. Notice that E Wr ∞ βr α =E X+ 2 α 2 2r 2 . Gómez et al. Proof. (ii) W −1 ∼ GSBS(α.. g ) for a > 0. for r = 1. if if n even. E Wr r β r = y =0 2r 2y E α 2 2 y X +1 α 2 X 2(r −y) .334 H. . then (i) aW ∼ GSBS(α. jointly with a well known results related to variable transformation. We start with the r-th moment for the GSBS distribution.

The slash Birnbaum–Saunders distribution In this section. contrasting it with the density of the Birnbaum–Saunders distribution in (5). β. illustrations are presented using the method of moments as initial values for the maximum likelihood estimators. denoted by W ∼ SBS(α.H. / Statistics and Probability Letters 79 (2009) 331–338 Table 2 Coefficients a1 and a2 Type Normal Student-t a1 1 ν . we consider the special case where the function g (·) is of the normal type (see Table 1). if w = β.ν (ν−4)(ν−2) >4 Fig. from Table 1. 4α(2π β)1/2 Fig. we have x2 w −3/2 (w + β) 1 − e −2 . If W ∼ SBS(α. When q = 1 (the canonical density). 1 shows the density (16). β = 0. if w = β. q). Table 2 presents values for a1 and a2 . then µ1 = α2β q + β. . if w = β. Corollary 6.W. α > 0. if w = β. w > 0. Moreover. for different values of q. To provide further insight on distribution moments. In the particular case where g (·) is of the normal type. β. β > 0 and q > 0. Corollary 5. β = 0.5. we say that W is distributed according to the slash Birnbaum–Saunders distribution.8 and q = 7 (dashed line). 2α(2π β)1/2 (q + 1) √ √ 1 where θ = (α. 1. Gómez et al.8 and q = 2 (dotted line) and slash Birnbaum–Saunders for α = 0. Birnbaum–Saunders with α = 0. 2(q − 2) q > 2. β. q) and its density function is given by x2 w −3/2 (w + β)q q−1 u u 2 exp − du.5. x = α w/β − β/w . 3.5 and β = 0. the slash Birnbaum–Saunders with α = 0. 4α(2π β)1/2 |x|q+1 0 2 fW (w|θ) = (16) w −3/2 (w + β)q .ν ν−2 335 a2 3 >2 3ν 2 . Plots for the slash Birnbaum–Saunders density. q).8 (solid line). corresponding to the generating functions shown in Table 1. fW (w|θ) = (17) 2α(2π β)1/2 x2 −3/2 w (w + β) .

282(0.777(0. for different values of q.116(0.764(0.733(0.246) 1.094(0.4 q n = 100 n = 200 α(SD) ˆ 1.079) 0.067) 0.283(0. We can see that for increasing value of q.218(0. The studies are conducted by generating 1000 simulated samples of the slash Birnbaum–Saunders for different values of the model parameters.3 0.143) α(SD) ˆ 0. Simulation study In this section. and q = 30 dot-dashed line).164) 1. The main object is to study the behavior of the maximum likelihood estimators for those parameters.953(0.0 3. 2.023) 1.964(0.097) 0. respectively. β and q are presented.799(0.178) 0.087) 0.322(0.161) 1.324(0. for each generated sample.0 1.786(0.3 0. 2 shows the behavior of the asymmetry and kurtosis for the SBS and BS distributions.729(0.079) 1. Gómez et al.W.427(0. correspond 1 1 1 1 1 to the asymmetry and kurtosis coefficients.138(0. for different values of q (q = 10 dashed line. q>8 where µi = E [W i ].075(0. + q > 4.269(0. (b) Kurtosis coefficient.082) ˆ q(SD) 1.145) µ2 = µ3 = µ4 = 3α 4 β 2 q 2(q − 4) 15α 6 β 3 q 2(q − 6) 2(q − 8) + + 2α 2 β 2 q q−2 9α 4 β 3 q q−4 + β 2.2 1.159) 1.165) 0.097) 1.3 0.098) 0. Table 3 Empirical means and standard deviations for different values of α . β and q α 0.091) 0.8 1.349(0.251) 2.3 β 0.087) 0.006(0.252) 2.072(0.166) 2.0 1. / Statistics and Probability Letters 79 (2009) 331–338 (a) Asymmetry coefficient. After computing the maximum likelihood estimators for each parameter. more important. 9α 2 β 3 q 2(q − 2) + β 3.095) 0.984(0. results of several simulation studies related to the parameters α .141(0.072) 0.191(0. Fig. + q > 6.138) 1.133) 0.336 H. the mean value and (empirical) standard deviations for the 1000 estimators of each parameter are computed.309(0. Moreover.083) 0. results in Corollary 6 can also be used for moment estimators calculation (with q > 6).8 0.113) 0.089) ˆ β(SD) 0.807(0.274) 1.401(0.801(0.8 0.289) 1. β1 = (µ3 − 3µ1 µ2 + 2µ3 )/(µ2 − µ2 )3/2 and β2 = (µ4 − 4µ1 µ3 + 6µ2 − 3µ4 )/(µ2 − µ2 )2 .269(0. Fig.054) 0. It can be seen from Table 3 that the estimates are quite stable and.069) ˆ β(SD) 0. the asymmetry and kurtosis coefficients tend to the corresponding coefficients of the BS distribution. Use is made of the function optim from software R.474(0.3 0.352(0.051) 0.114) ˆ q(SD) 1.0 2.0 1.345(0.152) 1.413(0.130(0.4 0. Asymmetry and kurtosis coefficients of the SBS and BS (solid line). 3. are close to the true values for the sample sizes considered. 105α 8 β 4 q + 60α 6 β 4 q q−6 + 30α 4 β 4 q q−4 8α 2 β 4 q q−2 + β 4.0 0. They were computed using results in Corollary 6.093(0.8 0. q = 20 dotted line.1. √ .

0668(1.3968. The results are summarized in Table 4. The initial values that were used to ensure convergence were.84.142 Table 5 Maximum likelihood estimators for the lifetimes of aluminum pieces under the ordinary BS model and under the SBS model Parameter estimates BS(SD) 0. 3.6677) 4. denoted generalized slash Birnbaum–Saunders (GSBS) distribution. we consider next testing the null hypothesis of a null Birnbaum–Saunders distribution against a slash Birnbaum–Saunders distribution using the likelihood ratio statistics based on Λ= LBS (α. Gómez et al. with a total sample size of 101 units. as for α and β .H. which clearly indicates the better fit for the SBS model over the BS model (Fig. Using the results obtained in Table 5.1508) = 4.819 0.2. SBS(α. β) ˆ ˆ ˆ ˆ ˆ LSBS (α. 4. q) .3 and β = 1336. leads to rejecting the null hypothesis.1508 α ˆ ˆ β ˆ q Log-likelihood Fig. β.5867) −749.3.911 S2 15295. Histogram for the lifetimes of the 101 aluminum pieces. these values were estimated by Birnbaum and Saunders (1969a) and q for the canonical expression of SBS density. and SBS: α = 0.3. Conclusions The new family introduced.4262(40. using the function optim.W. oscillating at the rate of 18 cycles per second at maximum pressure 21000 psi. q) (solid line). we obtain −2 log(Λ) = −2(−751.4581(42. available with the statistical software R.0293) 1415. The parameters estimators were computed by numerically maximizing the likelihood function that follows from the density (16).0218) 1336.7521) – −751.2234(0.3102(0. / Statistics and Probability Letters 79 (2009) 331–338 Table 4 Statistical summary for the lifetime of 101 aluminum pieces n 101 W 1400. so that it can be used in fitting data with . β. β = 1336. related to the lifetimes in cycles ×10−3 of aluminum 6061 − T 6 pieces cut in parallel angle with the rotation direction.3 and q = 1. namely χ1 = 3. Replacing the estimated values in the ratio above.3492 SBS(SD) 0. which 2 upon comparing with the 95% critical value for the chi-square distribution. Illustration We now preset results of a real data set analysis using a data set previously analyzed in Birnbaum and Saunders (1969a. ˆ ˆ ˆ 3. 3 shows models fitting that results by using such estimates).b). presents greater kurtosis coefficients than the previously considered Birnbaum–Saunders (BS) distributions.100 337 √ β1 β2 2.3492 + 749. Lines represent adjusted distributions using maximum likelihood estimators: BS(α. β) ˆ ˆ (dashed line). BS: α = 0.

M... it can also be depicted from the simulation studies that the maximum likelihood estimators present a quite nice behavior in terms of empirical bias and mean squared error.J.... On the theory of elliptically contoured distributions. H. Distribution theory of special distributions and location-scale parameter. A new family slash-distributions with elliptical contours. F. Understanding some long-tailed symmetrical distributions.. A new family of life distributions. Kotz. Moreover. It also illustrates the fact that there is still room for improving the BS model. Gómez. Mosteller..W.. A simulation study is conducted showing that the SBS model can yield much better fit than the generalized BS model. T. 1972. Leiva-Sánchez. 717–725. 2006. Díaz-García..W. J.W. Symmetric Multivariate and Related Distributions. K. 1977. Varga. 2005. D. Fang.W.. 2273–2274. 319–327. The multivariate skew-slash distribution. Chapman & Hall. Genton. Ng. Journal of Applied Probability 6 (2). S. S. Wiley. 2nd ed. Z. 211–226. Tukey. 445–457. 416–424.T. 1995. Elliptically Contoured Models in Statistics. Birnbaum. G. Balakrishnan. 368–385.. 1993.H. 2008. N. 1060727. W..W. Acknowledgments The authors thank a referee and the Associate Editor for constructive comments. Wang. Continuous Univariate Distributions. Erratum to: A new family slash-distributions with elliptical contours [Statist. 209–220. Lett. Addison-Wesley.. 1990. Journal of Statistical Planning and Inference 136. Statistics and Probability Letters 77. J. studies at the Pontificia Universidad Católica de Chile.G.A. J.. V. Probab. O... A real data set analysis illustrates the usefulness of the model developed in terms of model fitting. J. Saunders.. Olivares-Pacheco thanks the Comisión Nacional de Ciencia y Tecnología .. London-New York. New York. 1982. The research of H. Kotz. J.K. A. 328–347. Quintana. Kafadar. Simons. Venegas.F. Statistics and Probability Letters 78. Torres. Estimation for a family of life distributions with applications to fatigue. A new family of life distributions based on the contoured elliptically distributions. 2007. Boston... Johnson. Kelker. Journal of Statistical Planning and Inference 128 (2). Gómez.. Bolfarine was partially supported by CNPq-Brasil. Tukey.. Journal of Applied Probability 6 (2). N...A. / Statistics and Probability Letters 79 (2009) 331–338 greater kurtosis then the ordinary Birnbaum–Saunders. S.. 1981.K.. Huang. S.338 H.W. Rogers. H. The work of H.D. 06/06 221144 and FONDECYT (Chile). F. Data Analysis and Regression.. Gómez et al. 419–430.CONICYT for partially supporting his Ph. Kluwer Academics Publishers. Gómez was supported in part by DIUDA (Chile). 1969b. . 1970. Z. S. Statistics Neerlandica 26..W. Journal of Multivariate Analysis 11. F. Gupta. Journal of the American Statistical Association 77. K. K.L.K.. References Birnbaum. 77 (2007) 717–725]. 1969a. S. Saunders.. Sankhya A 32.. Cambanis. A biweight approach to the one-sample problem.

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