An R implementation for generalized Birnbaum-Saunders distributions

  • Authors:
  • Michelli Barros;Gilberto A. Paula;Víctor Leiva

  • Affiliations:
  • Unidade Acadêmica de Matemática e Estatística, Universidade Federal de Campina Grande, Paraiba, Brazil;Departamento de Estatística, Universidade de São Paulo, São Paulo, Brazil;Departamento de Estadística, CIMFAV, Universidad de Valparaíso, Valparaíso, Chile

  • Venue:
  • Computational Statistics & Data Analysis
  • Year:
  • 2009

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Abstract

The Birnbaum-Saunders (BS) model is a positively skewed statistical distribution that has received great attention in recent decades. A generalized version of this model was derived based on symmetrical distributions in the real line named the generalized BS (GBS) distribution. The R package named gbs was developed to analyze data from GBS models. This package contains probabilistic and reliability indicators and random number generators from GBS distributions. Parameter estimates for censored and uncensored data can also be obtained by means of likelihood methods from the gbs package. Goodness-of-fit and diagnostic methods were also implemented in this package in order to check the suitability of the GBS models. In this article, the capabilities and features of the gbs package are illustrated by using simulated and real data sets. Shape and reliability analyses for GBS models are presented. A simulation study for evaluating the quality and sensitivity of the estimation method developed in the package is provided and discussed.