a b s t r a c tUnivariate Birnbaum-Saunders distribution has been used quite effectively to model positively skewed data, especially lifetime data and crack growth data. In this paper, we introduce bivariate Birnbaum-Saunders distribution which is an absolutely continuous distribution whose marginals are univariate Birnbaum-Saunders distributions. Different properties of this bivariate Birnbaum-Saunders distribution are then discussed. This new family has five unknown parameters and it is shown that the maximum likelihood estimators can be obtained by solving two non-linear equations. We also propose simple modified moment estimators for the unknown parameters which are explicit and can therefore be used effectively as an initial guess for the computation of the maximum likelihood estimators. We then present the asymptotic distributions of the maximum likelihood estimators and use them to construct confidence intervals for the parameters. We also discuss likelihood ratio tests for some hypotheses of interest. Monte Carlo simulations are then carried out to examine the performance of the proposed estimators. Finally, a numerical data analysis is performed in order to illustrate all the methods of inference discussed here.
a b s t r a c tWe consider here the distributions of order statistics and linear combinations of order statistics from an elliptical distribution. We show that these distributions can be expressed as mixtures of unified skew-elliptical distributions, and then use these mixture representations to derive their moment generating functions and moments, when they exist.
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