The Kumaraswamy Birnbaum–Saunders Distribution

Abstract

Motivated by the recent work of Cordeiro and Castro (2011), we study the Kumaraswamy Birnbaum–Saunders (Kw-) distribution. This distribution provides an enormous flexibility in modeling heavy-tailed and skewed data. We derive some mathematical properties of the Kw- 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.

Keywords:

• 33C90
• 62E99

Keywords:

• Birnbaum–Saunders distribution
• Distribution theory
• Kumaraswamy Birnbaum–Saunders distribution

Acknowledgments

Helton Saulo and Marcelo Bourguignon thank CAPES for the financial support.