Journal of Statistical Theory and Applications

Volume 19, Issue 1, March 2020, Pages 49 - 58

Finite Mixture Modeling via Skew-Laplace Birnbaum–Saunders Distribution

Authors
Mehrdad Naderi1, *, Mahdieh Mozafari2, Kheirolah Okhli3
1Department of Statistics, Faculty of Natural and Agricultural Sciences, University of Pretoria, Pretoria, South Africa
2Department of Statistics, Faculty of Mathematics and Computing, Higher Education Complex of Bam, Bam, Iran
3Department of Statistics, Ferdowsi University of Mashhad, Mashhad, Iran
*Corresponding author. Email: m.naderi@up.ac.za
Corresponding Author
Mehrdad Naderi
Received 16 September 2017, Accepted 19 October 2018, Available Online 5 March 2020.
DOI
10.2991/jsta.d.200224.008How to use a DOI?
Keywords
Birnbaum–Saunders distribution; Normal mean-variance mixture model; Skew-Laplace distribution; Finite mixture model; ECM algorithm
Abstract

Finite mixture model is a widely acknowledged model-based clustering method for analyzing data. In this paper, a new finite mixture model via an extension of Birnbaum–Saunders distribution is introduced. The new mixture model provide a useful generalization of the heavy-tailed lifetime model since the mixing components cover both skewness and kurtosis. Some properties and characteristics of the model are derived and an expectation and maximization (EM)-type algorithm is developed to compute maximum likelihood estimates. The asymptotic standard errors of the parameter estimates are obtained via offering an information-based approach. Finally, the performance of the methodology is illustrated by considering both simulated and real datasets.

Copyright
© 2020 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
19 - 1
Pages
49 - 58
Publication Date
2020/03/05
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.d.200224.008How to use a DOI?
Copyright
© 2020 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Mehrdad Naderi
AU  - Mahdieh Mozafari
AU  - Kheirolah Okhli
PY  - 2020
DA  - 2020/03/05
TI  - Finite Mixture Modeling via Skew-Laplace Birnbaum–Saunders Distribution
JO  - Journal of Statistical Theory and Applications
SP  - 49
EP  - 58
VL  - 19
IS  - 1
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.200224.008
DO  - 10.2991/jsta.d.200224.008
ID  - Naderi2020
ER  -