Abstract:
The generalization of Birnbaum-Saunders (BS) distribution has recently received considerable attention to provide
accurate inferential results in dealing with survival data, reliability problems, fatigue life studies and hydrological data.
This paper introduces a new extension of the BS distribution based on the normal mean-variance mixture of Lindley distribution. Since the proposed lifetime distribution can
take positive and negative skewness and can have decreasing, increasing, upside-down bathtub, increasing-decreasingincreasing and decreasing-increasing-decreasing hazard rate
functions, it may provide more flexible model than the existing extensions of BS distribution. Some properties of the
new distribution are derived and the computationally analytical EM-type algorithm is developed for computing maximum likelihood estimates. Finally, the performance of the
proposed methodology is illustrated through analyzing two
real data sets.
