Hashemi, FarzaneNaderi, MehrdadJamalizadeh, Ahad2020-06-052020-06-052019Hashemi, F., Naderi, M. & Jamalizadeh, A. 2019,'Normal mean-variance Lindley Birnbaum-Saunders distribution', Statistics and Its Interface, vol. 12, no.4, pp. 585-597.1938-7997 (online)1938-7989 (print)10.4310/SII.2019.v12.n4.a8http://hdl.handle.net/2263/74876The 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.en© 2019 by International Press of Boston, Inc. All rights reserved.Birnbaum-Saunders distributionECM-algorithmLindley distributionNormal meanvariance mixture distributionArticle