Abstract
Birnbaum-Saunders (BS) distribution is a model with positive domain thatis used in many fields including reliability and environmental studies. Thisarticle introduces a generalized version of the BS distribution which arisesfrom the shape mixture of skew normal distribution. A feasible EM typealgorithm is developed to obtain maximum likelihood (ML) estimates of pa-rameters of the new model. The asymptotic standard errors of ML estimatesare obtained via the information-based approximation. The robustness andapplication of the proposed methodology is illustrated through simulationstudies and air pollution analysis.
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