An extension of the generalized Birnbaum–Saunders distribution

Abstract

In this paper we present an extension of the generalized Birnbaum–Saunders distribution family introduced in [Díaz-García, J.A., Leiva-Sánchez, V., 2005. A new family of life distributions based on the contoured elliptically distributions. Journal of Statistical Planning and Inference 128 (2), 445–457] with a view to make it even more flexible in terms of its kurtosis coefficient. Properties involving moments and asymmetry and kurtosis indexes are studied for some special members of this family such as the slash Birnbaum–Saunders and slash- t Birnbaum–Saunders. Simulation studies for some particular cases and a real data analysis are also reported, illustrating the usefulness of the extension considered.