On a Birnbaum–Saunders distribution arising from a non-homogeneous Poisson process

The Birnbaum–Saunders distribution is based on the asymptotic normality of a sum of random variables. We propose a new version of this distribution assuming that the number of terms of such a sum depends on a non-homogeneous Poisson process. The classical Birnbaum–Saunders distribution is obtained when a homogeneous Poisson process is considered.

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Year of publication:	2013
Authors:	Fierro, Raúl ; Leiva, Víctor ; Ruggeri, Fabrizio ; Sanhueza, Antonio
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 4, p. 1233-1239
Publisher:	Elsevier
Subject:	Central limit theorem \| Convergence in distribution \| Poisson process

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011039867