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.

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

F Ruggeri;
2013

Abstract

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.
2013
Istituto di Matematica Applicata e Tecnologie Informatiche - IMATI -
Central limit theorem
Convergence in distribution
Poisson process
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.14243/222957
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