A generalized Birnbaum-Saunders distribution with application to the air pollution data.

Birnbaum-Saunders (BS) distribution is a model with positive domain that is used in many fields including reliability and environmental studies. This article introduces a generalized version of the BS distribution which arises from the shape mixture of skew-normal distribution. A feasible EM type algorithm is developed to obtain maximum likelihood (ML) estimates of pa-rameters of the new model. The asymptotic standard errors of ML estimates are obtained via the information-based approximation. The robustness and application of the proposed methodology are illustrated through simulation studies and air pollution analysis. [ABSTRACT FROM AUTHOR]