Statistics and Probability Letters 79 (2009) 331338

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Statistics and Probability Letters
journal homepage: www.elsevier.com/locate/stapro
An extension of the generalized BirnbaumSaunders distribution
Hctor W. Gmez
a,b
, Juan F. Olivares-Pacheco
a,
, Heleno Bolfarine
c
a
Departamento de Matemtica, Facultad de Ingeniera, Universidad de Atacama, Avenida Copayapu 485, Copiap, Chile
b
Departamento de Estadstica, Facultad de Ciencias Fsicas y Matemticas, Universidad de Concepcin, Concepcin, Chile
c
Departamento de Estatstica, IME, Universidad de So Paulo, So Paulo, Brazil
a r t i c l e i n f o
Article history:
Received 2 July 2007
Received in revised form 25 August 2008
Accepted 31 August 2008
Available online 5 September 2008
a b s t r a c t
In this paper we present an extension of the generalized BirnbaumSaunders distribution
family introduced in [Daz-Garca, J.A., Leiva-Snchez, V., 2005. A new family of life
distributions based on the contoured elliptically distributions. Journal of Statistical
Planning and Inference 128 (2), 445457] 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 BirnbaumSaunders and slash-t BirnbaumSaunders. Simulation studies for some
particular cases and a real data analysis are also reported, illustrating the usefulness of
the extension considered.
2008 Elsevier B.V. All rights reserved.
1. Introduction
The elliptical family of distributions has been studied, among others, in Kelker (1970) and Cambanis et al. (1981), and
later recompiled in texts such as Fang et al. (1990) and Gupta and Varga (1993).
In the univariate case, the elliptical distributions correspond to the location-scale symmetric distributions. Specifically,
a random variable X is distributed according to an elliptical distribution with location parameter and scale parameter ,
if the probability density function (pdf) of X is of the form
1

g
_
_
x

_
2
_
, (1)
for some nonnegative function g(u), u 0, such that
_

0
u

1
2
g(u) du = 1. (2)
The function g() is typically known as the density generator function and we use the notation X El(, ; g) to
represent the fact that X is distributed according to the distribution El(, ; g). We note that the standardized version
Z =
X

El(0, 1; g) is known as the spherical (symmetric) distribution, so that it follows that X El(, ; g) if and only
if
f
X
(x) =
c

g
_
_
x

_
2
_
, (3)

Corresponding author. Tel.: +56 52 206879; fax: +56 52 206674.

E-mail addresses: hgomez@udec.cl (H.W. Gmez), jolivares@mat.uda.cl, jfolivar@mat.puc.cl (J.F. Olivares-Pacheco), hbolfar@ime.usp.br (H. Bolfarine).
0167-7152/$ see front matter 2008 Elsevier B.V. All rights reserved.
doi:10.1016/j.spl.2008.08.014
332 H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338
where c is a normalizing constant making f
X
(x) a density function. One important feature of the elliptical family is that the
density shape is the same as that for the normal distribution.
On the other hand, the BirnbaumSaunders (BS) distribution (see Birnbaumand Saunders (1969b)) with two parameters
was introduced in 1969 towards modeling the fatigue lifetime of an specimen submitted to cyclical stress and tension.
Motivated by vibration problems in new commercial airplanes and fatigue material problems, related to the fatigue to
exceed a critical value (or to grow to a critical level), Birnbaum and Saunders (1969b) introduced a new probabilistic model
for modeling the lifetime of certain structures under dynamic load. The model derivation is based on certain restrictions not
always satisfied in experimental conditions. A random variable Y with BirnbaumSaunders distribution with parameters
and , we denote by writing Y BS(, ). The relation with the normal distribution is stressed by the representation
Y =
_

2
V +
_
_

2
V
_
2
+1
_
2
, (4)
where V N(0, 1), > 0, > 0. It can be shown that the probability density function (pdf) of Y is given by
f
Y
(y|, ) =
y
3/2
(y +)
2
1/2
(t), (5)
witht =
1

_
y/

/y
_
, y > 0, > 0 and > 0, where () is the density functionof the standard N(0, 1) distribution
(see Johnson et al. (1995)).
On the other hand, the canonical slash distribution is the ratio of two independent random variables, namely a standard
normal and a uniform(0, 1) distribution. It can be shown that its probability density function is given by
p (x) =
_

_
(0) (x)
x
2
, if x = 0,
1
2
(0), if x = 0,
(6)
with () as above. This distribution presents heavier tails than the normal distribution, and as a consequence, it is a
distribution with greater kurtosis. Some properties of this family are discussed in Rogers and Tukey (1972) and in Mosteller
and Tukey (1977). Maximum likelihood estimators for the location and scale parameters are discussed in Kafadar
(1982). Wang and Genton (2006) propose a skew multivariate version for the standard slash distribution. A stochastic
representation for the standard slash distribution is given by
S =
Z
U
1
q
, (7)
where Z N(0, 1), U U(0, 1), Z is independent of U and q > 0. If q = 1 then the canonical slash distribution follows
and if q then the standard normal distribution follows. For instance, the standard (zero mean and variance q/(q 2),
q > 2) density function for the general case is readily found to be given by
f (x) = q
_
1
0
u
q
(xu) du. (8)
Daz-Garca andLeiva-Snchez (2005) extendthis family of distributions by considering V inexpression(4) as the random
variable V El(0, 1; g). This yields a more general family of BS distributions. Gmez et al. (2007) use the univariate
and multivariate elliptical family of distributions to produce a general version of the slash-elliptical family, univariate
and multivariate, respectively. That is, they extend the slash family of distributions represented in (7) by considering
that Z El(0, 1; g), the family of elliptical distributions. In this way, they produce a general family of slash-elliptical
distributions, for which we denote the standard version with generator function g() by S SEl(0, 1, q; g).
The main object of this paper is to study the distribution of the random variable Y in (4), considering that the random
variable V is distributed as the slash-elliptical distribution, namely V SEl (0, 1, q; g). This allows obtaining a distribution
family able to yield more robust inference concerning certain modeling aspects than the generalized BirnbaumSaunders
family of distributions. As indicated by computing skewness and kurtosis coefficients of some members of this family,
we are able to demonstrate that the family is much more flexible than the BS family in such aspects. Moreover, a real
application shows that there is room to improve the BS family. We call the new distribution, the slash BirnbaumSaunders
(SBS) distribution, generalizing both previously presented BirnbaumSaunders distributions.
The paper is organized as follows. In Section 2, the density of the new family of distributions is derived. Some of its basic
properties such as moments, asymmetry and kurtosis coefficients are also investigated. In Section 3, we study in some detail
the case of the slash BirnbaumSaunders distribution. Results of simulation studies are reported and a real data set analysis
is presented. Finally, Section 4 is dedicated to the main conclusions.
H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338 333
2. The generalized slash BirnbaumSaunders family of distributions
In this section we define the stochastic representation for the family studied and investigate some of its basic properties.
The stochastic representation we consider is such that
W =
_

2
X +
_
_

2
X
_
2
+1
_
2
, (9)
where X SEl(0, 1, q; g), > 0, > 0, q > 0 and W is distributed according to the generalized slash BirnbaumSaunders
(GBS) distributionwithparameters , and q. We denote the distributionin(9) by using the notationW GSBS(, , q; g).
2.1. The density function
We present in the following the pdf for the generalized slash BirnbaumSaunders distribution, generated using the slash-
elliptical family, introduced by Gmez et al. (2007), with stochastic representation in (9).
Proposition 1. Let W GSBS(, , q; g). Then, the pdf of W is given by
f
W
(w|) =
_

_
w
3/2
(w +)q
4
1/2
| x |
q+1
_
x
2
0
u
q1
2
g(u) du, if w = ,
w
3/2
(w +)q
2
1/2
(q +1)
g(0), if w = ,
(10)
where = (, , q), x =
1

_
w/

/w
_
, w > 0, > 0 and > 0. In the special case of q = 1, density (10) reduces to
f
W
(w|, , q = 1) =
_

_
w
3/2
(w +)
4
1/2
x
2
G(x
2
), if w = ,
w
3/2
(w +)
4
1/2
g(0), if w = ,
(11)
where G(x) =
_
x
0
g(u) du.
Proof. Letting X SEl(0, 1, q; g) and using results in Gmez et al. (2007) it follows that
f
X
(x|0, 1, q) =
_

_
q
2 | x |
q+1
_
x
2
0
u
q1
2
g(u) du, if x = 0,
q
1 +q
g(0), if x = 0,
(12)
where w is given by (9) and x =
1

_
w/

/w
_
, so that we have the Jacobian

dx
dw

=
w
3/2
(w +)
2
1/2
,
from where we obtain
f
W
(w|) =

dx
dw

f
X
(x|0, 1, q)
=
_

_
w
3/2
(w +)q
4
1/2
|x|
q+1
_
x
2
0
u
q1
2
g(u) du, if w = ,
w
3/2
(w +)q
2
1/2
(q +1)
g(0), if w = ,
with x =
1

_
w/

/w
_
and = (, , q).
Table 1 depicts some typical situations for the generator function g() jointly with the corresponding function G() from
which (10) can be easily derived.
334 H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338
Table 1
Functions g() and G() for some special cases
Type g(t) G(t)
Normal (2)
1/2
exp
_

t
2
_
2/
_
1 exp
_

t
2
__
Student-t
((1+)/2)
(/2)

_
1 +
t

1+
2
2((1+)/2)

(/2)(1)

_
1
_
1 +
t

_ 1
2
_
2.2. Basic properties
Proposition 2. Let W GSBS(, , q; g), with > 0, > 0 and q > 0, then
(i) aW GSBS(, a, q; g) for a > 0.
(ii) W
1
GSBS(,
1
, q; g).
Proof. Result (i) and (ii) are immediate from Proposition 1, jointly with a well known results related to variable
transformation.
2.3. Distribution moments
In the following some properties of the moments of the generalized slash BirnbaumSaunders (GSBS) distribution are
investigated. We start with the r-th moment for the GSBS distribution.
Proposition 3. Let W GSBS(, , q; g). Hence, for r = 1, 2, . . . we obtain
E[W
r
] =
r
q
r

y=0
_
2r
2y
_
y

s=0
_
y
s
_ _

2
_
2(r+sy)
a
r+sy
q 2(r +s y)
, (13)
with a
n/2
=
_

x
n
g(x
2
) dx, for n = 1, 2, . . ..
Proof. Notice that
E
_
W
r

r
_
= E
_
_
_

2
X +
_
_

2
X
_
2
+1
_
2r
_
_
.
Using the binomial expansion Theorem, we have
E
_
W
r

r
_
=
2r

k=0
_
2r
k
_
E
_
_
_

2
X
_
2
+1
_
k/2 _

2
X
_
2rk
_
.
Furthermore, notice that if s is odd, then E([((/2)X)
2
+1]
t
[(/2)X]
s
) = 0. Hence,
E
_
W
r

r
_
=
r

y=0
_
2r
2y
_
E
__
_

2
X
_
2
+1
_
y _

2
X
_
2(ry)
_
,
and a binomial expansion of expression ()
y
, leads to
E
_
W
r

r
_
=
r

y=0
_
2r
2y
_
y

s=0
_
y
s
_ _

2
_
2(r+sy)
E
_
X
2(r+sy)
_
,
where X SEl(0, 1, q; g), so that,
E[X
n
] =
_
_
_
_
q
q n
_
a
n/2
, if n even,
0, if n odd,
with q > n (see Gmez and Venegas (2008)).
Corollary 4. If W GSBS (, , q; g), then
E [W] = +

2
q
2(q 2)
a
1
, q > 2 (14)
V [W] =

4

2
q
2(q 4)
a
2
+

2

2
q
(q 2)
a
1

2
q
2
4(q 2)
2
a
2
1
, q > 4. (15)
H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338 335
Table 2
Coefficients a
1
and a
2
Type a
1
a
2
Normal 1 3
Student-t

2
, > 2
3
2
(4)(2)
, > 4
Fig. 1. Plots for the slash BirnbaumSaunders density. BirnbaumSaunders with = 0.5 and = 0.8 (solid line), the slash BirnbaumSaunders with
= 0.5, = 0.8 and q = 2 (dotted line) and slash BirnbaumSaunders for = 0.5, = 0.8 and q = 7 (dashed line).
To provide further insight on distribution moments, Table 2 presents values for a
1
and a
2
, corresponding to the generating
functions shown in Table 1.
3. The slash BirnbaumSaunders distribution
In this section, we consider the special case where the function g() is of the normal type (see Table 1). Moreover,
illustrations are presented using the method of moments as initial values for the maximum likelihood estimators.
Corollary 5. In the particular case where g() is of the normal type, from Table 1, we say that W is distributed according to the
slash BirnbaumSaunders distribution, denoted by W SBS(, , q) and its density function is given by
f
W
(w|) =
_

_
w
3/2
(w +)q
4(2)
1/2
|x|
q+1
_
x
2
0
u
q1
2
exp
_

u
2
_
du, if w = ,
w
3/2
(w +)q
2(2)
1/2
(q +1)
, if w = ,
(16)
where = (, , q), x =
1

_
w/

/w
_
, w > 0, > 0, > 0 and q > 0. When q = 1 (the canonical density), we have
f
W
(w|) =
_

_
w
3/2
(w +)
_
1 e
x
2
2
_
2(2)
1/2
x
2
, if w = ,
w
3/2
(w +)
4(2)
1/2
, if w = .
(17)
Fig. 1 shows the density (16), for different values of q, contrasting it with the density of the BirnbaumSaunders
distribution in (5).
Corollary 6. If W SBS(, , q), then

1
=

2
q
2(q 2)
+, q > 2,
336 H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338
(a) Asymmetry coefficient. (b) Kurtosis coefficient.
Fig. 2. Asymmetry and kurtosis coefficients of the SBS and BS (solid line), for different values of q (q = 10 dashed line, q = 20 dotted line, and q = 30
dot-dashed line).
Table 3
Empirical means and standard deviations for different values of , and q
q n = 100 n = 200
(SD)

(SD) q(SD) (SD)

(SD) q(SD)
0.3 0.8 1.0 0.309(0.054) 0.786(0.097) 1.072(0.161) 0.349(0.091) 0.799(0.051) 1.141(0.159)
0.4 0.8 1.0 0.401(0.098) 0.807(0.113) 1.093(0.152) 0.474(0.133) 0.801(0.087) 1.130(0.166)
0.3 0.8 2.0 0.282(0.067) 0.777(0.165) 1.953(0.252) 0.283(0.072) 0.764(0.178) 2.006(0.251)
0.3 0.8 3.0 0.269(0.095) 0.729(0.246) 2.964(0.274) 0.269(0.087) 0.733(0.023) 2.984(0.289)
0.3 1.2 1.0 0.324(0.079) 1.191(0.097) 1.075(0.164) 0.345(0.083) 1.218(0.079) 1.116(0.138)
0.3 1.4 1.0 0.322(0.069) 1.413(0.114) 1.094(0.143) 0.352(0.089) 1.427(0.082) 1.138(0.145)

2
=
3
4

2
q
2(q 4)
+
2
2

2
q
q 2
+
2
, q > 4,

3
=
15
6

3
q
2(q 6)
+
9
4

3
q
q 4
+
9
2

3
q
2(q 2)
+
3
, q > 6,

4
=
105
8

4
q
2(q 8)
+
60
6

4
q
q 6
+
30
4

4
q
q 4
+
8
2

4
q
q 2
+
4
, q > 8
where
i
= E[W
i
],

1
= (
3
3
1

2
+2
3
1
)/(
2

2
1
)
3/2
and
2
= (
4
4
1

3
+6
2
1
3
4
1
)/(
2

2
1
)
2
, correspond
to the asymmetry and kurtosis coefficients, respectively.
Fig. 2 shows the behavior of the asymmetry and kurtosis for the SBS and BS distributions, for different values of q.
They were computed using results in Corollary 6. Moreover, results in Corollary 6 can also be used for moment estimators
calculation (with q > 6). We can see that for increasing value of q, the asymmetry and kurtosis coefficients tend to the
corresponding coefficients of the BS distribution.
3.1. Simulation study
In this section, results of several simulation studies related to the parameters , and q are presented. The main object
is to study the behavior of the maximum likelihood estimators for those parameters.
The studies are conducted by generating 1000 simulated samples of the slash BirnbaumSaunders for different values
of the model parameters. Use is made of the function optim from software R. After computing the maximum likelihood
estimators for each parameter, for each generated sample, the mean value and (empirical) standard deviations for the
1000 estimators of each parameter are computed. It can be seen from Table 3 that the estimates are quite stable and, more
important, are close to the true values for the sample sizes considered.
H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338 337
Table 4
Statistical summary for the lifetime of 101 aluminum pieces
n W S
2

1

2
101 1400.911 15295.100 0.142 2.819
Table 5
Maximum likelihood estimators for the lifetimes of aluminum pieces under the ordinary BS model and under the SBS model
Parameter estimates BS(SD) SBS(SD)
0.3102(0.0218) 0.2234(0.0293)

1336.4262(40.7521) 1415.4581(42.6677)
q 4.0668(1.5867)
Log-likelihood 751.3492 749.1508
Fig. 3. Histogram for the lifetimes of the 101 aluminum pieces. Lines represent adjusted distributions using maximum likelihood estimators: BS( ,

)
(dashed line), SBS( ,

, q) (solid line).
3.2. Illustration
We nowpreset results of a real data set analysis using a data set previously analyzed in Birnbaumand Saunders (1969a,b),
related to the lifetimes in cycles 10
3
of aluminum 6061 T6 pieces cut in parallel angle with the rotation direction,
oscillating at the rate of 18 cycles per second at maximum pressure 21000 psi, with a total sample size of 101 units. The
results are summarized in Table 4.
The parameters estimators were computed by numerically maximizing the likelihood function that follows from the
density (16), using the function optim, available with the statistical software R.
The initial values that were used to ensure convergence were, BS: = 0.3 and = 1336.3, and SBS: = 0.3,
= 1336.3 and q = 1, as for and , these values were estimated by Birnbaum and Saunders (1969a) and q for the
canonical expression of SBS density. Using the results obtained in Table 5, we consider next testing the null hypothesis of
a null BirnbaumSaunders distribution against a slash BirnbaumSaunders distribution using the likelihood ratio statistics
based on
=
L
BS
( ,

)
L
SBS
( ,

, q)
.
Replacing the estimated values in the ratio above, we obtain 2 log() = 2(751.3492 + 749.1508) = 4.3968, which
upon comparing with the 95% critical value for the chi-square distribution, namely
2
1
= 3.84, leads to rejecting the null
hypothesis, which clearly indicates the better fit for the SBS model over the BS model (Fig. 3 shows models fitting that results
by using such estimates).
4. Conclusions
The newfamily introduced, denoted generalized slash BirnbaumSaunders (GSBS) distribution, presents greater kurtosis
coefficients than the previously considered BirnbaumSaunders (BS) distributions, so that it can be used in fitting data with
338 H.W. Gmez et al. / Statistics and Probability Letters 79 (2009) 331338
greater kurtosis then the ordinary BirnbaumSaunders. A simulation study is conducted showing that the SBS model can
yield much better fit than the generalized BS model. Moreover, it can also be depicted from the simulation studies that the
maximumlikelihood estimators present a quite nice behavior in terms of empirical bias and mean squared error. A real data
set analysis illustrates the usefulness of the model developed in terms of model fitting. It also illustrates the fact that there
is still room for improving the BS model.
Acknowledgments
The authors thank a referee and the Associate Editor for constructive comments. The research of H.W. Gmez was
supported in part by DIUDA (Chile), 06/06 221144 and FONDECYT (Chile), 1060727. J.F. Olivares-Pacheco thanks the
Comisin Nacional de Ciencia y Tecnologa - CONICYT for partially supporting his Ph.D. studies at the Pontificia Universidad
Catlica de Chile. The work of H. Bolfarine was partially supported by CNPq-Brasil.
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