On a new class of skewed Birnbaum-Saunders models

Scale mixtures of Birnbaum–Saunders (SBS) distributions are attractive models in lifetime analysis. These models are based on scale mixture of normal (SMN) distributions and provide flexible heavy-tailed distributions. In this article, we propose a skewed version of SBS distributions and we establish some of its probabilistic and inferential properties. We then discuss the maximum likelihood estimation of the model parameters. An illustration …