The Kumaraswamy Birnbaum-Saunders Distribution

Motivated by the recent work of Cordeiro and Castro (2011), we study the Kumaraswamy Birnbaum-Saunders (Kw-ℬS$${\mathcal B}{\mathcal S}$$) distribution. This distribution provides an enormous flexibility in modeling heavy-tailed and skewed data. We derive some mathematical properties of the Kw-ℬS$${\mathcal B}{\mathcal S}$$ including moments, quantile function, average lifetime function, mean residual lifetime function, and order statistics. In addition, we discuss maximum likelihood estimation of the model parameters.