Proportional Hazard Birnbaum-Saunders Distribution With Application to the Survival Data Analysis

Abstract

Birnbaum & Saunders (1969b) used a probability distribution to explain the lifetime data and stress produced in materials. Based on this distribution, we propose a generalization of the Birnbaum-Saunders distribution, referred to as the proportional hazard Birnbaum-Saunders distribution, which includes a new parameter that provides more flexibility in terms of skewness and kurtosis than existing models. We derive the main properties of the model. We discuss maximum likelihood estimation of the model parameters. As a natural step, we define the log-linear proportional hazard Birnbaum-Saunders regression model. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model. The results showed that the proportional hazard Birnbaum-Saunders model can be used quite effectively in analyzing survival data, reliability problems and

fatigue life studies.