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Abstract In this work, we generalize the Birnbaum–Saunders distribution using the generalized t distribution alternatively to the normal distribution. The newly defined family is positively skewed and contains distributions with different kurtosis and skewness. We study its properties and special cases and demonstrate its use on some real data sets considering the maximum-likelihood estimation procedure. Keywords: generalized t (GT) distributionBirnbaum–Saunders distributiongeneralized Birnbaum–Saunders distributionpositively skewed distributionkurtosis AMS 2000 Subject Classifications : 60E0562H10 Acknowledgements I thank Professor Héctor W. Gómez for providing the nickel concentration data set. I also thank the editor and the anonymous referee for their helpful suggestions. Additional informationNotes on contributorsAli İ. Genç Current affiliation: Department of Statistics, Cukurova University, 01330 Adana, Turkey.
Alі İ. Genç (Tue,) studied this question.
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