Random Number Generation from the EVBS Distribution

Generates random variates from the Extreme-Value Birnbaum-Saunders (EVBS) distribution by transforming Generalized Extreme Value (GEV) variates.

Usage

revbs(n, alpha, beta, gama)

Arguments

n: Sample size (number of variates to generate).
alpha: Shape parameter \(\alpha > 0\).
beta: Scale parameter \(\beta > 0\).
gama: Tail-shape parameter \(\gamma\) (real).

Value

A numeric vector of n EVBS variates. Returns NA if n is NA.

Details

If \(Z \sim \mathrm{GEV}(0, 1, \gamma)\), then \(T = \beta\{1 + \alpha^2 Z^2/2 + \alpha Z \sqrt{1 + \alpha^2 Z^2/4}\}\) follows the EVBS distribution. GEV variates are drawn via rgev from the SpatialExtremes package.

References

Ferreira, M., Gomes, M. I., and Leiva, V. (2012). On an extreme value version of the Birnbaum-Saunders distribution. REVSTAT, 10, 181–210.

Examples

set.seed(2023)
x <- revbs(100, alpha = 0.5, beta = 1, gama = 0.2)
summary(x)
#>    Min. 1st Qu.  Median    Mean 3rd Qu.    Max. 
#>  0.5755  0.9404  1.3232  1.9947  1.9640 13.6259