  The univariate Birnbaum-Saunders distribution has been used quite effectively
to model times to failure for materials subject to fatigue and for modeling
lifetime data. In this article, we define a skewed version of the
Birnbaum-Saunders distribution in the multivariate setting and derive several
of its properties. The proposed skewed multivariate model is an absolutely
continuous distribution whose marginals are univariate Birnbaum-Saunders
distributions. Estimation of the parameters by maximum likelihood is discussed
and the Fisher's information matrix is determined. A skewed bivariate version
for the generalized Birnbaum-Saunders distribution is also introduced. We
provide an application to real data which illustrates the usefulness of the
proposed multivariate model.
