A New One Parameter Distribution Properties and Estimation With Applications To Complete and Type II Censored Data
A New One Parameter Distribution Properties and Estimation With Applications To Complete and Type II Censored Data
R. Alshenawy
To cite this article: R. Alshenawy (2020) A new one parameter distribution: properties and
estimation with applications to complete and type II censored data, Journal of Taibah University for
Science, 14:1, 11-18, DOI: 10.1080/16583655.2019.1698276
a Faculty of Science, Department of Mathematics and Statistics, King Feisal University, Al-Ahsaa, Saudi Arabia; b Faculty of Commerce,
Department of Applied Statistics and Insurance, Mansoura University, Mansoura, Egypt
CONTACT R. Alshenawy [email protected] Faculty of Science, Department of Mathematics and Statistics, King Feisal University, O. Box 400,
Al-Ahsaa 31982, Saudi Arabia; Faculty of Commerce, Department of Applied Statistics and Insurance, Mansoura University, Mansoura 35516, Egypt
© 2020 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted
use, distribution, and reproduction in any medium, provided the original work is properly cited.
12 R. ALSHENAWY
∞
where (ϑ) = 0 e−x x ϑ−1 dx and
dk (1 + r) β 2β
vr(k) = exp 1 − exp + |x=x0 ,
dx k β x x
ϑ = m − k − s + 1 and x0 ∈]0, 0.1[,
∞
k
Figure 1. The CDF of A distribution for different values of β. (−x0 )m w(k) k −ξ
μr = Cm β (ξ ), / {0} ∪ Z − ,
ξ∈
k!
k=0 m=0
∞ (8)
where (ξ ) = 0 e−x x ξ −1 dx and
dk 1 β 2β
w(k) = exp 1 − exp + |x=x0 ,
dx k β x x
ξ = m − k − r + 1, x0 ∈ ]0, 0.1[.
Furthermore, we can derive the mode of the A distri- 4.1. Reliability and reversed (hazard) rate
bution by solving the following equation with respect functions
to x If X ∼ A(β), then the reliability function of X is given by
β
exp − 2x − β = 0, (5) 1 β
x RX (x; β) = 1 − exp 1 − exp , x, β > 0.
β x
d
where dx fX (x; β) = 0. In the general case, it is not pos- (9)
sible to get an explicit solution to Equation (5). It has to The hazard rate (HR) function of X is
be obtained numerically.
exp( βx )
hX (x; β) = , x > 0. (10)
3.2. Probability-weighted moments and moments x 2 exp( β1 (exp( βx ) − 1))
∞
k (k)
(−x0 )m vr k −ϑ
fX (x;β)
where rX (x; β) = 1−R . From Equation (11), it is
ρs,r = Cm β (ϑ), / {0} ∪ Z − ,
ϑ∈ X (x;β)
k! immediate that the shape of the RHR function is
k=0 m=0
(7) decreasing.
JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE 13
follow
Figure 3. The HR function of the A distribution for different where RT (t; β) = 1 − exp( β1 (1 − exp( βt ))) and
values of β.
dl 1 β
t=t0
u(k) =
dk δ
1 − exp
β
+
2δβ
where FT (t; β) = exp( β1 (1 − exp( βt ))). The Mw (t) can
exp
,
dx k β x x
be used to get the CDF of the A model as follows
x=x0
τ = 2δ − k + m − 1, x0 ∈ ]0, 0.1[. ∞
1 − Mw (t)
FX (x; β) = exp − r(t) dt , r(t) = ,
Equation (12) can be obtained by using Taylor and bino- x Mw (t)
(19)
mial expansions. The δ−entropy, say Hδ (X), is given
where Mw (t) is differentiable.
as
1
Hδ (X) = log {1 − [(1 − δ) Iδ (X)]} . (13) 4.5. Stochastic orderings
δ−1
Shaked and Shanthikumar [31] state that for the random
4.3. Stress-strength reliability variable X and Y
If X ∼ A(β1 ) represents the stress which is applied to
if X ≤lr Y then X ≤hr Y =⇒ X ≤mrl Y =⇒ X ≤st Y,
an item or a component and Y ∼ A(β2 ) represents the
(20)
strength to sustain the stress, then the probability that
where lr :likelihood ratio order, hr :hazard rate order,
the system is strong enough to overcome the stress is
mrl :mean residual life order and st :stochastic order.
given by
∞ Assume X ∼ A(β1 )and Y ∼ A(β2 ), if β1 < β2 then
β1 X ≤lr Y, hence X ≤hr Y =⇒ X ≤mrl Y =⇒ X ≤st Y for
R= RY (x; β2 ) dFX (x; β1 ) = , (14)
0 β1 + β2 x ∈ (0, 1)where
4.4. Mean residual and mean inactive lifetimes 4.6. Reliability to parallel and series systems
The mean residual lifetime (MRL) of T−t given that the Assume parallel and series systems with independent n
component has survived to time t, say Mr (t) is given as components, each component has A model, then the
14 R. ALSHENAWY
k
The log-likelihood function is given by 1 1 β
− exp . (28)
n β xi xi
1
n n
1 β i=1
LL = β − exp −1 −2 ln (xi ) .
x β xi The solution has to be obtained numerically.
i=1 i i=1 i=1
(24)
By differentiating Equation (24) with respect to β, and
6. Simulation
equating it to zero, we get
n In this section, we estimate the relative absolute bias
n
1 1 β β β
− exp − exp + 1 = 0. (RAB), variance (Var), mean square error (MSE) and rel-
x (β)2 xi xi xi ative mean square error (RMSE) for the parameter β
i=1 i i=1
(25) using simulations under complete and Type II-censored
It is not possible to get an explicit solution to samples. The population parameter is generated using
Equation (25). So, the solution has to be obtained software “Mathcad 15” package programme. The sam-
numerically. pling distributions are obtained for different sample
sizes n = [20, 50, 100, 400] from N = 1000 replications
5.2. Maximum likelihood estimation based on for different values of the parameter β.
type II right-censored data
6.1. Simulation study based on complete data
In reliability, medical, and engineering research, cen-
soring is a case in which the value of data is only par- Table 1 lists an assessment of the MLE properties for the
tially known. There are many applications ranging from parameter βin terms of bias, RAB, Var, MSE and RMSE.
accelerated life testing through to earthquakes, floods, We note that the bias and MSE are reduced as the
rainfall, sea currents, and wind speeds, see Kotz and sample size is increased.
Nadarajah [32]. One of the most common censored data
sets, the Type II right-censored data. If we have a set
6.2. Simulation study based on type II
number of items and stop the experiment when a fixed
right-censored data
number is observed to have failed, the residual items are
then right-censored. Many distributions were studied Table 2 reports an assessment of the MLE properties
based on Type II right-censored data sets; see Balakr- for the parameter βin terms of bias, RAB, Var, MSE and
ishnan and Aggarwala [33], Castro-Kuriss [34] and Eliwa RMSE. The sampling distributions are obtained for dif-
and El-Morshedy [28] . The likelihood function l∗ is ferent sample sizes n = [20, 50, 100, 400], and k = np,
JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE 15
Table 1. The MLE, Bias, RAB, Var, MSE, and RMSE based on Table 3. The strength of glass of the aircraft window data.
complete data.
18.83 20.8 21.657 23.03 23.23 24.05 24.321 25.5 25.52 25.8 26.69
∧ 26.77 26.78 27.05 27.67 29.9 31.11 33.2 33.73 33.76 33.89 34.76
n β β Bias RAB Var MSE RMSE 35.75 35.91 36.98 37.08 37.09 39.58 44.045 45.29 45.381
20 0.125 0.232604 0107604 0.86084 0.06523 0.07681 0.61449
0.6 0.70478 0.10478 0.17463 0.09402 0.10500 0.17500
1.0 1.10622 0.10622 0.10622 0.12228 0.13357 0.13357
50 0.125 0.16879 0.04379 0.35035 0.01668 0.01859 0.14875
Table 4. The CDF, MLE, −LL, K-S and p-values for data set I.
0.6 0.64149 0.04149 0.06916 0.03167 0.03339 0.05567 Model CDF MLE −LL K-S p-value
1.0 1.04807 0.04807 0.04807 0.04045 0.04276 0.04276
E 1 − exp(−βx) 0.032 137.27 0.459 4.340 × 10−6
100 0.125 0.14117 0.01617 0.12939 0.007474 0.00774 0.06189
0.6 0.61738 0.01738 0.02896 0.014876 0.01518 0.02529 IE exp(−β/x) 29.215 137.26 0.475 1.682 × 10−6
1.0 1.02365 0.02365 0.02365 0.01979 0.02036 0.03036 L 1− 1+β+βx
exp(−βx) 0.063 126.99 0.365 5.173 × 10−4
1+β
400 0.125 0.13039 0.00539 0.04314 0.001699 0.00173 0.01383
0.6 0.60728 0.007282 0.01214 0.003197 0.00325 0.00542 R 1 − exp(−βx 2 ) 9.997 × 10−4 118.22 0.319 3.657 × 10−3
1.0 1.00613 0.00613 0.00613 0.00465 0.00469 0.00469
IR exp(−β/x 2 ) 810.503 118.20 0.325 2.864 × 10−3
A exp( β1 (1 − exp( βx ))) 125.662 107.95 0.162 0.393
Table 2. The MLE, Bias, RAB, Var, MSE, and RMSE based on
censored data.
∧
n p β β Bias RAB Var MSE RMSE Table 5. The AIC, CAIC, BIC, and HQIC values
20 0.3 0.25 0.0691 −0.0558 0.4466 0.0365 0.9996 0.3174 for data set I.
0.6 0.3975 −0.2024 0.3374 0.0660 0.1070 0.1784
Model AIC CAIC BIC HQIC
1 0.7368 −0.2631 0.2631 0.1114 0.1806 0.1806
0.5 0.25 0.1131 −0.0118 0.0947 0.0459 0.0460 0.3684 E 276.54 276.67 277.97 277.00
0.6 0.5432 −0.0567 0.0946 0.0763 0.0795 0.1326 IE 276.52 276.66 277.95 276.99
1 0.9354 −0.0645 0.0645 0.1455 0.1497 0.1497 L 255.99 256.13 257.42 256.46
0.8 0.25 0.2167 0.0917 0.7343 0.0625 0.0709 0.5679 R 238.44 238.58 239.91 238.91
0.6 0.7037 0.1037 0.1728 0.1072 0.1179 0.1966 IR 238.40 238.54 239.84 238.87
1 1.0860 0.0860 0.0860 0.1358 0.1432 0.1432 A 217.90 218.04 219.33 218.39
50 0.3 0.25 0.0182 −0.9817 0.9817 0.0099 0.9737 0.9737
0.6 0.3314 −0.2685 0.4475 0.0205 0.0926 0.1543
1 0.6618 −0.3381 0.3381 0.0359 0.1502 0.1502
0.5 0.25 0.0722 −0.0527 0.4217 0.0141 0.0169 0.1352 (IR), and Lindley (L) distributions. These models have
0.6 0.4802 −0.1197 0.1995 0.0231 0.0374 0.0624
1 0.8501 −0.1498 0.1498 0.0349 0.0573 0.0573 only one parameter in the standard case. In order
0.8 0.25 0.1477 0.0227 0.1822 0.0161 0.0167 0.1336 to do this comparison, some criteria are used like
0.6 0.6165 0.0165 0.0276 0.0315 0.0318 0.0531
1 1.0209 0.0209 0.0209 0.0441 0.0446 0.0446
−LL, Kolmogorov-Smirnov (K-S) distance test statistic
(see, Kolmogorov [35] and Smirnov [36]), Akaike infor-
100 0.3 0.25 0.0070 −0.1179 0.9438 0.0029 0.0168 0.1346
0.6 0.3108 −0.2891 0.4818 0.0085 0.0921 0.1535 mation criterion (AIC) and corrected AIC (CAIC) (see,
1 0.6308 −0.3691 0.3691 0.0153 0.1516 0.1516 Hurvich and Tsai [37]), Bayesian information criterion
0.5 0.25 0.0479 −0.0770 0.6166 0.0077 0.0136 0.1094
0.6 0.4579 −0.1420 0.2368 0.0112 0.0313 0.0523 (BIC) (see, Zhao [38]), and Hannan-Quinn information
1 0.8203 −0.1796 0.1796 0.0187 0.0510 0.0510 criterion (HQIC) (see, Hannan and Quinn [39]).
0.8 0.25 0.1354 0.0104 0.0837 0.0079 0.0080 0.0641
0.6 0.5970 −0.0029 0.0049 0.0138 0.0138 0.0231
Data set I: The data set in Table 3 gives the strength
1 0.9887 −0.0112 0.0112 0.0192 0.0193 0.0193 of a glass of the aircraft window (see Fuller et al. [40]).
400 0.3 0.25 0.0015 −0.1235 0.9880 0.0001 0.0152 0.1222 Table 4 lists the MLE, −LL, K-S and p-values for data
0.6 0.2932 −0.3067 0.5112 0.0020 0.0961 0.1603 set I.
1 0.6100 −0.3899 0.3899 0.0032 0.1552 0.1552
0.5 0.25 0.0390 −0.0859 0.6872 0.0015 0.0089 0.0712 Table 5 reports goodness-of-fit measures for data
0.6 0.4478 −0.1521 0.2535 0.0025 0.0256 0.0427 set I.
1 0.8030 −0.1969 0.1969 0.0042 0.0430 0.0430
0.8 0.25 0.1172 −0.0077 0.0623 0.0017 0.0018 0.0146
From Tables 4 and 5, we can conclude that the A dis-
0.6 0.5802 −0.0197 0.0329 0.0031 0.0035 0.0059 tribution is the best distribution among all the tested
1 0.9686 −0.0313 0.0313 0.0046 0.0056 0.0056 distributions, because it has the smallest value of −LL,
K-S, AIC, CAIC, BIC, and HQIC. For the A distribution, the
approximate 95% two-sided confidence interval (CI) for
where 0 < p < 1 for different values of the parameter β.
the parameter β is [77.124, 135.415]. Figures 4 and 5
We note that the bias is reduced as the sample size is
show estimated reliability function, and HR function for
increased.
data set I, respectively.
Figure 6 shows the profile of log-likelihood function
7. Data analysis to parameter β for data set I.
It is explained that the likelihood equation has a
7.1. Data analysis based on complete data
unique solution.
In this section, the proposed model is compared with Dataset II: The data set in Table 6 provided by
some competitive models such as exponential (E), Balakrishnan and Aggarwala [33] in a city located in
inverse exponential (IE), Rayleigh (R), inverse Rayleigh the south part of Chile. This data is regarding with
16 R. ALSHENAWY
Table 7. The MLE, −LL, K-S and p-values for data set II.
Model MLE −LL K-S p-value
E 0.04 564.13 0.533 9 × 10−10
IE 23.99 564.89 0.454 1 × 10−10
L 0.077 520.82 0.455 9 × 10−10
R 0.00154 481.02 0.425 9 × 10−10
IR 556.30 479.12 0.322 6 × 10−10
A 107.354 404.28 0.129 0.022
Table 8. The AIC, CAIC, BIC, and HQIC values for data set II.
Model AIC CAIC BIC HQIC
E 1132.26 1132.29 1135.16 1133.44
Figure 4. The empirical and estimated reliability functions of IE, IE 1131.77 1131.80 1134.67 1132.95
L 1043.65 1043.68 1046.54 1044.82
R, IR, L, E, and A distributions for data set I. R 964.04 964.07 966.94 965.22
IR 960.23 960.26 963.13 961.41
A 810.55 810.58 813.45 811.73
Figure 6. The profile of the log-likelihood functions of β for Figure 8. The empirical and HR functions of IE, R, IR, L, E, and A
data set I. distributions for data set II.
Funding
The authors acknowledge the Deanship of Scientific Research
at King Faisal University for their support under grant No.
180132.
ORCID
R. Alshenawy http://orcid.org/0000-0002-6570-4733
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