Extended Modified Generalized Exponential Distribution: Properties and Applications
Extended Modified Generalized Exponential Distribution: Properties and Applications
Abstract: This study presents the Extended Modified Generalized Exponential (EMGE) distribution,
a novel four-parameter model designed to improve flexibility in modeling diverse hazard rate functions,
including bathtub-shaped curves. The EMGE model is formulated by introducing an extra shape
parameter into the Modified Generalized Exponential (MGE) model, improving its capacity to
represent different failure rate patterns over time. We investigate the suggested distribution's hazard,
survival, probability density, and reversed hazard functions, among other statistical characteristics.
The EMGE model's parameters are estimated using three distinct techniques: Cramer-Von-Mises
Estimation (CVME), Least Squares Estimation (LSE), and Maximum Likelihood Estimation (MLE),
ensuring accurate and reliable parameter estimation. The performance of the model is tested on real-
world data from COVID-19 patient mortality rates, showing a strong fit to the data. Comparative
analysis with other established distributions, such as the Odd Lomax Exponential (OLE) and Modified
Weibull (MW), highlights the superiority of the EMGE model in terms of fit and information criteria
values. Our results demonstrate the potential of the EMGE distribution for improved modeling in
reliability analysis and survival data.
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assessment, and quality control. For instance, in biological sciences, they are used to model organism
lifespans or the time until disease onset, while in engineering, they help predict the reliability of
components under different operating conditions. Achieving a better fit to real-world data reduces errors
and provides more reliable insights for informed decision-making. Researchers often validate the
models through simulation studies and real-world data applications, ensuring their theoretical soundness
and computational efficiency. These advancements significantly contribute to addressing complex
challenges in reliability analysis and advancing statistical methodologies.
Generalized Exponential Distribution (GED) proposed by Gupta & Kundu [9], introduces an additional
parameter to the baseline model, enhancing its ability to represent real-world data. This added parameter
improves flexibility, enabling the GED to handle varying hazard rates, rather than the constant hazard
rate assumed by the standard exponential distribution. Chaudhary & Kumar [5] Half Cauchy modified
Exponential distribution modifying exponential model. Although effective for increasing or decreasing
hazard rate functions depending on the shape parameter, the GED cannot model complex patterns like
unimodal or bathtub-shaped hazard functions, leading to further advancements in probability modeling.
Barreto-Souza et al. [2] developed a new statistical model referred to as the beta generalized exponential
distribution. Mahmoudi & Jafari [12] recommended Generalized exponential–power series
distributions, capable of representing hazard rate functions that are increasing, decreasing, or bathtub-
shaped.
The diversity of these models is further enhanced by the Exponentiated Weibull Inverted Exponential
Model by Chaudhary et al. [7], and the Half Logistic Exponential Extension Model by Chaudhary &
Kumar, [4] as well as the Inverse Exponentiated Odd Lomax Exponential Distribution by Chaudhary et
al. [6].
These extended modifications of the exponential distribution have been developed to enhance flexibility
in modeling various types of data, particularly in reliability analysis, survival studies, and other
statistical applications. Each modification introduces additional parameters or structural changes to
better capture different hazard rate behaviors, including increasing, decreasing, bathtub-shaped, and
unimodal patterns.
Hazard rate functions (HRFs) in lifetime models often exhibit a bathtub-shaped curve, a trait commonly
observed in numerous real-world data sets. To address diverse patterns in survival and reliability
analysis, various adaptations of the Weibull distribution have been developed to improve its flexibility
and applicability. In literature, we find modifications of the original Weibull distribution to better
capture complex behaviors in data.
The following is an expression for the two-parameter Weibull distribution:
F ( y, , ) exp[(, y)] (1)
The earlier mentioned model does not possess a failure rate function (HRF) with a bathtub shape. To
overcome this drawback, it has been adapted into various versions that demonstrate a bathtub-shaped
hazard rate. One such modification involves utilizing the exponentiated Weibull distribution, as
proposed by Mudholkar & Srivastava [14].
Moreover, Lai et al. [10] demonstrate how adding certain constraints to the beta-integrated distribution
facilitates the design of novel lifespan distributions. These constraints further enable the derivation of
the following novel lifespan distributions.
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Nepal Journal of Mathematical Sciences (NJMS), Vol. 5, No. 2 , 2024 (August): 27-38
Probability model introduced in this study, addresses the limitations of existing models by incorporating
an additional shape parameter. This modification enhances flexibility in modeling diverse hazard rate
functions, including bathtub-shaped curves. Unlike previous distributions such as the Weibull
Extension and Modified Weibull, the EMGE model provides a better fit for real-world reliability and
survival data, as demonstrated in our comparative analysis and empirical application to COVID-19
mortality rates
Study also introduces a novel probability distribution characterized by its cumulative distribution
function (CDF) and probability density function (PDF), derived through a unique mathematical
framework. The proposed model extends traditional distributions by introducing an innovative
exponentiation mechanism that allows for greater flexibility in modeling skewed and heavy-tailed data.
This work builds upon existing probability models, particularly the Generalized Exponential and
Modified Weibull distributions, by introducing a new shape parameter. The EMGE distribution unifies
and extends existing distributions, making it applicable to a broader range of real-world datasets,
including those with non-monotonic failure rates.
2. Extended Modified Generalized Exponential (EMGE)Distribution
The Extended Modified Generalized Exponential Distribution is created by adding an additional shape
parameter to the Modified Generalized Exponential Distribution's cumulative distribution function (or
CDF), as created by Telee & Kumar [19] in equation (4). The proposed Extended Modified Generalized
Exponential (EMGE) model is characterized by its distribution and density functions, which are defined
as follows:
e x
F ( x; , , , ) 1 1 exp ; x, , , , 0 (5)
x
1
e x e x e x
f ( x; , , , )
x
x 1 exp
x
1 exp
x
; x, , , , 0 (6)
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A.K.Chaudhary & L.B. Sah Telee / Extended Modified Generalized Exponential Distribution: Properties ….
1 1
e x e x e x
1 1 exp e
x
RHR( x)
x
x 1 exp
x
1 exp
x
x
(9)
e x
CHF ( x) log[ S ( x)] log 1 exp (10)
x
1 x ln[1 (1 u )1/ ]
Q u ln (11)
Moors [13] states that the following formula may be used to define the kurtosis coefficient
based on octiles:
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Nepal Journal of Mathematical Sciences (NJMS), Vol. 5, No. 2 , 2024 (August): 27-38
Figure 1 displays the hazard rate function (HRF) and probability density function (PDF) of the
suggested model at constant lambda = 3 & theta = 0.5. The PDF demonstrates a unimodal
distribution with positive skewness, indicating that most values cluster near the center. In
contrast, the HRF has an inverted bathtub shape and an increasing pattern, suggesting a variety
of risk patterns over time.
Figure 1: Density function (left) and hazard function (right) for lambda = 3 & theta = 0.5
3. Estimation Methods
MLE, LSE, and CVM methods are three well-known techniques used to estimate the
parameters of the suggested EMGE model.
Maximum Likelihood Estimation (MLE)
A common statistical technique for estimating distribution parameters is Maximum Likelihood
Estimation (MLE), which maximizes the likelihood function. In the case of the EMGE model,
the likelihood function is formulated using its PDF, and the parameters are estimated by
maximizing this function with respect to the unknown parameters.
Log likelihood function for EMGE is given as
e xi n n e
xi 1 e xi 1
l n log( )
n
i 1
log
x i 1
log xi 1
i 1
1 log 1 exp
n
i 1 x
(14)
i xi 1 i 1
Partial derivatives can be obtained by differentiating equation (14) and solving derivatives,
parameters can be estimated. Solution of these nonlinear equations are quite rigorous
analytically, so the likelihood function is maximized using the Newton-Raphson algorithm,
which aids in the development of the observed information matrix. Consequently, the variance-
covariance matrix obtained is given by equation (15)
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A.K.Chaudhary & L.B. Sah Telee / Extended Modified Generalized Exponential Distribution: Properties ….
“
ˆ Z / 2 V11 (ˆ ) , ˆ Z / 2 V22 ( ˆ ) , ˆ Z / 2 V33 (ˆ ) and ˆ Z / 2 V44 (ˆ)
”
(16)
In this context, Z /2 refers to the upper critical value of the standard normal distribution.
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Nepal Journal of Mathematical Sciences (NJMS), Vol. 5, No. 2 , 2024 (August): 27-38
The boxplot and TTT plot for the examined dataset are shown in Figure 2. A boxplot with a positive
skew shows that the data is not distributed normally. Likewise, the concave shape of the TTT curve
signifies an increasing failure rate.
Figure2: Boxplot (Left panel) and TTT plot (Right panel) of the data
The dataset's descriptive statistics, shown in Table 1, show that it is positively skewed and
deviates from normalcy.
Table 1: The data's descriptive statistics
0.2082
“ 0.66 1.06 1.165 1.52 0.65 0.973 3.67 3.2996 ”
The MLE, LSE, and CVME methods are used to estimate the model's parameters using the R
software's optim() function (R Core Team[16]).The calculated parameters and the associated
standard errors (SE) are shown in Table 2.
Table 2: Estimated Parameters using MLE, LSE and CVME along with respective S.E.
Furthermore, for each of the three estimating methods, the Log-Likelihood values and several
information criteria, including BIC, AIC, CAIC, and HQIC, were computed in table 3.
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Table 3: The BIC, HQIC, AIC, CAIC, and log likelihood (LL)
Model LL AIC BIC CAIC HQIC
MLE -90.70515 189.4103 200.0641 189.8063 193.7283
The goodness-of-fit test results are summarized in Table 4, which provides the statistics for
Anderson-Darling (A²), Cramér-von Mises (W), and Kolmogorov-Smirnov (KS), along with
their respective p-values for different estimation approaches. Additionally, Table 4 compares
the performance of various estimation techniques by evaluating how well they fit the observed
data.
Table 4: Statistics for KS, W, and A2 together with associated p-values
“ ”
Methods KS(p-value)
“ W(p-value) A2(p-value) ”
Plots of PDF and CDF are frequently used to evaluate how well a given model fits data.
Additionally, generating Q-Q and P-P plots provides deeper insights into the model's
performance. The P-P plot highlights areas where the model may not fit well, while the Q-Q
plot emphasizes the alignment in the tails of the distribution. Figure 3 demonstrates the EMGE
model's strong fit to the data. The EMGE model's goodness of fit is assessed in a thorough
manner by integrating Q-Q and P-P plots with PDF and CDF plots.
Figure 3: The EMGE model's P-P (left) and Q-Q (right) graphs.
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Nepal Journal of Mathematical Sciences (NJMS), Vol. 5, No. 2 , 2024 (August): 27-38
The empirical cumulative distribution function (ECDF), density plot, and histogram are
compared with the fitted CDF in Figure 4.
Figure 4: Ecdf against fitted cdf (right) and histogram versus pdf plot (left).
For model comparison, five previously published probability models were evaluated. Telee and Kumar
[18] created the Lindley Generalized Inverted Exponential (LGIE) model, Lai et al. [11] developed the
Modified Weibull (MW) model, Chaudhary and Kumar [3] developed the Logistic Inverse Exponential
(LIE) distribution, Tang et al. [17] described the Weibull Extension (WE) model, and Ogunsanya et al.
[15] introduced the Odd Lomax Exponential (OLE) distribution.
Table 5 provides the estimated parameter values and their corresponding standard errors for the
proposed model in comparison with other models. These estimates are essential for evaluating and
benchmarking the performance of the models. Furthermore, Table 6 showcases important statistical
metrics, shedding light on the precision and reliability of these parameter estimates. Assessing the
robustness and effectiveness of the proposed model in capturing the underlying relationships in the data
in comparison to other models is made easy by this comprehensive analysis.
Table 5: “Values of estimated parameters for EMGE & their SE, along with competing models”
Model Alpha Beta Theta Lambda”
EMGE 7.1293 0.2361 0.5491 3.0860
OLE 0.1479 0.0119 - 0.1059
LGIE 7.7120 - 0.6487 1.4727
WE 20.2560 1.9589 - 10.3291
MW 0.5718 1.8937 - 0.0225
LIE 2.0429 - - 0.6717
The effectiveness of the proposed model is assessed using various criteria, including the Bayesian
Information Criterion (BIC), Hannan-Quinn Information Criterion (HQIC), Corrected Akaike
Information Criterion (CAIC), and Akaike Information Criterion (AIC).A summary of the results
obtained is provided in Table 6.
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Table 6: The HQIC, AIC, CAIC, BIC, and log likelihood (LL)
Model LL AIC BIC CAIC HQIC
EMGE -90.71 189.41 200.06 189.81 193.73
“OLE -92.49 190.98 198.97 191.21 194.22
LGIE -93.152 192.30 200.29 192.54 195.54
WE -93.79 193.58 201.57 193.81 196.82
MW -93.86 193.71 201.70 193.95 196.95
LIE -96.39 196.78 202.10 196.89 198.94”
Simulation Study
Here, we have performed simulation analysis for the EMGE model. It helped in understanding its
estimation properties, evaluating the performance of statistical methods, and determining its
applicability to different types of data. It provides a foundation for making informed decisions about
the model's effectiveness and its potential improvements for practical use in various domains. Below is
a table summarizing the bias and mean squared error (MSE) for different combinations of sample size
(n) and number of simulations (k) at α = 1.2, β = 1.0, λ = 2.0 and θ = 1.2:
Table 7: Bias and MSE for α = 1.2, β = 1.0, λ = 2.0 and θ = 1.2.
Sample Size (n) Simulations (k) Bias MSE
50 500 0.0012 0.0044
50 1000 0.0061 0.0042
50 1500 0.0082 0.0042
100 500 0.0050 0.0023
100 1000 0.0071 0.0022
100 1500 0.0066 0.0023
150 500 0.0039 0.0014
150 1000 0.0052 0.0015
150 1500 0.0047 0.0015
200 500 0.0045 0.0011
200 1000 0.0064 0.0012
200 1500 0.0048 0.0011
250 500 0.0064 0.0009
250 1000 0.0064 0.0009
250 1500 0.0059 0.0009
300 500 0.0057 0.0007
300 1000 0.0072 0.0008
300 1500 0.0048 0.0008
350 500 0.0071 0.0007
350 1000 0.0066 0.0007
350 1500 0.0065 0.0007
400 500 0.0061 0.0006
400 1000 0.0061 0.0006
400 1500 0.0060 0.0006
The simulation study demonstrates that larger sample sizes (n) lead to more reliable and precise
estimates, as reflected in the decreasing bias and MS. MSE consistently decreases with increasing n and
k reinforcing the understanding that larger sample sizes and a higher number of simulations lead to
better estimations of the true parameter values.
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Nepal Journal of Mathematical Sciences (NJMS), Vol. 5, No. 2 , 2024 (August): 27-38
5. Conclusion
This research proposes the Extended Modified Generalized Exponential (EMGE) distribution as a
valuable framework for reliability assessment and survival analysis. The EMGE model incorporates
intricate patterns in hazard rates, such as those with bathtub-shaped curves, by adding a shape parameter
to the Modified Generalized Exponential distribution. The comparative analysis with alternative models
confirms the EMGE’s superior performance in terms of fit and statistical criteria.
The derived CDF and PDF exhibit improved adaptability in representing diverse datasets, which is
crucial for applications in reliability analysis, survival modeling, or econometrics. The mathematical
derivation is rigorously validated, ensuring consistency with fundamental probability properties. Also,
the model provides a better fit compared to existing distributions, as demonstrated through empirical or
simulation-based comparisons. Furthermore, this model's ability to handle diverse failure rate functions
makes it a valuable addition to the toolkit for reliability analysis, offering more accurate insights into
system behavior and improving decision-making processes in various fields. Future work can explore
further applications of the EMGE distribution in different domains, as well as potential extensions to
address even more complex data patterns. Also, proposed distribution introduces additional parameters
and a unique exponentiation mechanism, which provides more flexibility compared to traditional
distributions.
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