Научная статья на тему 'THE INVERSE BURR LOG-LOGISTIC DISTRIBUTION: PROPERTIES, APPLICATIONS AND DIFFERENT METHODS OF ESTIMATION'

THE INVERSE BURR LOG-LOGISTIC DISTRIBUTION: PROPERTIES, APPLICATIONS AND DIFFERENT METHODS OF ESTIMATION Текст научной статьи по специальности «Науки о Земле и смежные экологические науки»

CC BY
74
36
i Надоели баннеры? Вы всегда можете отключить рекламу.
Ключевые слова
Bur distribution / log-logistic distribution / parameter estimation / quantile

Аннотация научной статьи по наукам о Земле и смежным экологическим наукам, автор научной работы — Festus C. Opone, Kadir Karakaya, Francis E.U. Osagiede

Lifetime distributions have played a significant role in lifetime data analysis. Despite the numerous distributions in literature, there have been several motivations for developing new ones. In this paper, a new lifetime distribution is proposed. Some important functions of the new distribution, such as probability density, cumulative distribution, survival, hazard, and quantile are derived in closed form. Some distributional properties such as moments, moment generating function, linear representation, probability weighted moments, etc. are obtained. Some estimators such as the least square estimator (LSE), the weighted least square estimator (WLSE), the Anderson-Darling estimator (ADE) and the Cramer-von Mises estimator (CvME) are investigated for three unknown parameters. The efficiency of the estimators is checked via Monte Carlo simulation based on the bias and mean square error criteria. The usability of the new distribution is investigated with two real data sets and empirical results obtained reveal that the new distribution offers a promising fit for the data sets under study.

i Надоели баннеры? Вы всегда можете отключить рекламу.
iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.
i Надоели баннеры? Вы всегда можете отключить рекламу.

Текст научной работы на тему «THE INVERSE BURR LOG-LOGISTIC DISTRIBUTION: PROPERTIES, APPLICATIONS AND DIFFERENT METHODS OF ESTIMATION»

THE INVERSE BURR LOG-LOGISTIC DISTRIBUTION: PROPERTIES, APPLICATIONS AND DIFFERENT METHODS OF ESTIMATION

Festus C. Opone1 Kadir Karakaya2 Francis E.U. Osagiede3 1 Department of Statistics, Delta State University of Science and Technology, Ozoro, Nigeria.

2 Department of Statistics, Selcuk University, Konya, Turkey.

3 Department of Mathematics, University of Benin, Benin City, Nigeria.

[email protected] [email protected] [email protected]

Abstract

Lifetime distributions have played a significant role in lifetime data analysis. Despite the numerous distributions in literature, there have been several motivations for developing new ones. In this paper, a new lifetime distribution is proposed. Some important functions of the new distribution, such as probability density, cumulative distribution, survival, hazard, and quantile are derived in closed form. Some distributional properties such as moments, moment generating function, linear representation, probability weighted moments, etc. are obtained. Some estimators such as the least square estimator (LSE), the weighted least square estimator (WLSE), the Anderson-Darling estimator (ADE) and the Cramer-von Mises estimator (CvME) are investigated for three unknown parameters. The efficiency of the estimators is checked via Monte Carlo simulation based on the bias and mean square error criteria. The usability of the new distribution is investigated with two real data sets and empirical results obtained reveal that the new distribution offers a promising fit for the data sets under study.

Keywords: Bur distribution, log-logistic distribution, parameter estimation, quantile

1. INTRODUCTION

Statistical distributions have played a significant role in lifetime data analysis. Despite the numerous distributions in literature, there have been several motivations for developing new ones. In all, the central goal has remained to develop a more flexible and tractable distribution in fitting real-world problems. In the last decades, researchers have introduced different methodologies for generating new statistical distributions which are hoped to provide a better fit than the existing distributions in lifetime data analysis. Some of these methods are the Beta-G family by [7], Marshall-Olkin extended family by [11], Transmuted-G family by [14], Kumaraswamy-G family by [5], Transformer (T-X) family by [2], Weibull-G family by [4], Odd Burr-G family by [1], Type II Topp-Leone generated family by [6], etc.

Festus Opone, Kadir Karakaya, Francis Osagiede RT&A, No 1 (72) THE INVERSE BURR LOG-LOGISTIC DISTRIBUTION_Volume 18, March 2023

Recently, [13] introduced the Inverse Burr-G family of distributions using the idea of [15]. By

considering the inverse Burr as the generator, they defined the cumulative distribution function of

the inverse Burr-G family of distribution as

Jo V ' (1) = [l + {-log[l-G(xX)]\a T, x > 0, a,b> 0,

where a and b are the shape parameters and G(x, X) is the baseline distribution which depends on a parameter vector X .

The corresponding density function associated with (1) is given by

f(xX) = abg(xX)[l-G(x,X)]-1 {-log[l-G(x,X)]}-(a+l)[l + {-log[l-G(xX)]}-a IT- (2)

In this paper, we employed the technique defined in (1) and consider in particular, the case where the baseline distribution G(x, X) follows the log-logistic distribution.

The cumulative distribution function (cdf) and probability density function (pdf) of the log-logistic distribution with shape parameter l > 0 are respectively defined as

and

G(x) = 1 - (l + xA)~\ (3)

g(x) = Ax1-1 (l + x1)-2, x > 0, 1 > 0. (4)

Inserting (3) and (4) into (1) and (2), we define the cdf and pdf of a new statistical distribution as

F(x) = ll + {log(l + x1)}- r x > 0, a,1, b> 0, (5)

and

f(x) = ablx1-1 (l + x1)- {log(l + iMl + M + lY i(b+l)

(x) = a p 1x [1 + x^ [\og{1 + x")y [1 + [\og{1 + x")} J . (6)

Suppose a random variable X has the density function in (6), then we say that X follows the Inverse Burr Log-Logistic ("IBLL" for short) distribution with shape parameters a, b and l. The motivation of this paper is to develop a tractable distribution that spans all the various forms of the hazard rate properties and provides a consistently better fit than most available statistical distribution in the literature.

The rest sections of the paper are structured as follows. In Section 2, we discuss in detail, some basic mathematical properties of the proposed distribution. Section 3 presents some methods of estimation of the unknown parameters of the proposed distribution. The asymptotic behavior of unknown parameters through a Monte Carlo simulation study are investigated in Section 4. In Section 5, we illustrate the applicability of the proposed distribution in lifetime data analysis two data sets and compared its fit alongside with fit attain by some existing non-nested distributions. Finally, in Section 6, we gave a concluding remark.

2. MATHEMATICAL PROPERTIES OF THE IBLL DISTRIBUTION

In this Section, some of the mathematical properties of the IBLL distribution are discussed. These include survival, hazard, quantile functions, the linear representation of the distribution, moments, moment generating function, probability weighted moment, Renyi entropy and distribution of order statistics.

2.1 Survival, Hazard and Quantile Functions

The survival, hazard and quantile functions of the IBLL distribution are respectively derived from (5) and (6) as follows.

S(x) = l - [l + {log(l + x1)}-a Y,

h(x) =

and

Qx (p ) =

aßg(x,X)[l - G(x, X)]-1 {- log

1 -

1 -G(x,X)]}-(a+1)[l + {-log[l-G(x,X)]}-a ]-

(ß+i)

1 + {log(l + x1)}- f

expI p /p -11 - 1

0 < p < 1.

(7)

(8)

(9)

The quantile function in (9) is derived by simply inverting the distribution function in (5). This is one of the most important properties of any distribution, as it allows for generating random numbers from the distribution for the simulation study. Substituting p = 0.5 in (9), we obtain the median of the IBLL distribution as

Qx (o.5) =

exp

((0.5)- if-

-1 " - 1

(10)

Some graphical presentations of the pdf and hazard function of the IBLL distribution are displayed in Figures 1 and 2 respectively.

о - 15 .0 ß - 1.0 Л - 1.0

a - 6 .0 ß - 3 .0 !. - 4 .0

a - 3 .0 ß = 1.0 ;. - 5.0

a . 4.0 p - 3.0 /. - 2.0

--a = 0.2 £-1.0 Л -3.0

------------a - 0.1 ß -3.0 Л - 1.0

--------a -8.0 ß = 0.2 ,t-3.0

"" a - 5.0 ß -0.3 Л - 2.0

Л

0.5 1.0

0.0

0.5

1.0

1.5

2.0

Figure 1: Density Plots of the IBLL Distribution

Figure 2: Hazard Plots of the IBLL Distribution

ß

Figure 1 shows that the density plot of the IBLL distribution accommodates decreasing, left-skewed, right-skewed and symmetric shapes, while the plots displayed in Figure 2 indicates that the hazard function of the IBLL distribution exhibits a decreasing, increasing, upside down bathtub and decreasing-increasing-decreasing hazard properties.

2.2 Linear Representation

The linear representation of the density and distribution functions allow for easy derivation of some properties such as the moments, probability weighted moment, moment generating function, distribution of order statistics, etc. The following lemmas will guide us in the derivation of the linear representation of the density and distribution functions of the IBLL distribution.

Lemma 1:

For any positive real non-integer s > 0, consider the generalized binomial series expansion (see [12]).

' ^ + k - D k

(1 + X)- = I

k=0

(-1)

kxk.

Lemma 2:

For any real parameter^ > 0, the convergent series holds.

(- log[l - yjr =

y

a

-

(

m =0

m

y

i-y-

s + 2

m

0 < y < 1.

Applying the result on power series raised to a positive integer, with as = (s + 2) 1 that is,

£ a.y = £ bs,mys,

V s=0 0 s=0

so that,

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

(- log[l - , ]r = ££

fa-

v m

b ya

s,m ✓

where bs,m = (sa0 )-1 £ {m(J + 0 - s }ajbs-q,m and b0, m = < (see [8]).

J=0

Now, applying the above two lemmas in (5),

1 + (log[l + x^f = iC+kk -'] (-1)" (log[l + x'j)-»,

k =0

(iog[i+xir = ££

ak > i - (i+x1Y.

bs m

v m 0

m+s-ak

so that (5) now becomes,

¥ ¥ ¥

F (x) = Z Z Z

fb + k -i\f-ak

k =0 m =0 x =0

k

m

] (- O'Am [l - (l + *' Y

m+s-ak

¥

Z ym+s-akHm+s-ak (x)

k ,m,s=0

where,

m

m=0 s=0

m=0 s=0

y

m+s-ak

Z

k ,m,s=0

b + k -\Y-ak ^

, k Jl m 0

(- OX

and Hm+s-ak (x) = a is the distribution function of the log-logistic distribution with

m + s -ak as the power parameter.

Differentiating (11), we obtain its associated density function as

f W _ Z ym+s-akhm+s-ak+l (x).

(12)

k ,m,s=0

where hm+s_ak(x) = l(m + s -ak +1)X1 1 (l + x1^ 2 [l - (l + x1) 1 ] is the density function of the log-logistic distribution with m + s - ak + 1 as the power parameter.

Other useful properties such as the moments and moment generating function can be directly obtained from (12).

2.3 The Moments and Moment Generating Function

Let X be a continuous random variable following a known probability distribution with density function f (x), then the rth ordinary moment of X is defined as

E[xr ] = = f¥ xrf(x) dx.

Substituting (6) into (12), the rth ordinary moment of the IBLL distribution is obtained as

[1 CO

X J = Z Vm+s-ok+l Z/hm+a 1 (x)dx'

k ,m,s=0

co / \ r / \ X

= l Z ym+s-ak+1 (m + s -ak +1)£xr+1-1 (l + x1)-2 [l - (l + x1 )-1 J

\m+s-ak

dx,

k ,m,s=0

using lemma 1,

[l - (1 + x')-' ]

1 - (1 + xTl"'" = f\m + S 1 (- ')« (l + x1)',

q=0 V '

(13)

(14)

J

Substituting this expression into (14), we have ¥ ¥ [ m + s - ak ö

k,m,s=0 q=0 \ " 0

Ex]= A I If + I(-1)"(m + s-A + l)¥„^£x-'(l + S'Y^dx, (15)

Further simplification of (15) and invoking the beta function, yields ' m + s - ak

EX ^ , q

k,m,s,q=0 \ H 0

(- l)q {m + s -ak + \)Vm+s-ak +1 B

r r 1 + —, q +1--

(16)

When r = 1 in (16) we obtain the mean of X. The variance, skewness and kurtosis of X can be computed from (16), using the following mathematical relationships.

variance

(s) = a- (A )2,

Мз - 3M2Mi + 2 (м[ )3

skewness (Sk ) _

kurtosis ( Ks)

where ^, ¡i2, and ju4 are the first four ordinary moments of the IBLL distribution. The rth incomplete moment of X is obtained from (16) as

'm + s - ak ,

(m2 - (m1 )2

¿4 - 4 ¿3 А + 6м'з (A )2 - 3 (A )4 A - (a )2

jr (0 = Z I

k,m,s,q=0 *

q

(- l)q (m + s -ak + \)ym+s-ak+1 B

i r r 1 + —, q +1--

l X

where B(a, 0)= f" xa-1 (1 + xyib+a)dx and Bz (a, b)= fV-1 (1 + xy(b+a)dx are respectively

J0 »0

the beta function of the second kind and the incomplete beta function of the second kind.

The moment generating function of X is define using the Maclaurin series expansion of the exponential function as

(17)

¥ tn

Mx (t) = E[e'<] = £ПE[^.

n=0 n-

(18)

Inserting (16) into (18), we define the moment generating function of IBLL distribution as Cm + s-ak

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

¥ j

Mx (t)= Z -

k ,m,s,q,n =0

n!

V

q

(- l)q (m + s -ak +1)^

m+s-ak+1

B

nn

1 + —, q +1--

X X

(19)

Table 1 presents the numerical computation of the mean, variance, skewness and kurtosis of the IBLL distribution at varying values of the parameters.

Table 1: Moments of the IBLL Distribution at varying values of the Parameters

l a b M Sk K

0.5 6 6 3.2316 11.9924 0.4073 1.5944

8 2.7794 12.6009 0.6770 1.7675

8 6 4.3219 10.0142 -0.1784 1.7717

8 4.1435 11.8485 -0.0735 1.5029

1.0 6 6 3.3973 2.5320 1.1591 5.3969

8 3.6548 2.8901 0.8689 4.6926

8 6 2.9264 1.1707 2.0539 10.003

8 3.1257 1.3177 1.8620 8.8985

з

From Table 1, we observed that the IBLL distribution is positively skewed (S^ > 0), negatively skewed (S^ < 0) and approximately symmetric (S^ » 0). This result is consistent with the plots of the density function displayed in Figure 1. Also, at some selected values of the parameters, the IBLL distribution is both leptokurtic (Ks > 3) and platykurtic (Ks < 3). Figure 3 displays the plot of the skewness and kurtosis of IBLL distribution for l = 1.

Figure 3: The Skewness and Kurtosis for IBLL Distribution (a, f, l) 2.4 The Probability Weighted Moments

The probability weighted moments (PWMs) are generally used to construct the estimator of the parameters as well as the quantiles of a known statistical distribution whose cdf is invertible. For a random variable X, [9] defined the (q, ryh PWMs as

Pqr = E[xrF(x)q ] = £ xrf(x)F(x)qdx,

(20)

combining (5) and (6), we have

f(x) F (x)q = ablx1-1 (l + x'Y {log(l + x^ril + {log(l + x1)}" \ applying the lemmas in (21), we have

11 + (logll + X1

(biq+l}+l)

(21)

(log[l + x'])-]-(",*11*1'= ^4 0 (-1)' (log[l + x'])

k =0

ak

(log[l + x1])-'^^ ±±

m=0 s=0

1 - (l + x1)

m+s-a[k+l]-1

= z

p =o

f-a[k +1] +[ / .\_i lm+s-i L J b^m 1l - (l + X*) ]

m J L J

'm + S-a[k +1] -^ (-1) p (l + xi)- p .

P 0

Substituting these expressions into (21), we have

f(X)F(Xy = abltHib +1]+'J-4' +1]+T + '-a[k +1]-^ (-irPK,mXi-i (1 + (22)

m =0 i =0 k =0 p =0 V k 0V m /V P 0

By inserting (22) into (20) and further simplification, we obtain the PWMs of the IBLL distribution

as

¥ ¥ ¥ ¥

p„ = «ßYYYY

m =0 s =0 k =0 p =0

ß[q +1] + k Y-a[k +1] + 1Y m + s-a[k +1]-10

m

(- l)k+pb B

, r r 1 + —, p — l l

(23)

From (23), we remark that the PWMs of the inverse Burr log-logistic distribution can be expressed as a linear combination of the log-logistic densities.

2.5 Distribution of Order Statistics

Let X1, X2,!, Xn be random samples of size n from a known probability distribution. Suppose n denotes the r order statistics, then the density function of n is defined by

fr : n ( *) =

1

B ( r, n - r +1) j=0

n - r V j 0

"—' vi — у

I , (-l)j f ( *) F ( *)

r+j-1

(24)

th

Inserting (5) and (6) into (24), we define the r order statistics of the density of IBLL distribution as follows.

f(x)F(xy+- = ablx11 (l + x1)- {log(l + x^ril + {log(l + x1)}* . (25)

We further simplify (25) using a similar approach in (21) as

f(x) F (x)--1 = aßl^vmx1-- (l + x1)--P+l),

(26)

Substituting (26) into (24), we have

frn(x)= n/aßA

n - r

B[r, n - r +1] j=J У j ,

(-1)J V x" 1 11 + x

j ~ vH ll I v-l

m

(l + x1

-(p+1)

(27)

where

V

¥ ¥ ¥ =T.T.T.

s =0 k =0 p =0 th

f

ß[q +1] + kY- a[k +1] +1Ym + s -a[k +1] -1

k

m

(- 1)k+Pbs

(27) is readily the r order statistics of the density function of IBLL distribution.

An expression for the obtained using (27) as

th th

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

An expression for the q moment of the r order statistics of the density of IBLL distribution is

k

m=0

E[xqn ]

a ß

¥ n-r

Iir-r| (-1)JvmB

B[r, n - r +1] m=o j=o ^ j

rr i +—, p — i i

(28)

Again, we show that the qth moment of the Ttt% order statistics of the density of IBLL distribution can be expressed as a linear combination of the log-logistic densities.

2.6 Renyi Entropy

The entropy of a random variable X represents the measure of randomness associated with the random variable X. The Renyi entropy of X is defined by

(g) = t^-log f fg(x)dx, g> 0, g^ 1.

1 — g

(29)

The Renyi entropy of a random variable X following the IBLL distribution is derived by inserting (6) into (29) as

r*") = I-"log[m'l + x'Y {log(l + xl)}-"""[l + {log(l + j-"""'

"

Applying the lemmas in (30), we have

(log[l + x = ±(g + f k -'] (- l)k (log[l + xlr,

k=n k )

ll + (logll + x 1|)-ar(b+l)= £

k-n V

, r -IX ¥ ¥ f

+ +g]+g) = ^^

m=0 ^=0

(log[l + xÄ]y

(1 + x -)-1

11 - (1+x ^i-1 rs-a[k+g]-g = ±

p =0

+ Km [l - (l + ^ j-

g](-1) p (l + xi)

+s-a[k+gj-

(m + s -a\k + g]-

Substituting these expressions into (30), we have

1

,(g) = --log

1 -g

(aßly^w j; xr[1-l) (l + x1)-{p+r) dx k=0

Evaluating the integral function in (31) yields,

Ar) = 7~log 1 -r

{aßjr-

k=0

r(l-1) +1 r + 1p -1 l ' l

where,

¥ ¥ ¥

w

= zzz

m=0 ^ =0 p =0

'giß +1) + k -lY- a[k + g] - gYm + s -a[k + g] -y\ pb

, k J! m J^ p 0

(30)

(31)

(32)

3. METHODS OF PARAMETER ESTIMATION

In this section, five estimators, i.e., maximum likelihood, least squares, weighted least squares, Anderson-Darling, and Cramer-von Mises, in order to estimate the unknown parameters of the IBLL

distribution are investigated. Let X1, X2,..., Xn be a random sample from the IBLL (x) distribution,,X(2),...,X(n) represent the associated order statistics and x^.^ indicates the observed values of X^ for i = 1,2,...,n, where X = (a,ß,l). The likelihood and log-likelihood functions are obtained, respectively, by,

t

R

7

t

L(x) = a" b lfix1-1 (1 + x?Y {log(1 + x?))(a+i) 1 + {log(1 + x,1)}

(b+1)

and

n

! ( X ) = nlog (a) + n log (b)+n log (l) + (l-1) j log (x )

i=1

-j log (1 + xi) -(a + 1) j log (log (1 + xi))-(b + 1) j log (1 + {log (1 + xi)}

i=i i=1 i=1 v

(33)

(34)

Then, the maximum likelihood estimator (MLE) of x is obtained by 'E! = argmaxt(E).

Let us give the following functions that give us the four different estimators:

Qls(X) = £( [1 + {log(1 + xil)}-

n + 1

-p i

Q (X) = I ^^ ([! + { log (1 + , i / )}-

Qad (X) = -n-±^[log{[1 + { log(1 + X(S )}- ]"'}

+iog {i-[i+{log (i+X( ^)}- f};

n + 1

and

QCvM (X ) = ¿ +1 [[ + { log( 1 + x(, / )}

b 2i -1

2n

(35)

(36)

(37)

(38)

(39)

Then, the least square estimator (LSE), the weighted least square estimator (WLSE), the AndersonDarling estimator (ADE) and the Cramer-von Mises estimator (CvME) of the X are achieved, respectively, by

~2 = argminQLS(S), (40)

~3 = argminQWbS(E), S4( = argminQAD(S) and

S5 = argminQCvM(S).

(41)

(42)

(43)

All of the maximization and minimization problems in Equations (35), (40), (41), (42), and (43) can be obtained by optim function in the R software.

4. SIMULATION EXPERIMENTS

In this section, the bias and mean square errors (MSEs) of the estimators are calculated with 5000 reputations based on the Monte Carlo simulation. The quantile function given in Equation (9) is used

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

to generate data from the IBLL (x) distribution by taking U(0,l) instead of p, where U(0, l) is the standard uniform distribution. Eight parameters setting are chosen based on Table 1 as

x = (6,6,0.5)(S1), x = (6,8,0.5)(S2), x = (8,6,0.5)(S3), x = (8,8,0.5)(S4), x = (6,6,1)(s5), x = (6,8,1)(S6), x = (8,6,1)(S7) and x = (8,8,1)(S8).

The sample size n = 50,100,150,200,250,500,1000 is selected in the simulation experiment. The simulation results are given in Tables 2-3. It can be inferred from Tables 2 and 3 that as sample the size increases, bias and MSEs for all estimators decrease and converge to zero. When the sample size increases, the bias and MSE values of the estimators converge. Although the bias and MSE of the estimators converge with each other when the sample size increases, generally the LSE in bias gives better results than the others.

Table 2: Average bias for all estimators

A

B

A

A

JL

A

JL

A

JL

A

JL

A

50 100 150 200 250 500 1000

0.9375 0.7669 0.7121 0.6581 0.6475 0.5943 0.5817

4.1957 1.2045 0.2743 -0.0165 -0.2638 -0.5326 -0.6845

0.0704 0.0116 -0.0095 -0.0167 -0.0238 -0.0327 -0.0380

0.5942 0.5610 0.4901 0.4909 0.5789 0.3437 0.2675

0.2506 0.0525 0.0965 -0.0139 -0.2129 0.1976 0.0253

0.0135 -0.0018 0.0011 -0.0032 -0.0129 0.0017 -0.0040

1.0350 0.7021 0.5846 0.5050 0.4872 0.4036 0.3801

7.8711 3.3303 1.3907 0.6594 0.2729 -0.1782 -0.3884

0.1362 0.0527 0.0236 0.0090 -0.0004 -0.0143 -0.0218

1.2633 0.8007 0.6546 0.5543 0.5208 0.4037 0.3547

1.1027 1.1953 0.7200 0.4239 0.1843 -0.1478 -0.3211

0.0256 0.0228 0.0108 0.0035 -0.0032 -0.0131 -0.0187

0.8859 0.6974 0.5870 0.5754 0.6399 0.3731 0.2826

0.2643 0.1023 0.1106 -0.0416 -0.2247 0.1995 0.0241

0.0002 -0.0068 -0.0029 -0.0077 -0.0160 0.0003 -0.0047

50 100 150 200 250 500 1000

1.1512

0.9526 0.8626 0.8322 0.8124 0.7788 0.7426

4.9371 1.6496 0.3856 -0.2357 -0.5348 -1.1148 -1.2944

0.0428 -0.0035 -0.0203 -0.0301 -0.0359 -0.0479 -0.0518

0.3964 0.5254 0.4366 0.4681 0.5519 0.3783 0.3472

0.0485 -0.1075 -0.1390 -0.3456 -0.5409 0.0574 -0.1384

0.0064 -0.0100 -0.0078 -0.0151 -0.0222 -0.0067 -0.0121

1.1587 0.8302 0.6930 0.6290 0.6234 0.5499 0.5063

10.6314

5.5053

2.9162

1.0993

0.4238

-0.5278

-0.8184

0.1139 0.0471 0.0208 0.0021 -0.0090 -0.0268 -0.0333

1.4767 0.9739 0.7759 0.6780 0.6521 0.5343 0.4556

0.3899 1.0317 0.9129 0.5895 0.2444 -0.4227 -0.6417

-0.0102 0.0011 0.0003 -0.0046 -0.0114 -0.0236 -0.0276

0.6971 0.6672 0.5498 0.5559 0.6099 0.4093 0.3623

0.1149 -0.0897 -0.1608 -0.3655 -0.5278 0.0538 -0.1365

-0.0078 -0.0162 -0.0130 -0.0193 -0.0246 -0.0083 -0.0128

50 100 150 200 250 500 1000

0.6404 0.3057 0.2074 0.1603 0.1602 0.1270 0.1233

6.6985 3.7878 2.3201 1.6798 1.1944 0.4670 0.1356

0.1097 0.0679 0.0453 0.0345 0.0254 0.0100 0.0015

0.6121

0.4339 0.4792 0.4903 0.5091 0.1819 0.1057

0.0227 0.4604 0.2701 0.1043 -0.0343 0.5339 0.5177

0.0017 0.0109 0.0040 -0.0018 -0.0059 0.0128 0.0119

1.0037 0.4177 0.2730 0.1926 0.1992 0.1055 0.0784

11.7552

7.2752

4.4954

3.0110

2.0675

0.8581

0.3467

0.1591 0.1038 0.0717 0.0533 0.0389 0.0196 0.0079

1.4091 0.6287 0.3839 0.2641 0.2532 0.1325 0.0893

0.9300 1.8584 1.9209 1.8022 1.4024 0.7466 0.3217

0.0156 0.0394 0.0406 0.0377 0.0295 0.0169 0.0071

0.9293 0.6244 0.5920 0.5702 0.5717 0.2199 0.1247

0.1141

0.5242 0.2946 0.1333 -0.0091 0.5181 0.5136

-0.0063 0.0068 0.0011 -0.0036 -0.0073 0.0112 0.0113

50 100 150 200 250 500 1000

0.7510 0.3105 0.3283 0.2099 0.2275 0.1828 0.1476

7.9644 5.8365 3.4028 2.9491 1.8875 0.7228 0.2229

0.0905 0.0692 0.0406 0.0373 0.0244 0.0081 0.0007

0.3044 0.3377 0.4856 0.4213 0.4184 0.1918 0.1720

-0.0100 0.1576 -0.0614 -0.0560 -0.1450 0.2020 0.4073

0.0053 0.0021 -0.0064 -0.0062 -0.0077 0.0015 0.0044

1.0016 0.4839 0.3546 0.2381 0.2428 0.1329 0.0791

17.0148

12.2917

8.6056

6.0182

4.3372

1.6237

0.6492

0.1599 0.1128 0.0796 0.0632 0.0472 0.0218 0.0096

1.4711

0.7972 0.5630 0.3530 0.3183 0.1614 0.0887

0.6111

1.4888 1.8400 2.4052 2.2085 1.3081 0.6102

-0.0013 0.0181 0.0227 0.0327 0.0290 0.0179 0.0088

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

0.6719 0.5115 0.6109 0.5157 0.4790 0.2385 0.1914

0.0439 0.2013 -0.0267 -0.0249 -0.0962 0.1780 0.4067

-0.0061 -0.0031 -0.0097 -0.0085 -0.0089 -0.0003 0.0038

50 100 150 200 250 500 1000

0.6470 0.3333 0.2436 0.1539 0.1581 0.0856 0.0604

5.5044 2.5247 1.4603 1.0055 0.6795 0.3212 0.1184

0.2278 0.1206 0.0759 0.0589 0.0412 0.0204 0.0067

0.5451 0.4569 0.4206 0.4435 0.4363 0.1461 0.0730

0.4398 0.2635 0.2336 0.0369 -0.0472 0.5693 0.3805

0.0442 0.0169 0.0163 -0.0027 -0.0088 0.0383 0.0257

0.9605 0.4849 0.3433 0.2277 0.2019 0.0978 0.0541

8.6682 4.1211 2.2477 1.4496 1.0266 0.4501 0.1913

0.3141 0.1599 0.1053 0.0796 0.0603 0.0300 0.0133

1.0958 0.5393 0.3757 0.2551 0.2300 0.1111 0.0625

1.4447 1.7448 1.3905 1.1010 0.8008 0.4035 0.1720

0.0834 0.0941 0.0772 0.0633 0.0485 0.0262 0.0115

0.8335 0.6018 0.5227 0.5127 0.4926 0.1750 0.0878

0.4091 0.3162 0.2319 0.0303 -0.0507 0.5688 0.3796

0.0121 0.0062 0.0067 -0.0101 -0.0145 0.0352 0.0242

50 100 150 200 250 500 1000

0.6140 0.3562 0.2326 0.1950 0.1257 0.1055 0.0716

7.6142 4.3665 2.6693 1.6498 1.4433 0.5230 0.2093

0.2150 0.1293 0.0876 0.0573 0.0550 0.0188 0.0065

0.3106 0.3879 0.3632 0.3831 0.3322 0.1714 0.1057

0.2057 0.1270 -0.1900 -0.2584 -0.1799 0.4174 0.5346

0.0289 0.0016 -0.0137 -0.0208 -0.0165 0.0160 0.0210

0.9251 0.5263 0.3453 0.2838 0.1810 0.1191 0.0632

12.6867

7.6389

4.6530

2.8226

2.2602

0.8336

0.3884

0.3072 0.1810 0.1209 0.0844 0.0784 0.0312 0.0160

1.1159

0.6175 0.3940 0.3148 0.2129 0.1332 0.0725

1.0707 2.0318 2.0958 1.6056 1.5243 0.7311 0.3517

0.0333 0.0689 0.0704 0.0552 0.0583 0.0268 0.0137

0.5886 0.5437 0.4666 0.4609 0.3892 0.2057 0.1214

0.2560 0.1983 -0.1442 -0.2513 -0.1762 0.3961 0.5303

0.0003 -0.0100 -0.0223 -0.0278 -0.0221 0.0118 0.0191

50 100 150 200 250 500 1000

0.5456 0.2945 0.1463 0.1257 0.0829 0.0838 0.0161

7.2943 4.1175 2.6347 1.8119 1.4882 0.6181 0.3224

0.2396 0.1439 0.1066 0.0778 0.0665 0.0287 0.0170

0.5129 0.6107 0.5751 0.5207 0.3985 0.2951 0.0801

0.1875 0.3300 0.2452 0.0253 0.1005 0.2163 0.5628

0.0157 0.0101 0.0028 -0.0082 -0.0025 0.0051 0.0267

0.8056 0.4796 0.2828 0.2434 0.1842 0.1192 0.0286

12.7427

7.3733

5.0317

2.8158

2.2312

0.8505

0.4301

0.3507 0.2060 0.1533 0.1010 0.0830 0.0375 0.0217

1.2360 0.6888 0.3928 0.2986 0.2281 0.1453 0.0454

1.1529 1.8438 1.9872 1.7793 1.5328 0.7482 0.3875

0.0444 0.0748 0.0843 0.0742 0.0649 0.0323 0.0190

0.8404 0.7686 0.6942 0.6036 0.4688 0.3361 0.0986

0.3053 0.4205 0.2156 0.0326 0.1045 0.1959 0.5609

-0.0004 0.0035 -0.0055 -0.0128 -0.0066 0.0018 0.0255

50 100 150 200 250 500 1000

0.6720 0.2777 0.1709 0.1214 0.1023 0.0812 0.0486

8.8634 6.5039 4.2887 3.1787 2.5330 1.0523 0.5072

0.2082 0.1560 0.1125 0.0867 0.0718 0.0322 0.0161

0.3249 0.4394 0.4596 0.4665 0.3430 0.2729 0.1995

-0.0013 0.2362 0.0644 -0.1327 0.1276 -0.0724 0.4641

0.0092 0.0066 -0.0083 -0.0159 -0.0047 -0.0093 0.0092

1.0153 0.5192 0.2647 0.2429 0.1813 0.1200 0.0792

17.5598

12.4466

9.4685

6.0748

4.7362

1.6726

0.7237

0.3332 0.2254 0.1790 0.1277 0.1024 0.0455 0.0212

1.3750 0.8599 0.4694 0.3481 0.2613 0.1514 0.0927

0.9431 1.3023 2.0652 2.4949 2.3733 1.3147 0.6599

0.0138 0.0289 0.0577 0.0680 0.0639 0.0370 0.0187

0.6687 0.6414 0.5743 0.5472 0.4220 0.3129 0.2190

0.0618 0.1311 0.1148 -0.0944 0.1297 -0.0768 0.4620

-0.0120 -0.0095 -0.0138 -0.0200 -0.0094 -0.0120 0.0078

LSE

WLSE

MLE

ADE

CvME

n

a

a

a

S1

S2

S3

S4

S5

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

S6

S7

S8

Table 3: Average MSEs for all estimators

A

100 150 200 250 500 1000

8.2297 4.1556 2.8888 2.1614 1.7531 1.0220 0.6702

164.7673

45.3542

16.3444

8.9423

5.1202

2.4029

1.4077

0.0134 0.0097 0.0054 0.0035

100 150 200 250 500 1000

8.8167 4.4242 3.1118 2.5062 2.0678 1.3012 0.9071

217.3302

90.7887

41.5761

19.6554

14.2230

5.4485

3.5782

0.0646 0.0323 0.0211 0.0143 0.0117 0.0066 0.0048

100 150 200 250 500 1000

12.8929 6.2261

3.1126 2.5849

251.5244

120.4071

58.1565

33.9692

21.0839

5.8824

2.3354

0.0902 0.0488 0.0294 0.0208 0.0155 0.0064 0.0029

100 150 200 250 500 1000

3.2894 2.7217

0.7350

323.5838 233.2069 114.9577 91.4859 49.9875 15.3314 5.9916

0.0714 0.0480 0.0294 0.0245 0.0172 0.0074

100 150 200 250 500 1000

8.1641 3.5454 2.3815 1.6541 1.3997 0.6750 0.3345

195.7027

74.3962

34.2574

15.8051

9.0560

3.4245

1.4597

0.2060 0.1209 0.0797 0.0595 0.0268 0.0126

100 150 200 250 500 1000

3.6646 2.2539 1.6717 1.3400 0.6809 0.3562

310.9795 177.4051 83.5288 41.3850 29.7434

0.3789 0.2185 0.1373 0.0887 0.0714 0.0308 0.0154

100 150 200 250 500 1000

12.9186 6.2518 4.1932

2.6473 1.3850 0.6859

286.8685 140.0123

37.2524 27.0774

2.7299

0.3886 0.2125 0.1328 0.0905 0.0716 0.0304 0.0132

100 150 200 250 500 1000

362.1085 265.6164 140.1165

68.5264 19.2085 7.1666

0.3166 0.2145 0.1392 0.1041 0.0814 0.0353 0.0165

A

5.0257 3.6519 3.2908 2.9582 2.8691 1.6475 0.8923

11.1636 7.9128 6.6964 5.8082 5.1904 6.4392

0.0284 0.0172 0.0158 0.0143 0.0127 0.0127 0.0075

3.0613 2.7898 2.3110 2.0040 2.0892 1.4503 0.9311

10.8334 0.0187

13.0720 0.0137

10.2296 0.0116

6.8737 0.0091

7.0033 0.0093

9.4806 0.0100

7.4636 0.0074

6.4170 5.0548

2.3211 1.4838

9.1597 0.0163

10.9579 0.0147

9.5840 0.0120

7.0750 0.0096

5.8694 0.0088

7.6789 0.0096

6.5431 0.0074

2.9855 2.7306

7.9723 0.0099

11.5590 0.0093

11.2110 0.0084

10.5398 0.0077

8.8887 7.0680 9.4144

0.0071 0.0054 0.0061

12.6878 0.1316 9.2761 0.0764

2.8503 2.5443 1.4751 0.7874

5.8383 5.2502 7.3287 4.6437

0.0704 0.0564 0.0516 0.0553 0.0347

3.1524 2.7496 2.1236 1.9406 1.5852 1.1749 0.8043

13.3794 14.5714 8.1668 7.3814

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

.7517

0.0889 0.0580 0.0425 0.0383 0.0360 0.0411 0.0362

.3044

2.2580 1.4708

9.3243 0.0684

11.6613 0.0624

10.5405 0.0526

6.8701 0.0395

5.7995 0.0334

5.8288 0.0312

6.8897 0.0303

4.3368 3.5661 3.2768 2.4830 1.6788 1.5655

9.4767 0.0446

16.3254 0.0513

14.5328 0.0375

10.2293 0.0329

10.6151 0.0310

6.0184 0.0197

10.8404 0.0273

13.5481 6.0824 3.9830 2.8287 2.2584 1.1197 0.6056

510.6877 245.3384 64.0081 29.2083 12.0601 3.8997

0.0078 0.0039

13.7269

3.0617 2.5515 1.2919 0.7359

786.3757 478.1817 249.6613 69.6146

8.5585 4.1769

0.1495 0.0770 0.0476 0.0271 0.0200 0.0084 0.0048

21.4541

6.2919 4.5631

1.9815 0.9678

828.8226 515.7800 260.9974 137.2141 88.9140 14.4027

0.1873 0.1039 0.0624 0.0415 0.0295 0.0119 0.0049

21.7192 10.0976 6.6965 5.0877 4.2953 2.0690 1.0540

1370.9550

1050.0127

786.8659

423.5659

289.5450

49.0908

11.8543

0.1690 0.1098 0.0729 0.0518 0.0391 0.0146 0.0062

14.0401 5.5268 3.6924 2.5552 2.1205 0.9738 0.4722

549.4940 251.6307 108.0385 36.9380

2.2476

0.8162 0.3654 0.2098 0.1343 0.1001 0.0412 0.0187

13.7931 5.8716 3.5175 2.6789 2.1197 0.9909 0.5063

949.0247 604.6772 351.2598 137.1735 89.1849 18.2522 6.3992

0.7276 0.4157 0.2552 0.1655 0.1257 0.0507 0.0241

20.5358 9.7176

4.9175 3.8568 1.9551 0.9413

896.3676 495.3834 326.9165 118.5219 94.0344 13.9261 4.6254

0.7858 0.4156 0.2768 0.1600 0.1251 0.0473

22.7560 10.5993 6.6212 5.2374 4.0239 2.1088 1.0989

1438.6746

1111.1386

864.3592

430.0210

343.1026

52.8106

13.4083

0.7077 0.4408 0.3178 0.2116 0.1598 0.0608 0.0267

A

5.8939 3.9870 2.8786 2.3131 1.1672 0.6217

28.9090 32.5961 21.7640 14.9217 9.9242 4.0569 1.8678

0.0530 0.0414 0.0294 0.0222 0.0166 0.0082 0.0041

12.2312 6.0499 4.1946 3.1435 2.6280 1.3441 0.7322

43.6199 31.6162 24.2292 9.0206 4.5383

0.0364 0.0340 0.0292 0.0230 0.0188 0.0090 0.0050

17.4964 8.4520 5.7657 4.3428 3.7146 1.9674 0.9659

39.1557 36.5044 28.4078 11.5138 4.1395

0.0328 0.0343 0.0315 0.0271 0.0220 0.0109 0.0048

17.0598 8.5251 5.9103 4.6558 4.0458 2.0385 1.0497

29.9717 41.0548 46.8700

62.1376 29.1442 11.2937

0.0248 0.0258 0.0239 0.0259 0.0235 0.0125 0.0061

11.6743 5.0756 3.5101 2.4107 2.0613 0.9556 0.4699

29.8464 40.0784 27.8111 19.5292 13.3906 5.2053 2.1680

0.2232 0.1980 0.1456 0.1090 0.0848 0.0389 0.0183

11.1650 5.3194 3.2827 2.5211 2.0253 0.9762 0.5032

34.4827 56.4762 57.1584 40.1409

0.1613 0.1663 0.1426 0.1089 0.0929

14.8899 0.0473

0.0234

16.6925 8.6520 5.8300 4.6726

24.0555 37.3454 40.5734 37.1928 30.0171 11.9486 4.3075

0.1260 0.1412 0.1309 0.1107 0.0914 0.0439 0.0194

8.9670 5.7875 4.8011 3.7871 2.0804 1.0918

38.2959 48.2825 66.7278 63.5251 29.9620 12.3481

0.1059 0.0998 0.0983 0.1074 0.0945 0.0515 0.0255

10.612 8.3217

3.1087

5.6329 5.0758

2.9603 1.6769 6.4718 0.9029 3.8582

A

0.0253 0.0166 0.0152 0.0137 0.0123 0.0125 0.0074

3.5605 12.515

2.9681 11.4890

2.5483 9.0402

2.1611 6.7379

2.1822 6.9496

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

1.4850 9.4552

0.9446 7.5026

0.0171 0.0128 0.0112 0.0090 0.0091 0.0098 0.0074

7.1741 8.4168

5.6795 11.9140

4.9602 9.3776

4.0819 7.1352

3.6651 5.9658

2.3334 7.5252

1.4899 6.4957

0.0140 0.0145 0.0117 0.0094 0.0086 0.0093 0.0073

5.0078 7.4320

3.5890 11.5626

3.8311 11.7176

3.1638 10.8964

2.8216 9.0300

1.4884 6.9479

1.4281 9.4462

0.0083 0.0088 0.0083 0.0077 0.0070 0.0052 0.0061

5.7930 11.6472

3.9402 10.0963

3.4972 7.3340

2.9013 5.6422

2.5984 5.1582

1.4930 7.3074

0.7923 4.6257

0.1094 0.0746 0.0670 0.0531 0.0496 0.0543 0.0343

3.5131 13.2201

3.0771 16.3857

2.2514 9.5506

2.0465 7.5400

1.6268 6.9089

1.1975 9.4081

0.8103 9.7011

0.0762 0.0592 0.0429 0.0381 0.0351 0.0403 0.0358

7.0636 9.8315

6.4745 13.3001

5.2672 9.7465

4.0352 6.7307

3.0889 5.7940

2.2817 5.6618

1.4775 6.8678

0.0612 0.0617 0.0491 0.0383 0.0325 0.0302 0.0300

4.8009 8.7280

4.6587 14.2683

3.7190 14.6579

3.3280 10.6299

2.6327 10.5669

1.7198 6.0311

1.5768 10.8464

0.0384 0.0449 0.0373 0.0326 0.0303 0.0195 0.0271

ADE

B

0.1856

11.8089

0.0184

0.0246

1584

0.6629

1949

6045

22.5280

0.0202

13.5950

1.4285

5. Real Data Analysis

In this section, two applications to the real data sets are examined to demonstrate the applicability of the IBLL distribution. We compare the IBLL distribution with Log-Logistic (LL), Burr III (BIII), Burr XII (BXII), Weibull (W) and Lindley (L) for two data sets. The pdfs of these distributions are given in Table 4. The MLEs of parameters and standard (SE) of MLEs are obtained and reported in Tables 5-6 for two datasets. To select the best distribution some criteria and goodness of-fit statistics such as the estimated log-likelihood values " ( x) , Akaike information criteria (AIC), Bayesian

information criteria (BIC), consistent Akaike information criteria (CAIC), Hannan-Quinn information criterion (HQIC), Kolmogorov-Smirnov (KS), Anderson-Darling (AD) and Cramer von Mises (CvM) statistics and related p values (KS-pval, AD-pval, CvM-pval) are calculated for all distributions. The fitted cdfs for two data sets are plotted in Figures 4 and 5. It is easily seen from Tables 5-6 and Figures 4-5 that the IBLL distribution gives the best modeling for both datasets, according to all criteria. The IBLL distribution can be used and be a good alternative in the literature because of its superior modeling capability.

The first data set represents the remission times (in months) of a random sample of 128 bladder cancer patients and it can be found in [10]. The first data is given by 0.08, 2.09, 3.48, 4.87, 6.94, 8.66, 13.11, 23.63, 0.20, 2.23, 3.52, 4.98, 6.97, 9.02, 13.29, 0.40, 2.26, 3.57, 5.06, 7.09, 9.22, 13.80, 25.74, 0.50, 2.46, 3.64, 5.09, 7.26, 9.47, 14.24, 25.82, 0.51, 2.54, 3.70, 5.17, 7.28, 9.74, 14.76, 26.31, 0.81, 2.62, 3.82, 5.32,

7.32, 10.06, 14.77, 32.15, 2.64, 3.88, 5.32, 7.39,10.34, 14.83, 34.26, 0.90, 2.69, 4.18, 5.34, 7.59, 10.66, 15.96, 36.66, 1.05, 2.69, 4.23, 5.41, 7.62, 10.75, 16.62, 43.01, 1.19, 2.75, 4.26, 5.41, 7.63, 17.12, 46.12, 1.26, 2.83,

4.33, 5.49, 7.66, 11.25, 17.14, 79.05, 1.35, 2.87, 5.62, 7.87, 11.64, 17.36, 1.40, 3.02, 4.34, 5.71, 7.93, 11.79, 18.10, 1.46, 4.40, 5.85, 8.26, 11.98, 19.13, 1.76, 3.25, 4.50, 6.25, 8.37, 12.02, 2.02, 3.31, 4.51, 6.54, 8.53, 12.03, 20.28, 2.02, 3.36, 6.76, 12.07, 21.73, 2.07, 3.36, 6.93, 8.65, 12.63, 22.69.

The second data set represents the survival times (in days) of guinea pigs injected with different amount of tubercle bacilli and it can be consulted detail information in [3]. The second data is given by 12, 15, 22, 24, 24, 32, 32, 33, 34, 38, 38, 43, 44, 48, 52, 53, 54, 54, 55, 56, 57, 58, 58, 59, 60, 60, 60, 60, 61, 62, 63, 65, 65, 67, 68, 70, 70, 72, 73, 75, 76, 76, 81, 83, 84, 85, 87, 91, 95, 96, 98, 99, 109, 110, 121, 127, 129, 131, 143, 146, 146, 175, 175, 211, 233, 258, 258, 263, 297, 341, 341, 376.

Table 4: The pdfs list of the all distributions Distribution Pdf Range of the

parameters

IBLL

W

BXII

LL

BIII

f (x) = p xPp(1 + x*

f ( X ) = p p2 x -( *+1>(1 + x - * ( P2+1) f ( X ) = p p x* -1 (1 + x* ( P2 +1)

f ( * ) = ( Pi 1 P2 ) ( * 1 P2 )P eXP ( - ( * 1 P2 )P )

( P2 +1)

( P2 + 1)

p^ P2 > 0 P^ P2 > 0 P^ P2 > 0

p > 0

L

f (x) = p2 (x + 1) / (1 + p ) exp (-p^x )

P > 0

Table 5: The modelling results for first data set

IBLL LL BIII BXII W L

" (X ) -409.8744 -504.8603 -426.6864 -453.5166 -414.0869 -419.5299

AIC 825.7488 1011.7206 857.3729 911.0332 832.1738 841.0598

BIC 834.3048 1014.5726 863.0769 916.7372 837.8778 843.9118

CAIC 825.9423 1011.7523 857.4689 911.1292 832.2698 841.0916

HQIC 829.2251 1012.8794 859.6905 913.3508 834.4913 842.2186

KS 0.0345 0.5260 0.1017 0.2507 0.0700 0.1164

AD 0.1184 63.3436 2.9190 13.3638 0.9577 2.7853

CvM 0.0179 13.4609 0.4508 2.7195 0.1537 0.5191

KS-pval 0.9980 0.0000 0.1413 0.0000 0.5570 0.0623

iНе можете найти то, что вам нужно? Попробуйте сервис подбора литературы.

AD-pval 0.9998 0.0000 0.0302 0.0000 0.3801 0.0353

CVM-pval 0.9986 0.0000 0.0531 0.0000 0.3789 0.0355

Pi 15.8105 0.7897 1.0333 2.3349 1.0478 0.1960

P" 0.4855 4.2070 0.2337 9.5607

P# 0.2312

SE of pi 3.2570 0.0556 0.0604 0.3541 0.0676 0.0123

SE of p2 0.1236 0.4054 0.0400 0.8529

SE of p3 0.0182

Table 6: The modelling results for second data set

IBLL LL BIII BXII W L

" (X ) -389.6891 -526.9707 -395.5659 -490.5493 -397.1477 -394.5197

AIC 785.3781 1055.9415 795.1318 985.0986 798.2953 791.0394

BIC 792.2081 1058.2182 799.6852 989.6519 802.8487 793.3160

CAIC 785.7311 1055.9986 795.3057 985.2725 798.4693 791.0965

HQIC 788.0972 1056.8478 796.9445 986.9113 800.1080 791.9457

KS 0.0871 0.7210 0.1512 0.4813 0.1465 0.1326

AD 0.5375 57.3053 1.4907 23.5566 2.3730 1.8706

CvM 0.0898 12.0148 0.2500 5.0353 0.4312 0.3452

KS-pval 0.6450 0.0000 0.0745 0.0000 0.0911 0.1592

AD-pval 0.7083 0.0000 0.1787 0.0000 0.0580 0.1085

CVM-pval 0.6384 0.0000 0.1884 0.0000 0.0596 0.1011

Pi 29.2029 0.3533 1.4165 48.7608 1.3932 0.0198

P" 1.2525 286.9916 0.0047 110.5552

P# 0.1294

SE of pi 5.8536 0.0322 0.1163 18.8737 0.1184 0.0016

SE of p2 0.5107 125.6638 0.0017 9.9344

SE of p3 0.0081

Figure 4: Empirical and fitted cdf plots for the first data

Figure 5: Empirical and fitted cdf plots for the second data

6. CONCLUSION

In this article, a new flexible distribution is introduced. The density and hazard functions of the new model are illustrated by various plots that are very flexible. Many properties related to the distribution have been obtained. Renyi entropy, which is an important measure of randomness, is examined. Some estimation techniques are used to investigate the parameter estimation problem. The performances of the estimators are examined by Monte Carlo simulation. Finally, bladder cancer and survival times of guinea pig data are modeled. As a result of the modeling, it was seen that the best distribution according to all criteria is the IBLL distribution for both data.

References

[1] Alizadeh, M., Cordeiro, G. M., C. Nascimento, A. D., Lima, M. D. C. S., Ortega, E. M. (2017). Odd-Burr generalized family of distributions with some applications. Journal of Statistical Computation and Simulation, 1-23.

[2] Alzaartreh, A., Lee, C., and Famoye, F. (2013). A new method for generating families of continuous distributions. Metron, 71(1): 63-79.

[3] Bjerkedal, T. (1960). Acquisition of resistance in guinea pigs infected with different doses of virulent tubercle bacilli. Am. J. Hyg., 72:130-148.

[4] Bourguignon, M., Silva, R. B., and Cordeiro, G. M. (2014). The Weibull-G family of probability distributions. Journal of Data Science, 12: 53-68.

[5] Cordeiro, G. M., and de Castro, M. (2011). A new family of generalized distributions, Journal of Statistical Computation and Simulation, 81(7): 883-898.

[6] Elgarhy, M., Nasir, M. A., Farrukh Jamal, F. and Ozel, G., The type II Topp-Leone generated family of distributions: Properties and applications, Journal of Statistics and Management Systems, 21 (2018), 1529-1551. https://doi.org/10.1080/09720510.2018.1516725

[7] Eugene, N., Lee, C., and Famoye, F. (2002). The beta-normal distribution and its applications. Communications in Statistics - Theory and Methods, 31(4): 497-512.

[8] Gradshteyn, I. and Ryzhik, I. (2007). Table of Integrals, Series and Products, Elsevier/Academic Press.

[9] Greenwood, J. A., Landwehr, J. M., and Matalas, N. C. (1979). Probability weighted moments: Definitions and relations of parameters of several distributions expressible in inverse form. Water Resources Research, 15: 1049-1054.

[10] Lee, E. and Wang, J. (2003). Statistical Methods for Survival Data Analysis. New York: Wiley & Sons.

[11] Marshall, A. W., and Olkin, I. (1997). A New Method for Adding a Parameter to a Family of Distributions with Application to the Exponential and Weibull Families. Biometrika, 84: 641-652.

[12] Prudnikov, A. P., Brychkov, Y. A. and Marichev, O. I. (1986). Integrala and Series, 4. Gordon and Breach Science Publishers, Amsterdam.

[13] Uyi, S., Osagie, S. and Osemwenkhae, J. E. (2022). The inverse Burr Generated family of distributions: Properties and applications. Earthline Journal of Mathematical Sciences. Forthcoming.

[14] Shaw, W., Buckley, I. (2007). The alchemy of probability distributions: beyond Gram Charlier expansions and a skew-kurtotic normal distribution from a rank transmutation map. arXivprereprint, arXiv, 0901.0434.

[15] Zografos, K. and Balakrishnan, N. (2009). On families of beta and generalized gamma-generated distributions and associated inference. Statistical Methodology, 6, 344-362

i Надоели баннеры? Вы всегда можете отключить рекламу.