Generalized Quasi Lindley Distribution: Theoretical Properties, Estimation Methods, and Applications

A two-parameter Quasi Lindley distribution (QLD), of which the Lindley distribution (LD) is a particular case, has been introduced. Its moments, failure rate function, mean residual life function and stochastic orderings have been discussed. It is found that the expressions for failure rate function, mean residual life function, and stochastic orderings of the QLD shows its flexibility over Lindley distribution and exponential distribution. Although, the QLD has two parameters, the expressions for coefficients of variation, skewness, and kurtosis depend upon only one parameter. The maximum likelihood method and the method of moments have been discussed for estimating its parameters. The distribution has been fitted to some data-sets to test its goodness of fit to which earlier the Lindley distribution has been fitted by others and it is found that to almost all these data-sets the QLD provides closer fits than those by the Lindley distribution. Key words: Lindley distribution, moments, failure rate function, mean residual life function, stochastic ordering, estimation of parameters, goodness of fit. .

The stress-strength reliability (SSR) model ϕ = P(Y < X) is used in numerous disciplines like reliability engineering, quality control, medical studies, and many more to assess the strength and stresses of the systems. Here, we assume X and Y both are independent random variables of progressively first failure censored (PFFC) data following inverse Pareto distribution (IPD) as stress and strength, respectively. This article deals with the estimation of SSR from both classical and Bayesian paradigms. In the case of a classical point of view, the SSR is computed using two estimation methods: maximum product spacing (MPS) and maximum likelihood (ML) estimators. Also, derived interval estimates of SSR based on ML estimate. The Bayes estimate of SSR is computed using the Markov chain Monte Carlo (MCMC) approximation procedure with a squared error loss function (SELF) based on gamma informative priors for the Bayesian paradigm. To demonstrate the relevance of the different estimates and the censoring schemes, an extensive simulation study and two pairs of real-data applications are discussed.

&lt;abstract&gt;&lt;p&gt;Recently, a new lifetime distribution known as a generalized Quasi Lindley distribution (GQLD) is suggested. In this paper, we modified the GQLD and suggested a two parameters lifetime distribution called as a weighted generalized Quasi Lindley distribution (WGQLD). The main mathematical properties of the WGQLD including the moments, coefficient of variation, coefficient of skewness, coefficient of kurtosis, stochastic ordering, median deviation, harmonic mean, and reliability functions are derived. The model parameters are estimated by using the ordinary least squares, weighted least squares, maximum likelihood, maximum product of spacing's, Anderson-Darling and Cramer-von-Mises methods. The performances of the proposed estimators are compared based on numerical calculations for various values of the distribution parameters and sample sizes in terms of the mean squared error (MSE) and estimated values (Es). To demonstrate the applicability of the new model, four applications of various real data sets consist of the infected cases in Covid-19 in Algeria and Saudi Arabia, carbon fibers and rain fall are analyzed for illustration. It turns out that the WGQLD is empirically better than the other competing distributions considered in this study.&lt;/p&gt;&lt;/abstract&gt;

In this paper, the Weibull extension distribution parameters are estimated under a progressive type-II censoring scheme with random removal. The parameters of the model are estimated using the maximum likelihood method, maximum product spacing, and Bayesian estimation methods. In classical estimation (maximum likelihood method and maximum product spacing), we did use the Newton–Raphson algorithm. The Bayesian estimation is done using the Metropolis–Hastings algorithm based on the square error loss function. The proposed estimation methods are compared using Monte Carlo simulations under a progressive type-II censoring scheme. An empirical study using a real data set of transformer insulation and a simulation study is performed to validate the introduced methods of inference. Based on the result of our study, it can be concluded that the Bayesian method outperforms the maximum likelihood and maximum product-spacing methods for estimating the Weibull extension parameters under a progressive type-II censoring scheme in both simulation and empirical studies.

We introduce a new two-parameter model related to the inverted Topp–Leone distribution called the power inverted Topp–Leone (PITL) distribution. Major properties of the PITL distribution are stated; including; quantile measures, moments, moment generating function, probability weighted moments, Bonferroni and Lorenz curve, stochastic ordering, incomplete moments, residual life function, and entropy measure. Acceptance sampling plans are developed for the PITL distribution, when the life test is truncated at a pre-specified time. The truncation time is assumed to be the median lifetime of the PITL distribution with pre-specified factors. The minimum sample size necessary to ensure the specified life test is obtained under a given consumer’s risk. Numerical results for given consumer’s risk, parameters of the PITL distribution and the truncation time are obtained. The estimation of the model parameters is argued using maximum likelihood, least squares, weighted least squares, maximum product of spacing and Bayesian methods. A simulation study is confirmed to evaluate and compare the behavior of different estimates. Two real data applications are afforded in order to examine the flexibility of the proposed model compared with some others distributions. The results show that the power inverted Topp–Leone distribution is the best according to the model selection criteria than other competitive models.

In this study, an alpha power inverted Kumaraswamy (APIK) distribution is introduced. The APIK distribution is de- rived by applying alpha power transformation to an inverted Kumaraswamy distribution. Some submodels and limiting cases of the APIK distribution are obtained as well. To the best of the authors’ knowledge, some of these distributions have not been introduced yet. Statistical inference of the APIK distribution, including survival and hazard rate func- tions, are obtained. Unknown parameters of the APIK distribution are estimated by using the maximum likelihood (ML), maximum product of spacings (MPS), and least squares (LS) methods. A Monte Carlo simulation study is con- ducted to compare the efficiencies of the ML estimators of the shape parameters α, β and λ of the APIK distribution with their MPS and LS counterparts. An application to a real data set is provided to show the implementation and modeling capability of the APIK distribution.

In this study, we introduce the "Power Chris-Jerry" distribution, conducting a comprehensive analysis of its fundamental mathematical characteristics and an extensive exploration of various crucial aspects. These encompass investigations into its mode, quantile function, moments, coefficient of skewness, kurtosis, moment generating function, stochastic ordering, distribution of order statistics, reliability analysis, and mean past lifetime. Furthermore, we provide an in-depth assessment of four distinct parameter estimation methodologies: maximum likelihood estimation (MLE), Least Squares (LS), maximum product spacing method (MPS), and the Method of Cram`er-von-Mises (CVM). Our investigation uncovers a consistent pattern wherein the MLE, LS, and CVM approaches consistently yield underestimated parameter values. Intriguingly, we observe a consistent trend of decreasing Mean Squared Error (MSE), Root Mean Squared Error (RMSE), and BIAS across all estimation techniques as sample sizes increase. Remarkably, our simulation results consistently favor the Maximum Product Spacing (MPS) method, highlighting its superiority in generating estimates with smaller MSE values across a broad spectrum of parameter values and sample sizes. These findings emphasize the robustness and dependability of the MPS estimator, offering valuable insights and practical guidance for both practitioners and researchers engaged in probability distribution modeling.

<!-- *** Custom HTML *** --> The maximum product of spacings (MPS) is employed in the estimation of the Generalized Extreme Value Distribution (GEV) and the Generalized Pareto Distribution (GPD). Efficient estimators are obtained by the MPS for all $\gamma$. This outperforms the maximum likelihood method which is only valid for $\gamma&lt; 1$. It is then shown that the MPS gives estimators closer to the true parameters compared to the maximum likelihood estimates (MLE) in a simulation study. In cases where sample sizes are small, the MPS performs stably while the MLE does not. The performance of MPS estimators is also more stable than those of the probability-weighted moment (PWM) estimators. Finally, as a by-product of the MPS, a goodness of fit statistic, Moran's statistic, is available for the extreme value distributions. Empirical significance levels of Moran's statistic calculated are found to be satisfactory with the desired level.

Under classical estimation set up, the maximum product spacings (MPS) method is quite effective and several authors advocated the use of this method as an alternative to maximum likelihood (ML) method, and found that this estimation method provides better estimates than ML estimates in various situations. In this paper, we propose the estimators of the parameter of the exponential distribution (ExDst) under multiply hybrid censoring scheme (MHCS). First, we derive the ML estimator (MLE) and MPS estimator (MPSE) for the parameter of ExDst. Also, we derive the approximate MPSEs for the parameter of ExDst using Talyor series expansion. And we compare the proposed estimators in the sense of mean squared error (MSE) and bias under MHCS. Finally, the validity of the proposed methods are demonstrated by a real data.

Study’s Excerpt:• A new extension of the Modified Inverted Kumaraswamy (MIK) distribution using the inverse power function is introduced.• Maximum likelihood estimation (MLE) and maximum product spacing (MPS) methods were applied, with MPS consistently outperforming MLE.• Simulation results demonstrated that as sample sizes increased, both estimation techniques showed improved accuracy.• The practical utility of the proposed model was validated using two real-life datasets.Full Abstract:This article considers the problem of estimating additional parameters of the modified inverted Kumaraswamy (MIK) distribution using the inverse power function based on the general Kumaraswamy distribution. The parameters' maximum likelihood (MLE) estimators are obtained, while the Bayesian estimates are obtained using the maximum product spacing (MPS). We obtained a new model for generalizing the existing ones to make them more flexible and to aid their application in various fields. An expression for reliability measures, order statistics, and some other important properties are derived. The maximum likelihood estimation method is used to estimate the proposed model's unknown parameters. Finally, a simulation study was reported concerning different sample sizes and method schemes. The practical utility of the proposed distribution is demonstrated using two real-life datasets: (i) survival times (in months) of 101 patients diagnosed with advanced acute myelogenous leukaemia, and (ii) strengths of 63 samples of 1.5 cm glass fibres, originally obtained by workers at the UK National Physical Laboratory. The results highlight the robustness and flexibility of the proposed model in reliability and survival analysis contexts.

This paper discussed gull alpha power Weibull distribution with a three-parameter. Different statistical inference methods of Gull Alpha Power Weibull distribution parameters have been obtained, estimated, and evaluated. Then, the results are compared to find a suitable model. The unknown parameters of the published Gull Alpha Power Weibull distribution are analyzed. Seven estimation methods are maximum likelihood, Anderson–Darling, right-tail Anderson–Darling, Cramér–von Mises, ordinary least-squares, weighted least-squares, and maximum product of spacing. In addition, the performance of this distribution is computed using the Monte Carlo method, and the limited sample features of parameter estimates for the proposed distribution are analyzed. In light of the importance of heavy-tailed distributions, actuarial approaches are employed. Applying actuarial criteria such as value at risk and tail value at risk to the suggested distribution shows that the model under study has a larger tail than the Weibull distribution. Two real-world COVID-19 infection datasets are used to evaluate the distribution. We analyze the existence and uniqueness of the log-probability roots to establish that they represent the global maximum. We conclude by summarizing the outcomes reported in this study.

In this paper two basic random variables constructed from Quasi Lindley distribution have been introduced. One of these variables is defined as the sum of two independent random variables following the Quasi-Lindley distribution with the same parameter (2SQLindley). The second one is defined as the difference of two independent random variables following the Quasi-Lindley distribution with also the same parameter (2DQLindley). For both cases, we provided some statistical properties such as moments, incomplete moments and characteristic function. The parameters are estimated by maximum likelihood method. From simulation studies, the performance of the maximum likelihood estimators has been assessed. The usefulness of the corresponding models is proved using goodness-of-fit tests based on different real datasets. The new models provide consistently better fit than some classical models used in this research.

A new point estimation method based on Kullback-Leibler divergence of survival functions (KLS), measuring the distance between an empirical and prescribed survival functions, has been used to estimate the parameter of Lindley distribution. The simulation studies have been carried out to compare the performance of the proposed estimator with the corresponding Least square (LS), Maximum likelihood (ML) and Maximum product spacing (MPS) methods of estimation.

This research aims to develop a multireliability inference method for stress–strength variables based on progressive first failure and an inverse Lomax distribution. This research examines the difficulties associated with estimating the stress–strength reliability function, R, when X, Y, and Z are drawn from three different Inverse Lomax distributions. On the basis of progressive first‐failure censored samples, reliability estimators for multi‐stress–strength Inverse Lomax distributions are estimated using the maximum likelihood, maximum product of spacing, and Bayesian estimation methods. The Bayes estimate of R is obtained using the MCMC method for a symmetric loss function. Monte Carlo simulations and real‐data applications are used to assess and compare the performance of the various suggested estimators.

In this paper, a new three-parameter lifetime distribution, alpha power transformed inverse Lomax (APTIL) distribution, is proposed. The APTIL distribution is more flexible than inverse Lomax distribution. We derived some mathematical properties including moments, moment generating function, quantile function, mode, stress strength reliability, and order statistics. Characterization related to hazard rate function is also derived. The model parameters are estimated using eight estimation methods including maximum likelihood, least squares, weighted least squares, percentile, Cramer–von Mises, maximum product of spacing, Anderson–Darling, and right-tail Anderson–Darling. Numerical results are calculated to compare the performance of these estimation methods. Finally, we used three real-life datasets to show the flexibility of the APTIL distribution.