
Citation: Azam Zaka, Ahmad Saeed Akhter, Riffat Jabeen. The new reflected power function distribution: Theory, simulation & application[J]. AIMS Mathematics, 2020, 5(5): 5031-5054. doi: 10.3934/math.2020323
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In the field of reliability and engineering sciences, the researchers mostly prefer to use simple models to obtain failure rates over mathematically complex models. The inverse of Pareto distribution was given by Dallas [1] and named as Power function distribution (PFD). Afterwards Meniconi and Barry [2] preferred to use PFD on Exponential, Lognormal and Weibull distributions as a better fit for the failure rate data.
In recent years, the generalization of the probability distribution has gained great attention. For example Gupta et al. [3], Gupta and Kundu [4], Nadarajah et al. [5] gave the generalization of many of the distributions from literature to exponentiated type distributions for being more flexible to fit to many data sets. Cordeiro et al. [6] introduced exponentiated generalized distributions which were then used by many authors for generalizing different distributions. To get more insight to generalized distributions, interested readers are advised to study Marshall and Olkin [7], Eugene et al. [8]. Shaw and Buckley [9], Silva et al. [10], Zografos and Balakrishnan [11], Cordeiro and de Castro [12], Alexander et al. [13], Zea et al. [14], Alzaatreh et al. [15,16], Cordeiro, Ortega, Popović, and Pescim [17], Nadarajah, Cordeiro and Ortega [18], Aryal and Elbatal [19], Cakmakyapan and Ozel [20], Haghbin et al. [21], Iqbal et al. [22], Karishna et al. [23], Lemonte et al. [24], Rodrigues et al. [25] and Ozel et al. [26]. Alizadeh et al. [27], Cordeiro et al. [28], Bhatti et al. [29] and Haq et al. [30].
A lot of work is available in literature on the generalization of PFD for example Tahir et al. [31], Shahzad and Asghar [32], Hassan and Assar [33], Ibrahim [34], Usman et al. [35], Haq et al. [36] and Zaka et al. [37].
In this paper, we suggest a new probability distribution which reflects the PFD by using Cohen [38]. The literature, we have studied up till now provide us the modifications of probability distributions by using some generators which include more complicated mathematical expressions. The idea behind the current work is to provide a simple probability distribution which provide more real life application by inducting only one new parameter which is called reflecting parameter. The detail is discussed under the following sections. We have derived some of the main structural properties and characterizations of this distribution. The application of this distribution has also been demonstrated with the help of a real life situation where this distribution may best perform.
The probability density function (PDF) of PFD is given as follows
g(y)=γyγ−1βγ,0<y<β, and γ,β>0, | (1) |
The cumulative density function (CDF) of PFD is
G(y)=(yβ)γ. | (2) |
Where γ,
Therefore, RPFD with the help of Cohen [38] technique by reflecting the classical PFD about variate axis at
F(x)=1−(θ−x)γβγ, | (3) |
And
f(x)=γ(θ−x)γ−1βγ,θ−β<x<θ, and β,θ,γ>0. | (4) |
Where
The survival function, hazard rate function (HRF) and cumulative hazard rate function of RPFD are written as
S(x)=(θ−x)γβγ, | (5) |
H(x)=γθ−x, | (6) |
CH(x)= log βγ−γ log (θ−x). |
We see the asymptotic behavior of the PDF, CDF, hazard and survival functions of RPFD as x → 0 and x → ∞.
i. limx→0f(x)=0,if θ=0,γ=0 and β>0. |
ii. limx→∞f(x)=∞,∀ possible values of θ,γ and β. |
iii. limx→0F(x)=0,if θ=1,γ=1 and β=1. |
iv. limx→0F(x)=1,if θ=0,γ=0 and β=1. |
v. limx→∞F(x)=1, if 0≤θ≤∞,γ=0 and β≥1. |
vi. limx→0S(x)=0,if θ=0,γ>0 and β>0. |
vii. limx→0S(x)=∞,if θ≥0,γ>0 and β=0. |
viii. limx→0S(x)=1,if θ≥0,γ=0 and β≥1. |
ix. limx→∞S(x)=∞,if θ≥0,γ>0 and β≥1. |
x. limx→∞S(x)=1,if θ≥0,γ=0 and β≥1. |
xi. limx→0H(x)=0,if θ≥1,γ=0. |
xii. limx→∞H(x)=0,if θ≥0,γ≥1. |
We use the conditions defined by Glaser [39] as
η(x)=−ˊf(x)f(x), |
η(x)=(γ−1)(θ−x), |
ˊη(x)=(γ−1)(θ−x)2. |
If x > 0, then
ⅰ. If
ⅱ. If
ⅲ. If
The above conditions show that the hazard rate function of RFPD is increasing but if
The RPFD can be negative-skewed, positive-skewed, whereas the HRF can be J-shape, monotonically increasing and decreasing shapes. (See Figures 1–3).
The rth moments about zero of any distribution is described below
μ′r=∫θθ−βxrγ(θ−x)γ−1βγdx, |
By solving we get
μ′r=∑∞j=0γ(θ)γ−j−1βγ(−1)jГ(γ)Г(γ−j)j!{θr+j+1−(θ−β)r+j+1r+j+1}, | (7) |
Figure 4 shows the behavior of moments under different parametric values for RPFD.
The moment generating function define the characteristic of a random variable. The moment generating function is defined as the linear combination of exponential generalized univariate distributions as
Mo(t)=∫θθ−βetxγ(θ−x)γ−1βγdx, |
If “X” follows RPFD, the moment generating function is derived as,
Mo(t)=∑∞r=0(t)rr!∑∞j=0γθγ−j−1βγ(−1)jГ(γ)Г(γ−j)j!(θr+j+1−(θ−β)r+j+1r+j+1), | (8) |
The random number are obtained from
R=1−(θ−x)γβγ, | (9) |
Where “
After simplifying (9) for RPFD we get,
x=θ−β(1−R)1γ. |
The inverse moments are obtained as
μ′−r=∫θθ−βx−rγ(θ−x)γ−1βγdx, |
We get inverse moments for RPFD as
μ′−r=∑∞j=0γ(θ)γ−j−1βγ(−1)jГ(γ)Г(γ−j)j!(θ−r+j+1−(θ−β)−r+j+1−r+j+1). | (10) |
By definition, the mean residual function is given as
e(x)=∫θθ−βS(t)S(x)dt, |
For RPFD, we get mean residual function as
e(x)=θ−xγ+1. | (11) |
The vitality function is obtained for RPFD as
V(x)=1S(x)∫θxxf(x)dx, |
That is obtained as
V(x)=∑∞j=0(−1)jГ(γ)γθγ−1−jГ(γ−j)j!(θj+2−xj+2j+2)(θ−x)γ. | (12) |
The incomplete moments are given as
μX|(α,β,γ)=∫Pθ−βxrf(x)dx, |
By simplifying for RPFD we get
μX|(α,β,γ)=∑∞j=0(−1)jГ(γ)γθγ−j−1βγГ(γ−j)j!{pr+j+1−(θ−β)r+j+1r+j+1}. | (13) |
The conditional moments are given as
E[Xr|x>t]=1−F(t)∫θtxr∞∑j=0tjhj+1(x)dx, |
The conditional moments for RPFD are obtained by using above expression as
E[Xr|x>t]=∑∞j=0(−1)jГ(γ)γθγ−j−1−F(t)βγГ(γ−j)j!{θr+j+1−tr+j+1r+j+1}. | (14) |
Let “X” be Reflected Power function Variable with Probability density function
f(x)=γ(θ−x)γ−1βγ,θ−β<x<θ. |
And let
E(X|x≤t)=1F(t)βγ[−t{θ−t}γ+(θ−β)βγ−{θ−t}γ+1γ+1+βγ+1γ+1]. |
where E(X|x≤t) Conditional(Left Truncated) mean. |
Proof:
Necessary part:
E(Xr|x≤t)=1F(t)∫tθ−βxγ(θ−x)γ−1βγdx, |
E(Xr|x≤t)=1F(t)βγ[−t{θ−t}γ+(θ−β)βγ−(θ−t)γ+1γ+1+βγ+1γ+1], | (15) |
Also Sufficient part
E(Xr|x≤t)=1F(t)∫tθ−βxf(x)dx, |
E(X|x≤t)=t−∫t0F(x)F(t)dx, | (16) |
Equate (15) and (16), we get
tF(t)−∫t0F(x)dx=1βγ[−t(θ−t)γ+(θ−β)βγ−(θ−t)γ+1γ+1+βγ+1γ+1], |
tf(t)+F(t)−F(t)=1βγ[tγ(θ−t)γ−1−(θ−t)γ+(θ−t)γ], |
f(t)=γ(θ−t)γ−1βγ,θ−β<t<θ, and β,γ,θ>0. |
Let “X” be Reflected Power function Variable with Probability density function
f(x)=γ(θ−x)γ−1βγ,θ−β<x<θ, |
And let
E(X|x≥t)=1−F(t)βγ[t(θ−t)γ+(θ−t)γ+1γ+1]. |
where E(X|x≥t)conditional(Right Truncated) mean. |
Proof:
E(X|x≥t)=1−F(t)∫θtxγ(θ−X)γ−1βγdx, |
E(X|x≥t)=1−F(t)βγ[t(θ−t)γ+(θ−t)γ+1γ+1], | (17) |
Now sufficient part
E(X|x≥t)=−t−∫θt−F(x)−F(t)dx, | (18) |
Equate (17) and (18), we get
−t−F(t)−∫θt−F(x)dx=1βγ[t(θ−t)γ+(θ−t)γ+1γ+1], |
−(t(−f(t))+−F(t))+−F(t)=−1βγ[tγ(θ−t)γ−1(−1)+(θ−t)γ+(θ−t)γ(−1)], |
tf(t)=tγ(θ−t)γ−1βγ,f(t)=γ(θ−t)γ−1βγ,θ−β<t<θ, and β,θ>0. |
Let “X” be Reflected Power function Variable with Probability density function
f(x)=γ(θ−x)γ−1βγ,θ−β<x<θ. |
And let
E(X|x<X<y)=1βγ{F(y)−F(x)}[−y(θ−y)γ+x(θ−x)γ−(θ−y)γ+1γ+1+(θ−x)γ+1γ+1]. |
where E(X|x≤X≤y):Doubly Truncated Mean. |
Proof:
Necessary part:
E(X|x≤X≤y)=1F(y)−F(x)∫yxxγ(θ−x)γ−1βγdx, |
E(X|x≤X≤y)=1βγ{F(y)−F(x)}[−y(θ−y)γ+x(θ−x)γ−(θ−y)γ+1γ+1+(θ−x)γ+1γ+1] | (19) |
Now Sufficient Part:
E(X|x≤X≤y)=1{F(y)−F(x)}∫yxxf(x)dx, |
E(X|x≤X≤y)=yF(y)−xF(x)−∫yxF(x)dxF(y)−F(x), | (20) |
Equate (19) and (20), we get
yF(y)−xF(x)−∫yxF(x)dxF(y)−F(x)=1βγ{F(y)−F(x)}[−y(θ−y)γ+x(θ−x)γ−(θ−y)γ+1γ+1+(θ−x)γ+1γ+1]. |
After differentiating the above equation
yf(y)+F(y)−F(y)=1βγ[yγ(θ−y)γ−1−(θ−y)γ+(θ−y)γ], |
f(y)=γ(θ−y)γ−1βγ,θ−β<y<θ, and β,γ,θ>0. |
Let x1, x2, ..., xn be a random sample of size n from the RPFD. The log-likelihood function for the RPFD is given by
L(γ,β)=nln(γ)+(γ−1)n∑i=1ln(θ−xi)−nγln(β). |
The score vector is
Uβ(γ,β)=nγβ, | (21) |
Uγ(γ,β)=nγ+∑ni=1ln(θ−xi)−nln(β), | (22) |
The parameters of RPFD can be obtained by solving the above equations resulting from setting the two partial derivatives of L(
ˆβ=xn, | (23) |
where xn is the maximum value in the data.
ˆγ=(n(n ln(β)−∑ni=1 ln(θ−xi))). |
In this modification of the MLM, the Eq (21) is replaced by the median of RPFD.
x=θ−β(0.5)1γ, |
By solving the above expression, we get
ˆβ=θ−˜x(0.5)1/γ , |
nγ+n∑i=1ln(θ−xi)−n ln(θ− x(0.5)1γ)=0, |
ˆγ= (n(1+ ln(0.5))(n ln(θ−˜x)−∑ni=1 ln(θ−xi))). |
Dubey [40] proposed a percentile estimator of the shape parameter, based on any two sample percentiles. Marks [41] also estimated the parameters of Weibull distribution with the help of percentiles and named it as Common Percentile Method.
Let
F(x)=1−(θ−x)γβγ, |
By solving we get
x=θ−β(1−R)1/γ. | (24) |
Where R =
Let P75 and P25 are the 75th and 25th Percentiles,
P75=θ−β(1−.75)1/γ, | (25) |
P25=θ−β(1−.25)1/γ. | (26) |
Solving the above equations, we get
ˆγ= ln(1−.751−.25) ln(θ−P75θ−P25), |
and ˆβ=(θ−P75)(1−.75)1/ˆγ. |
generallyˆγ= ln(1−H1−L) ln(θ−PHθ−PL), |
and ˆβ=(θ−PH)(1−H)1/ˆγ. |
Where H = Maximum Percentage, L = Minimum Percentage and P = Percentile.
In this modification of the percentile estimators, (25) is replaced by the Median of Reflected Power function distribution.
x=θ−β(0.5)1γ, |
ˆβ=θ−˜x(0.5)1/γ , | (27) |
Also ˆβ= (θ−PH)(1−H)1/γ ,
Therefore
(θ−PH)(1−H)1/γ=θ− x(0.5)1/γ, |
ˆγ=ln(0.51−H)ln (θ−˜xθ−PH),ˆβ=θ−˜x(0.5)1/ˆγ . |
Where H = Maximum Percentage and P = Percentile.
A simulation study is used in order to compare the performance of the proposed estimation methods. We carry out this comparison taking the samples of sizes as n = 40 and 100 with pairs of (
M.S.E\left(\widehat{\beta }\right) = E\left[{\left(\widehat{\beta }–\beta \right)}^{2}\right], M.S.E\left(\widehat{\gamma }\right) = E\left[{\left(\widehat{\gamma }–\gamma \right)}^{2}\right]\text{.} |
If we study the results of the Tables (1–4), in which sample sizes are (40 and 100) and the combinations of the values of (
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 1.8605 | 0.9009 | 0.745594 | 1.21558 |
2 | 1 | 1.9515 | 1.060192 | 0.004528007 | 0.04585 | |
1.5 | 1.5 | 1.887127 | 1.143243 | 0.1558585 | 0.16375 | |
MMLM | 1 | 2 | 1.006088 | 2.93567 | 0.03329484 | 295.313 |
2 | 1 | 2.038784 | 1.222506 | 0.5796605 | 27.00332 | |
1.5 | 1.5 | 1.498582 | 2.008228 | 0.1275258 | 80.45536 | |
P.E | 1 | 2 | 0.9875404 | 2.178675 | 0.003350733 | 0.3289041 |
2 | 1 | 1.950996 | 1.09437 | 0.05049464 | 0.07982446 | |
1.5 | 1.5 | 1.476918 | 1.625356 | 0.0125727 | 0.1674232 | |
M.P.E | 1 | 2 | 0.9888006 | 2.301893 | 0.01736244 | 0.7273792 |
2 | 1 | 1.999309 | 1.150733 | 0.3069483 | 0.1901581 | |
1.5 | 1.5 | 1.492606 | 1.716947 | 0.07259521 | 0.41003 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 1.911707 | 0.8737091 | 0.8332793 | 1.271054 |
2 | 1 | 1.980318 | 1.021556 | 0.0007741486 | 0.01242771 | |
1.5 | 1.5 | 1.937788 | 1.090384 | 0.193427 | 0.1768533 | |
MMLM | 1 | 2 | 0.9994136 | 2.189761 | 0.01358523 | 0.5419498 |
2 | 1 | 2.021388 | 1.097434 | 0.2220572 | 0.1394513 | |
1.5 | 1.5 | 1.502983 | 1.64057 | 0.05312658 | 0.4238924 | |
P.E | 1 | 2 | 0.9942939 | 2.064027 | 0.001284654 | 0.09483498 |
2 | 1 | 1.97935 | 1.038889 | 0.02085466 | 0.02730554 | |
1.5 | 1.5 | 1.491543 | 1.546539 | 0.005078406 | 0.0575562 | |
M.P.E | 1 | 2 | 0.9947556 | 2.124453 | 0.007408561 | 0.2137276 |
2 | 1 | 2.008241 | 1.053431 | 0.1246356 | 0.05205558 | |
1.5 | 1.5 | 1.993461 | 1.586269 | 0.05174126 | 0.1175413 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 2.860517 | 0.6471663 | 3.466684 | 1.831741 |
2 | 1 | 2.951451 | 0.7297511 | 0.7297511 | 0.08111053 | |
1.5 | 1.5 | 2.884669 | 0.7645335 | 1.923084 | 0.5459775 | |
MMLM | 1 | 2 | 0.9959269 | 2.965069 | 0.03265827 | 537.9536 |
2 | 1 | 2.050816 | 1.334634 | 0.5815614 | 75.24864 | |
1.5 | 1.5 | 1.509755 | 1.938258 | 0.1358153 | 32.50174 | |
P.E | 1 | 2 | 0.9885461 | 2.173664 | 0.003262685 | 0.3074944 |
2 | 1 | 1.958414 | 1.086032 | 0.05149091 | 0.07893016 | |
1.5 | 1.5 | 1.473992 | 1.639258 | 0.01313542 | 0.1854989 | |
M.P.E | 1 | 2 | 0.9900613 | 2.311168 | 0.01792263 | 0.7873923 |
2 | 1 | 1.998593 | 1.147792 | 0.3185264 | 0.1839935 | |
1.5 | 1.5 | 1.486727 | 1.732373 | 0.07012046 | 0.4244317 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 2.912034 | 0.6382958 | 3.658023 | 1.854838 |
2 | 1 | 2.980348 | 0.7178598 | 0.9614713 | 0.08242887 | |
1.5 | 1.5 | 2.9371 | 0.7496401 | 2.067051 | 0.5648177 | |
MMLM | 1 | 2 | 0.9977133 | 2.197954 | 0.01377068 | 0.5290005 |
2 | 1 | 2.023109 | 1.096638 | 0.2262647 | 0.1675765 | |
1.5 | 1.5 | 1.501211 | 1.648838 | 0.054733 | 0.3114004 | |
P.E | 1 | 2 | 0.9946443 | 2.075874 | 0.001316138 | 0.1044555 |
2 | 1 | 1.979712 | 1.039048 | 0.02069052 | 0.02699896 | |
1.5 | 1.5 | 1.490577 | 1.55466 | 0.005306528 | 0.05965253 | |
M.P.E | 1 | 2 | 0.9953407 | 2.123411 | 0.007335557 | 0.2220309 |
2 | 1 | 2.004361 | 1.055047 | 0.1219972 | 0.05295546 | |
1.5 | 1.5 | 1.495992 | 1.582559 | 0.02916469 | 0.1177344 |
We have taken two different situations from real life and showed the performance of our proposed probability distribution over other already existing probability distributions. The comparison of the probability distributions has been made in both data sets on the basis of Akaike information criterion (AIC), the correct Akaike information criterion (CAIC), Bayesian information criterion (BIC) and Hannan-Quinn information criterion (HQIC).
Finally, using the above mentioned criteria’s, we have showed that the proposed RPFD perform better in both data as compared to different competitor models.
Feigl and Zelen [42] analyzed the survival times (in weeks), of 33 patients suffering from a disease named as Acute Myelogenous Leukaemia. The survival time (in weeks) is given as; 65,156,100,134, 16,108,121, 4, 39,143, 56, 26, 22, 1, 1, 5, 65, 56, 65, 17, 7, 16, 22, 3, 4, 2, 3, 8, 4, 3, 30, 4, 43. We have compared our proposed distribution with Beta Modified Weibull (BMW) by Silva et al. [10], Exponentiated Generalized Modified Weibull (EGMW) by Aryal and Elbatal [19], Weibull Power function (WPF) by Tahir et al. [31], Transmuated Power Function Distribution (TPFD) by Shahzad and Asghar [32], Exponentiated Weibull Power Function Distribution (EWPFD) by Hassan and Assar [33], Kumaraswamy Power function distribution (KPFD) by Ibrahim [34], and Power function distribution (PFD).
The TTT-plot is displayed in Figure 5, which indicates that the HRF associated with the data set has a decreasing shape, since the plot shows a first convex curvature. So, we can easily fit RPFD on the Acute Myelogenous Data.
From Table 5 and Figure 6, it is clear that the proposed model RPFD is showing better results as compare to the other competitive models by providing smallest AIC, BIC, CAIC and HQIC for the given data.
Models | AIC | BIC | CAIC | HQIC |
RPFD | 304.367 | 305.8328 | 304.5004 | 304.852 |
EWPFD | 305.852 | 313.335 | 308.074 | 308.374 |
WPF | 307.804 | 313.79 | 309.232 | 309.818 |
EGMW | 317.303 | 324.786 | 319.525 | 318.821 |
BMW | 318.967 | 326.449 | 321.189 | 321.484 |
KPFD | 329.734 | 335.72 | 331.162 | 331.748 |
TPFD | 335.131 | 339.62 | 335.959 | 336.642 |
PFD | 965.418 | 968.411 | 965.818 | 966.425 |
We have adopted the data set consisting the remission time of 128 bladder cancer patients to demonstrate the performance of our proposed Reflected power function distribution. These data were also studied by Zea et al. [14], Lee and Wang [43]. The remission times in months are given: 0.08, 0.20, 0.40, 0.50, 0.51, 0.81, 0.90, 1.05, 1.19, 1.26, 1.35, 1.40, 1.46, 1.76, 2.02, 2.02, 2.07, 2.09, 2.23, 2.26, 2.46, 2.54, 2.62, 2.64, 2.69, 2.69, 2.75, 2.83, 2.87, 3.02, 3.25, 3.31, 3.36, 3.36, 3.48, 3.52, 3.57, 3.64, 3.70, 3.82, 3.88, 4.18, 4.23, 4.26, 4.33, 4.34, 4.40, 4.50, 4.51, 4.87, 4.98, 5.06, 5.09, 5.17, 5.32, 5.32, 5.34, 5.41, 5.41, 5.49, 5.62, 5.71, 5.85, 6.25, 6.54, 6.76, 6.93, 6.94, 6.97, 7.09, 7.26, 7.28, 7.32, 7.39, 7.59, 7.62, 7.63, 7.66, 7.87, 7.93, 8.26, 8.37, 8.53, 8.65, 8.66, 9.02, 9.22, 9.47, 9.74, 10.06, 10.34, 10.66, 10.75, 11.25, 11.64, 11.79, 11.98, 12.02, 12.03, 12.07, 12.63, 13.11, 13.29, 13.80, 14.24, 14.76, 14.77, 14.83, 15.96, 16.62, 17.12, 17.14, 17.36, 18.10, 19.13, 20.28, 21.73, 22.69, 23.63, 25.74, 25.82, 26.31, 32.15, 34.26, 36.66, 43.01, 46.12, 79.05.
We have compared our proposed Reflected power function distribution with the Beta Exponentiated Pareto distribution (BEPD) by Zea et al. [14], Marshall-Olkin Power Lomax Distribution (MOPLx) by Haq et al. [30] Kumaraswamy Power function distribution (KPFD) by Ibrahim [34], McDonald's Power function distribution (McPFD) by Haq et al. [36], and Power function distribution (PFD).
The TTT-plot of the remission time(in months) for bladder cancer patients is exhibited in Figure 7, we may see that the Hazard rate function has little bit bathtub shape, So, we may easily fit RPFD on the bladder cancer data.
From Table 6 and Figure 8, we see that the RPFD provides better fit for the above data set as it provides minimum AIC, BIC, CAIC, HQIC.
Models | AIC | BIC | CAIC | HQIC |
RPFD | 810.3251 | 813.1693 | 810.3571 | 811.4807 |
McPFD | 811.5785 | 821.9553 | 811.9064 | 816.2008 |
KPFD | 814.0711 | 822.6037 | 814.2662 | 817.5378 |
MOPLx | 827.075 | 832.483 | 825.5162 | 847.3287 |
BEPD | 826.1318 | 837.5085 | 826.4596 | 830.7540 |
PFD | 942.4546 | 945.2988 | 942.4866 | 943.6102 |
We propose and study the different properties of RPFD. This distribution has applications in many fields such as reliability, economics, actuaries and survival analysis. We study the several properties of the distribution as moments, survival function, hazard function, inverse moments, shanon entropy, conditional moments, Lorenz curve, incomplete moments and order statistics. We have also characterized the distribution by conditional moments (Right and Left Truncated mean) and doubly truncated mean (DTM). Different estimation methods have been used to estimate the parameters of RPFD including MLM, MMLM, P.E and M.P.E. We have used two real life data sets in order to show the performance of the proposed model over the already available probability models. It is hoped that the findings of this paper will be useful for researchers in different field of applied sciences.
phh = c(); pll = c(); vhat = c(); dsv = c(); bhat = c(); dsbhat = c()
n = 40 #sample size
for(i in 1:5000){
r < -runif(n)
b < -1.5 #scale parameter
v < -1.5 #shape parameter
theta < -3 #reflecting parameter
x < -theta-(b*((1-r)^(1/v)))
vhat[i] < -(n/((n*(log(max(x))))-(sum(log(theta-x)))))
dsv[i] < -((vhat[i]-v)^2)
bhat[i] < -max(x)
dsbhat[i] < -((bhat[i]-b)^2)
}
estv < -mean(vhat)
estb < -mean(bhat)
msev < -mean(dsv)
mseb < -mean(dsbhat)
phh = c(); pll = c(); vhat = c(); dsv = c(); bhat = c(); dsbhat = c()
n = 40 #sample size
for(i in 1:5000){
r < -runif(n)
b < -1.5 #scale parameter
v < -1.5 #shape parameter
theta < -3 #reflecting parameter
x < -theta-(b*((1-r)^(1/v)))
vhat[i] < -(n*(1+log(0.5)))/((n*(log(theta-median(x))))-sum(log(theta-x)))
dsv[i] < -((vhat[i]-v)^2)
bhat[i] < -(theta-median(x))/(0.5^(1/(vhat[i])))
dsbhat[i] < -((bhat[i]-b)^2)
}
estb < -mean(bhat)
estv < -mean(vhat)
msev < -mean(dsv)
mseb < -mean(dsbhat)
phh = c(); pll = c(); vhat = c(); dsv = c(); bhat = c(); dsb = c()
n = 40 #sample size
h < -0.75 #maximum percentage
l < -0.25 #minimum percentage
for(i in 1:5000){
r < -runif(n)
b < -1.5 # scale parameter
v < -1.5 # shape parameter
theta < -3 #reflecting parameter
x < -theta-(b*((1-r)^(1/v)))
phh[i] < -(quantile(x)[4])
pll[i] < -(quantile(x)[2])
vhat[i] < -((log((1-h)/(1-l)))/(log((theta-phh[i])/(theta-pll[i]))))
dsv[i] < -((vhat[i]-v)^2)
bhat[i] < -(theta-(phh[i]))/((1-h)^(1/((vhat[i]))))
dsb[i] < -((bhat[i]-b)^2)
}
estv < -mean(vhat)
msev < -mean(dsv)
estb < -mean(bhat)
mseb < -mean(dsb)
phh = c(); pll = c(); vhat = c(); dsv = c(); bhat = c(); dsb = c()
n = 40 #sample size
h < -0.75 #maximum percentage
l < -0.25 #minimum percentage
for(i in 1:5000){
r < -runif(n)
b < -1.5 #scale parameter
v < -1.5 #shape parameter
theta < -3 #reflecting parameter
x < -theta-(b*((1-r)^(1/v)))
phh[i] < -(quantile(x)[4])
pll[i] < -(quantile(x)[2])
vhat[i] < -((log((0.5)/(1-h)))/(log((theta-median(x))/(theta-phh[i]))))
dsv[i] < -((vhat[i]-v)^2)
bhat[i] < -(theta-(median(x)))/((0.5)^(1/((vhat[i]))))
dsb[i] < -((bhat[i]-b)^2)
}
estv < -mean(vhat)
msev < -mean(dsv)
estb < -mean(bhat)
mseb < -mean(dsb)
Acute Myelogenous Data < -c(65,100,134, 16,108,121, 4, 39,143,
56, 26, 22, 1, 1, 5, 65, 56, 65, 17, 7, 16, 22, 3, 4,
2, 3, 8, 4, 3, 30, 4, 43)
PDF_RPFD < - function(par, x){
v < -par[1] #shape parameter
theta < -156 #reflecting parameter
b < -156 # scale parameter
(theta - x)^(v - 1) * v/(b^v)
}
CDF_RPFD < - function(par, x){
v < -par[1]
theta < -156
b < -156
(1-(((theta-x)^v)/(b^v)))
}
goodness.fit(pdf = PDF_RPFD, cdf = CDF_RPFD,
starts = c(1), data = Acute Myelogenous Data,
method="CG", domain = c(0,156), mle = NULL)
All the authors declare no conflict of interest.
We are grateful to the anonymous reviewers for their valuable comments and suggestions in improving the manuscript.
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Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 1.8605 | 0.9009 | 0.745594 | 1.21558 |
2 | 1 | 1.9515 | 1.060192 | 0.004528007 | 0.04585 | |
1.5 | 1.5 | 1.887127 | 1.143243 | 0.1558585 | 0.16375 | |
MMLM | 1 | 2 | 1.006088 | 2.93567 | 0.03329484 | 295.313 |
2 | 1 | 2.038784 | 1.222506 | 0.5796605 | 27.00332 | |
1.5 | 1.5 | 1.498582 | 2.008228 | 0.1275258 | 80.45536 | |
P.E | 1 | 2 | 0.9875404 | 2.178675 | 0.003350733 | 0.3289041 |
2 | 1 | 1.950996 | 1.09437 | 0.05049464 | 0.07982446 | |
1.5 | 1.5 | 1.476918 | 1.625356 | 0.0125727 | 0.1674232 | |
M.P.E | 1 | 2 | 0.9888006 | 2.301893 | 0.01736244 | 0.7273792 |
2 | 1 | 1.999309 | 1.150733 | 0.3069483 | 0.1901581 | |
1.5 | 1.5 | 1.492606 | 1.716947 | 0.07259521 | 0.41003 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 1.911707 | 0.8737091 | 0.8332793 | 1.271054 |
2 | 1 | 1.980318 | 1.021556 | 0.0007741486 | 0.01242771 | |
1.5 | 1.5 | 1.937788 | 1.090384 | 0.193427 | 0.1768533 | |
MMLM | 1 | 2 | 0.9994136 | 2.189761 | 0.01358523 | 0.5419498 |
2 | 1 | 2.021388 | 1.097434 | 0.2220572 | 0.1394513 | |
1.5 | 1.5 | 1.502983 | 1.64057 | 0.05312658 | 0.4238924 | |
P.E | 1 | 2 | 0.9942939 | 2.064027 | 0.001284654 | 0.09483498 |
2 | 1 | 1.97935 | 1.038889 | 0.02085466 | 0.02730554 | |
1.5 | 1.5 | 1.491543 | 1.546539 | 0.005078406 | 0.0575562 | |
M.P.E | 1 | 2 | 0.9947556 | 2.124453 | 0.007408561 | 0.2137276 |
2 | 1 | 2.008241 | 1.053431 | 0.1246356 | 0.05205558 | |
1.5 | 1.5 | 1.993461 | 1.586269 | 0.05174126 | 0.1175413 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 2.860517 | 0.6471663 | 3.466684 | 1.831741 |
2 | 1 | 2.951451 | 0.7297511 | 0.7297511 | 0.08111053 | |
1.5 | 1.5 | 2.884669 | 0.7645335 | 1.923084 | 0.5459775 | |
MMLM | 1 | 2 | 0.9959269 | 2.965069 | 0.03265827 | 537.9536 |
2 | 1 | 2.050816 | 1.334634 | 0.5815614 | 75.24864 | |
1.5 | 1.5 | 1.509755 | 1.938258 | 0.1358153 | 32.50174 | |
P.E | 1 | 2 | 0.9885461 | 2.173664 | 0.003262685 | 0.3074944 |
2 | 1 | 1.958414 | 1.086032 | 0.05149091 | 0.07893016 | |
1.5 | 1.5 | 1.473992 | 1.639258 | 0.01313542 | 0.1854989 | |
M.P.E | 1 | 2 | 0.9900613 | 2.311168 | 0.01792263 | 0.7873923 |
2 | 1 | 1.998593 | 1.147792 | 0.3185264 | 0.1839935 | |
1.5 | 1.5 | 1.486727 | 1.732373 | 0.07012046 | 0.4244317 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 2.912034 | 0.6382958 | 3.658023 | 1.854838 |
2 | 1 | 2.980348 | 0.7178598 | 0.9614713 | 0.08242887 | |
1.5 | 1.5 | 2.9371 | 0.7496401 | 2.067051 | 0.5648177 | |
MMLM | 1 | 2 | 0.9977133 | 2.197954 | 0.01377068 | 0.5290005 |
2 | 1 | 2.023109 | 1.096638 | 0.2262647 | 0.1675765 | |
1.5 | 1.5 | 1.501211 | 1.648838 | 0.054733 | 0.3114004 | |
P.E | 1 | 2 | 0.9946443 | 2.075874 | 0.001316138 | 0.1044555 |
2 | 1 | 1.979712 | 1.039048 | 0.02069052 | 0.02699896 | |
1.5 | 1.5 | 1.490577 | 1.55466 | 0.005306528 | 0.05965253 | |
M.P.E | 1 | 2 | 0.9953407 | 2.123411 | 0.007335557 | 0.2220309 |
2 | 1 | 2.004361 | 1.055047 | 0.1219972 | 0.05295546 | |
1.5 | 1.5 | 1.495992 | 1.582559 | 0.02916469 | 0.1177344 |
Models | AIC | BIC | CAIC | HQIC |
RPFD | 304.367 | 305.8328 | 304.5004 | 304.852 |
EWPFD | 305.852 | 313.335 | 308.074 | 308.374 |
WPF | 307.804 | 313.79 | 309.232 | 309.818 |
EGMW | 317.303 | 324.786 | 319.525 | 318.821 |
BMW | 318.967 | 326.449 | 321.189 | 321.484 |
KPFD | 329.734 | 335.72 | 331.162 | 331.748 |
TPFD | 335.131 | 339.62 | 335.959 | 336.642 |
PFD | 965.418 | 968.411 | 965.818 | 966.425 |
Models | AIC | BIC | CAIC | HQIC |
RPFD | 810.3251 | 813.1693 | 810.3571 | 811.4807 |
McPFD | 811.5785 | 821.9553 | 811.9064 | 816.2008 |
KPFD | 814.0711 | 822.6037 | 814.2662 | 817.5378 |
MOPLx | 827.075 | 832.483 | 825.5162 | 847.3287 |
BEPD | 826.1318 | 837.5085 | 826.4596 | 830.7540 |
PFD | 942.4546 | 945.2988 | 942.4866 | 943.6102 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 1.8605 | 0.9009 | 0.745594 | 1.21558 |
2 | 1 | 1.9515 | 1.060192 | 0.004528007 | 0.04585 | |
1.5 | 1.5 | 1.887127 | 1.143243 | 0.1558585 | 0.16375 | |
MMLM | 1 | 2 | 1.006088 | 2.93567 | 0.03329484 | 295.313 |
2 | 1 | 2.038784 | 1.222506 | 0.5796605 | 27.00332 | |
1.5 | 1.5 | 1.498582 | 2.008228 | 0.1275258 | 80.45536 | |
P.E | 1 | 2 | 0.9875404 | 2.178675 | 0.003350733 | 0.3289041 |
2 | 1 | 1.950996 | 1.09437 | 0.05049464 | 0.07982446 | |
1.5 | 1.5 | 1.476918 | 1.625356 | 0.0125727 | 0.1674232 | |
M.P.E | 1 | 2 | 0.9888006 | 2.301893 | 0.01736244 | 0.7273792 |
2 | 1 | 1.999309 | 1.150733 | 0.3069483 | 0.1901581 | |
1.5 | 1.5 | 1.492606 | 1.716947 | 0.07259521 | 0.41003 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 1.911707 | 0.8737091 | 0.8332793 | 1.271054 |
2 | 1 | 1.980318 | 1.021556 | 0.0007741486 | 0.01242771 | |
1.5 | 1.5 | 1.937788 | 1.090384 | 0.193427 | 0.1768533 | |
MMLM | 1 | 2 | 0.9994136 | 2.189761 | 0.01358523 | 0.5419498 |
2 | 1 | 2.021388 | 1.097434 | 0.2220572 | 0.1394513 | |
1.5 | 1.5 | 1.502983 | 1.64057 | 0.05312658 | 0.4238924 | |
P.E | 1 | 2 | 0.9942939 | 2.064027 | 0.001284654 | 0.09483498 |
2 | 1 | 1.97935 | 1.038889 | 0.02085466 | 0.02730554 | |
1.5 | 1.5 | 1.491543 | 1.546539 | 0.005078406 | 0.0575562 | |
M.P.E | 1 | 2 | 0.9947556 | 2.124453 | 0.007408561 | 0.2137276 |
2 | 1 | 2.008241 | 1.053431 | 0.1246356 | 0.05205558 | |
1.5 | 1.5 | 1.993461 | 1.586269 | 0.05174126 | 0.1175413 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 2.860517 | 0.6471663 | 3.466684 | 1.831741 |
2 | 1 | 2.951451 | 0.7297511 | 0.7297511 | 0.08111053 | |
1.5 | 1.5 | 2.884669 | 0.7645335 | 1.923084 | 0.5459775 | |
MMLM | 1 | 2 | 0.9959269 | 2.965069 | 0.03265827 | 537.9536 |
2 | 1 | 2.050816 | 1.334634 | 0.5815614 | 75.24864 | |
1.5 | 1.5 | 1.509755 | 1.938258 | 0.1358153 | 32.50174 | |
P.E | 1 | 2 | 0.9885461 | 2.173664 | 0.003262685 | 0.3074944 |
2 | 1 | 1.958414 | 1.086032 | 0.05149091 | 0.07893016 | |
1.5 | 1.5 | 1.473992 | 1.639258 | 0.01313542 | 0.1854989 | |
M.P.E | 1 | 2 | 0.9900613 | 2.311168 | 0.01792263 | 0.7873923 |
2 | 1 | 1.998593 | 1.147792 | 0.3185264 | 0.1839935 | |
1.5 | 1.5 | 1.486727 | 1.732373 | 0.07012046 | 0.4244317 |
Methods | True Values | Estimated Values | M.S.E | |||
MLM | 1 | 2 | 2.912034 | 0.6382958 | 3.658023 | 1.854838 |
2 | 1 | 2.980348 | 0.7178598 | 0.9614713 | 0.08242887 | |
1.5 | 1.5 | 2.9371 | 0.7496401 | 2.067051 | 0.5648177 | |
MMLM | 1 | 2 | 0.9977133 | 2.197954 | 0.01377068 | 0.5290005 |
2 | 1 | 2.023109 | 1.096638 | 0.2262647 | 0.1675765 | |
1.5 | 1.5 | 1.501211 | 1.648838 | 0.054733 | 0.3114004 | |
P.E | 1 | 2 | 0.9946443 | 2.075874 | 0.001316138 | 0.1044555 |
2 | 1 | 1.979712 | 1.039048 | 0.02069052 | 0.02699896 | |
1.5 | 1.5 | 1.490577 | 1.55466 | 0.005306528 | 0.05965253 | |
M.P.E | 1 | 2 | 0.9953407 | 2.123411 | 0.007335557 | 0.2220309 |
2 | 1 | 2.004361 | 1.055047 | 0.1219972 | 0.05295546 | |
1.5 | 1.5 | 1.495992 | 1.582559 | 0.02916469 | 0.1177344 |
Models | AIC | BIC | CAIC | HQIC |
RPFD | 304.367 | 305.8328 | 304.5004 | 304.852 |
EWPFD | 305.852 | 313.335 | 308.074 | 308.374 |
WPF | 307.804 | 313.79 | 309.232 | 309.818 |
EGMW | 317.303 | 324.786 | 319.525 | 318.821 |
BMW | 318.967 | 326.449 | 321.189 | 321.484 |
KPFD | 329.734 | 335.72 | 331.162 | 331.748 |
TPFD | 335.131 | 339.62 | 335.959 | 336.642 |
PFD | 965.418 | 968.411 | 965.818 | 966.425 |
Models | AIC | BIC | CAIC | HQIC |
RPFD | 810.3251 | 813.1693 | 810.3571 | 811.4807 |
McPFD | 811.5785 | 821.9553 | 811.9064 | 816.2008 |
KPFD | 814.0711 | 822.6037 | 814.2662 | 817.5378 |
MOPLx | 827.075 | 832.483 | 825.5162 | 847.3287 |
BEPD | 826.1318 | 837.5085 | 826.4596 | 830.7540 |
PFD | 942.4546 | 945.2988 | 942.4866 | 943.6102 |