scholarly journals A New Scale-Invariant Lindley Extension Distribution and Its Applications

2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Mohamed Kayid ◽  
Rayof Alskhabrah ◽  
Arwa M. Alshangiti
Keyword(s):  
Maximum Likelihood ◽  
Failure Rate ◽  
Residual Life ◽  
Rate Function ◽  
Likelihood Method ◽  
Mean Residual Life ◽  
Data Sets ◽  
Scale Invariant ◽  
Failure Rate Function ◽  
Right Censored Data

A new scale-invariant extension of the Lindley distribution and its power generalization has been introduced. The moments and the moment-generating functions of the proposed models have closed forms. The failure rate, the mean residual life, and the α -quantile residual life functions have been explored. The failure rate function of these models accommodates increasing, bathtub-shaped, and increasing then bathtub-shaped forms. The parameters of the models have been estimated by the maximum likelihood method for the complete and right-censored data. In a simulation study, the efficiency and consistency of the maximum likelihood estimator have been investigated. Then, the proposed models were fitted to four data sets to show their flexibility and applicability.

scholarly journals The Half-Logistic Lomax Distribution for Lifetime Modeling

2018 ◽  
Vol 2018 ◽  
pp. 1-12 ◽  
Author(s):  
Masood Anwar ◽  
Jawaria Zahoor
Keyword(s):  
Maximum Likelihood ◽  
Residual Life ◽  
Information Matrix ◽  
Simulated Data ◽  
Quantile Function ◽  
Rate Function ◽  
Mean Residual Life ◽  
Data Sets ◽  
Estimation Of Parameters ◽  
Proposed Model

We introduce a new two-parameter lifetime distribution called the half-logistic Lomax (HLL) distribution. The proposed distribution is obtained by compounding half-logistic and Lomax distributions. We derive some mathematical properties of the proposed distribution such as the survival and hazard rate function, quantile function, mode, median, moments and moment generating functions, mean deviations from mean and median, mean residual life function, order statistics, and entropies. The estimation of parameters is performed by maximum likelihood and the formulas for the elements of the Fisher information matrix are provided. A simulation study is run to assess the performance of maximum-likelihood estimators (MLEs). The flexibility and potentiality of the proposed model are illustrated by means of real and simulated data sets.

scholarly journals A New Lifetime Model: Copulas, Properties and Real Lifetime Data Applications

2021 ◽  
pp. 195-211
Author(s):  
Wahid Shehata
Keyword(s):  
Maximum Likelihood ◽  
Rate Function ◽  
Likelihood Method ◽  
Model Parameters ◽  
Data Sets ◽  
Finite Sample ◽  
Failure Rate Function ◽  
Failure Times ◽  
Lifetime Model ◽  
New Distribution

A new four parameter lifetime model called the Weibullgeneralized Lomax is proposed and studied.  The new density function can be "right skewed", "symmetric" and "left skewed" and its corresponding failure rate function can be "monotonically decreasing", " monotonically increasing" and "constant". The skewness of the new distribution can negative and positive. The maximum likelihood method is employed and used for estimating the model parameters. Using the "biases" and "mean squared errors", we performed simulation experiments for assessing the finite sample behavior of the maximum likelihood estimators. The new model deserved to be chosen as the best model among many well-known Lomax extension such as exponentiated Lomax, gamma Lomax, Kumaraswamy Lomax, odd log-logistic Lomax, Macdonald Lomax, beta Lomax, reduced odd log-logistic Lomax, reduced Burr-Hatke Lomax, reduced WG-Lx, special generalized mixture Lomax and the standard Lomax distributions in modeling the "failure times" and the "service times" data sets.

scholarly journals A new Weibull Exponentiated Inverted Weibull Distribution for modelling positively-skewed data

2021 ◽  
Vol 27 (1) ◽  
pp. 43-53
Author(s):  
J.O. Braimah ◽  
J.A. Adjekukor ◽  
N. Edike ◽  
S.O. Elakhe
Keyword(s):  
Weibull Distribution ◽  
Failure Rate ◽  
Real Life ◽  
Rate Function ◽  
Likelihood Method ◽  
Estimation Of Parameters ◽  
Failure Rate Function ◽  
Lifetime Distributions ◽  
Increasing Failure Rate ◽  
Modeling Data

An Exponentiated Inverted Weibull Distribution (EIWD) has a hazard rate (failure rate) function that is unimodal, thus making it less efficient for modeling data with an increasing failure rate (IFR). Hence, the need to generalize the EIWD in order to obtain a distribution that will be proficient in modeling these types of dataset (data with an increasing failure rate). This paper therefore, extends the EIWD in order to obtain Weibull Exponentiated Inverted Weibull (WEIW) distribution using the Weibull-Generator technique. Some of the properties investigated include the mean, variance, median, moments, quantile and moment generating functions. The explicit expressions were derived for the order statistics and hazard/failure rate function. The estimation of parameters was derived using the maximum likelihood method. The developed model was applied to a real-life dataset and compared with some existing competing lifetime distributions. The result revealed that the (WEIW) distribution provided a better fit to the real life dataset than the existing Weibull/Exponential family distributions.

On bounds for some optimal policies in reliability

2002 ◽  
Vol 39 (3) ◽  
pp. 491-502 ◽  
Author(s):  
Jie Mi
Keyword(s):  
Lower Bound ◽  
Residual Life ◽  
Rate Function ◽  
Replacement Policy ◽  
Mean Residual Life ◽  
Failure Rate Function ◽  
Underlying Distribution ◽  
Bathtub Shape ◽  
Reliability Characteristics ◽  
Quality Of Products

Often in the study of reliability and its applications, the goal is to maximize or minimize certain reliability characteristics or some cost functions. For example, burn-in is a procedure used to improve the quality of products before they are used in the field. A natural question which arises is how long the burn-in procedure should last in order to maximize the mean residual life or the conditional survival probability. In the literature, an upper bound for the optimal burn-in time is obtained by assuming that the underlying distribution of the products has a bathtub-shaped failure rate function; however, no lower bound is available. A similar question arises in studying replacement policy, warranty policy, and inspection models. This article gives a lower bound for the optimal burn-in time, and lower and upper bounds for the optimal replacement and warranty policies, under the same bathtub-shape assumption.

scholarly journals Determination of failure rate function on the basis оf the markovian process

2021 ◽  
pp. 79-87
Author(s):  
Iryna Bashkevych ◽  
◽  
Yurii Yevseichyk ◽  
Kostiantyn Medvediev ◽  
Leonid Yanchuk ◽  
...  
Keyword(s):  
Failure Rate ◽  
Residual Life ◽  
Analytical Form ◽  
Rate Function ◽  
Markovian Process ◽  
Failure Rate Function ◽  
Repair Work ◽  
Rate Functions ◽  
Maintenance Work ◽  
The Cost

The life cycle of a construction (or its element) is considered as markovian process with discrete states and continuous time. Five operational states have been accepted, in which the construction may be. The corresponding system of differential equations is obtained for the case of a homogeneous markovian process with a constant conversion rate (Kolmogorov system). The method of uncertain coefficients is applied to solve the system of equations in analytical form. The obtained solutions make it possible to determine the probability of finding the construction in a particular state as well as the most likely transition time from one operational state to another. Security function defined as the probability of not finding the construction in its last (inoperable) state and the failure rate function. The graphs of the probability of finding a construction in each of the five states, reliability and failure rate functions are presented and investigated. The obtained analytical dependences make it possible to determine the longevity and residual life of the work both individual elements and structures as a whole and optimize scheduling for ongoing maintenance work, significantly improve the performance of the structure, reduce the cost of repair work and extend the life of the structure.

scholarly journals A Novel Generalized Family of Distributions for Engineering and Life Sciences Data Applications

2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Najma Salahuddin ◽  
Alamgir Khalil ◽  
Wali Khan Mashwani ◽  
Habib Shah ◽  
Pijitra Jomsri ◽  
...  
Keyword(s):  
Maximum Likelihood ◽  
Mean Squared Error ◽  
Residual Life ◽  
Parametric Estimation ◽  
Maximum Likelihood Estimates ◽  
Likelihood Method ◽  
Mean Residual Life ◽  
Estimation Of Parameters ◽  
Lifetime Distributions ◽  
The Family

In this paper, a new method is proposed to expand the family of lifetime distributions. The suggested method is named as Khalil new generalized family (KNGF) of distributions. A special submodel, termed as Khalil new generalized Pareto (KNGP) distribution, is investigated from the family with one shape and two scale parameters. A number of mathematical properties of the submodel have been derived including moments, moment-generating function, quantile function, entropy measures, order statistics, mean residual life function, and maximum likelihood method for the estimation of parameters. The proposed distribution is very flexible in its nature covering several hazard rate shapes (symmetric and asymmetric). To examine the performance of the maximum likelihood estimates in terms of their bias and mean squared error using simulated samples, a simulation study is carried out. Furthermore, parametric estimation of the model is conferred using the method of maximum likelihood, and the practicality of the proposed family is illustrated with the help of real datasets. Finally, we hope that the new suggested flexible KNGF may produce useful models for fitting monotonic and nonmonotonic data related to survival analysis and reliability analysis.

scholarly journals Half-Logistic Xgamma Distribution: Properties and Estimation under Censored Samples

2020 ◽  
Vol 2020 ◽  
pp. 1-18
Author(s):  
Rashad Bantan ◽  
Amal S. Hassan ◽  
Mahmoud Elsehetry ◽  
B. M. Golam Kibria
Keyword(s):  
Maximum Likelihood ◽  
Residual Life ◽  
Stochastic Ordering ◽  
Real Data ◽  
Least Square ◽  
Likelihood Method ◽  
Mean Residual Life ◽  
Model Parameters ◽  
Censored Samples ◽  
Von Mises

This paper proposed a new probability distribution, namely, the half-logistic xgamma (HLXG) distribution. Various statistical properties, such as, moments, incomplete moments, mean residual life, and stochastic ordering of the proposed distribution, are discussed. Parameter estimation of the half-logistic xgamma distribution is approached by the maximum likelihood method based on complete and censored samples. Asymptotic confidence intervals of model parameters are provided. A simulation study is conducted to illustrate the theoretical results. Moreover, the model parameters of the HLXG distribution are estimated by using the maximum likelihood, least square, maximum product spacing, percentile, and Cramer–von Mises (CVM) methods. Superiority of the new model over some existing distributions is illustrated through three real data sets.

ON THE BEHAVIORS OF THE PERCENTILE RESIDUAL LIFE FOR COMPONENTS AND FOR K-OUT-OF-N SYSTEMS

2015 ◽  
Vol 29 (2) ◽  
pp. 291-308
Author(s):  
Yan Shen ◽  
Zhisheng Ye
Keyword(s):  
Failure Rate ◽  
Change Point ◽  
Residual Life ◽  
Parallel Systems ◽  
Rate Function ◽  
Single Component ◽  
Failure Rate Function ◽  
Component Failure ◽  
Number Of Components ◽  
Intimate Relations

This paper investigates properties of the percentile residual life (PRL) function for a single component and for a k-out-of-n system. The shape of the component PRL function can be determined by the component failure rate function. The intimate relations between these two functions are studied first. Then we generalize the results to a k-out-of-n system by assuming independent and identical components. We show that the behavior of the PRL for a k-out-of-n system is quite different from the component PRL. We also find that for series and parallel systems, the location of the change point of the PRL is monotone in the number of components in a system.

scholarly journals A New Flexible Generalized Lindley Model: Properties, Estimation and Applications

Symmetry ◽  
2020 ◽  
Vol 12 (10) ◽  
pp. 1678
Author(s):  
Abdulrahman Abouammoh ◽  
Mohamed Kayid
Keyword(s):  
Maximum Likelihood ◽  
Likelihood Estimation ◽  
Real Data ◽  
Moment Generating Function ◽  
Rate Function ◽  
Failure Rate Function ◽  
Right Censored Data ◽  
Special Cases ◽  
The Moment ◽  
The Right

A new method for generalizing the Lindley distribution, by increasing the number of mixed models is presented formally. This generalized model, which is called the generalized Lindley of integer order, encompasses the exponential and the usual Lindley distributions as special cases when the order of the model is fixed to be one and two, respectively. The moments, the variance, the moment generating function, and the failure rate function of the initiated model are extracted. Estimation of the underlying parameters by the moment and the maximum likelihood methods are acquired. The maximum likelihood estimation for the right censored data has also been discussed. In a simulation running for various orders and censoring rates, efficiency of the maximum likelihood estimator has been explored. The introduced model has ultimately been fitted to two real data sets to emphasize its application.

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