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Biometrics & Biostatistics International Journal

Research Article Volume 6 Issue 1

A quasi shanker distribution and its applications

Rama Shanker, Kamlesh Kumar Shukla

Department of Statistics, Eritrea Institute of Technology, Eritrea

Correspondence: Rama Shanker, Department of Statistics, Eritrea Institute of Technology, Asmara, Eritrea

Received: June 03, 2017 | Published: June 13, 2017

Citation: Shanker R. A quasi shanker distribution and its applications. Biom Biostat Int J. 2017;6(1):267-276. DOI: 10.15406/bbij.2017.06.00156

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Abstract

In the present paper, a two-parameter quasi Shanker distribution (QSD) which includes one parameter Shanker distribution introduced by Shanker1 as a special case has been proposed. Its statistical and mathematical properties including moments and moments based measures, hazard rate function, mean residual life function, stochastic ordering, mean deviations, Bonferroni and Lorenz curves and stress-strengthreliability have also been discussed. The method of maximum likelihood estimation has been discussed for estimating the parameters of QSD. Finally, the goodness of fit of the QSD has been discussed with two real lifetime data and the fit is quite satisfactory over one parameter exponential, Lindley and Shanker distributions.

Keywords: shanker distribution, moments, hazard rate function, mean residual life function, stochastic ordering, mean deviations, stress-strength reliability, estimation of parameters, goodness of fit

Introduction

Shanker1 has introduced a one parameter lifetime distribution for modeling lifetime data from biomedical science and engineering having probability density function(pdf) and cumulative distribution function(cdf) given by

f1(x;θ)=θ2θ2+1(θ+x)eθx;x>0,θ>0 …. (1.1)
F1(x,θ)=1[1+θxθ2+1]eθx;x>0,θ>0  (1.2)

Shanker1 has shown that it gives better fit than both one parameter exponential and Lindley2 distributions. This distribution is a mixture of exponential (θ) and gamma (2,θ) distributions with their mixing proportionθ2θ2+1 and1θ2+1 respectively.
The first four moments about origin of Shanker distribution obtained by Shanker1 are given as

μ1=θ2+2θ(θ2+1) ,μ2=2(θ2+3)θ2(θ2+1) , μ3=6(θ2+4)θ3(θ2+1) ,μ4=24(θ2+5)θ4(θ2+1)

The central moments of Shanker distribution obtained by Shanker1 are

μ2=θ4+4θ2+2θ2(θ2+1)2
μ3=2(θ6+6θ4+6θ2+2)θ3(θ2+1)3
μ4=3(3θ8+24θ6+44θ4+32θ2+8)θ4(θ2+1)4

Shanker1 studied its important properties including coefficient of variation, skewness, kurtosis, Index of dispersion, hazard rate function, mean residual life function, stochastic ordering, mean deviations, order statistics, Bonferroni and Lorenz curves, Renyi entropy measure, and stress-strength reliability. The discrete Poisson - Shanker distribution, a Poisson mixture of Shanker distribution has also been studied by Shanker.3.

Recall that the Lindley distribution, introduced by Lindley2 in the context of Bayesian analysis as a counter example of fiducial statistics, is defined by its pdf and cdf

f2(x;θ)=θ2θ+1(1+x)eθx;x>0,θ>0  (1.3)
F2(x;θ)=1[1+θxθ+1]eθx;x>0,θ>0 (1.4)

In this paper, a two - parameter quasi Shanker distribution (QSD), of which one parameter Shanker distribution introduced by Shanker1 is a particular case, has been proposed. Its raw moments and central moments have been obtained and coefficients of variation, skewness, kurtosis and index of dispersion have been discussed. Some of its important mathematical and statistical properties including hazard rate function, mean residual life function, stochastic ordering, mean deviations, Bonferroni and Lorenz curves and stress-strength reliability have also been discussed. The estimation of the parameters has been discussed using maximum likelihood estimation. The goodness of fit of QSD has been illustrated with two real lifetime data sets and the fit has been compared with one parameter exponential, Lindley and Shanker distributions.

A Quasi shanker distribution

A two - parameter quasi Shanker distribution (QSD) having parameters θ  and α  is defined by its pdf

f(x;θ,α)=θ3θ3+θ+2α(θ+x+αx2)eθx;x>0,θ>0,θ3+θ+2α>0. (2.1)
It can be easily verified that (2.1) reduces to the Shanker distribution (1.1) at α=0 . It can be easily verified that QSD is a three-component mixture of exponential(θ) , gamma (2,θ) and gamma(3,θ) distributions. We have

f(x;θ,α)=p1f1(x;θ)+p2f2(x;2,θ)+(1p1p2)f3(x;3,θ) (2.2)

where

p1=θ3θ3+θ+2α,p2=θθ3+θ+2α ,
f1(x;θ)=θeθx;x>0,θ>0
f2(x;2,θ)=θ2Γ(2)eθxx21;x>0,θ>0
f3(x;3,θ)=θ3Γ(3)eθxx31;x>0,θ>0

The corresponding cdf of QSD (2.1) can be obtained as

F(x;θ,α)=1[1+αθ2x2+θx(θ+2α)θ3+θ+2α]eθx;  x>0,θ>0 (2.3)

The nature and behavior of the pdf and the cdf of QSD for varying values of the parameters θandα have been explained graphically and presented in Figures 1 & 2, respectively.

Figure 1 Graphs of the pdf of QSD for varying values of parameters θ  and α

Figure 2 Graphs of the cdf of QSD for varying values of parameters θ and α.

Statistical constants

The r th moment about origin of QSD can be obtained as

μr=r![θ3+(r+1)θ+(r+1)(r+2)α]θr(θ3+θ+2α);r=1,2,3,.. (3.1)

Thus, the first four moments about origin of QSD are given by

μ1=θ3+2θ+6αθ(θ3+θ+2α)  , μ2=2(θ3+3θ+12α)θ2(θ3+θ+2α)
μ3=6(θ3+4θ+20α)θ3(θ3+θ+2α)  , μ4=24(θ3+5θ+30α)θ4(θ3+θ+2α)

Using relationship between central moments and moments about origin, the central moments of QSD (2.1) are thus obtained as

                                                                   μ2=θ6+4θ4+16θ3α+2θ2+12θα+12α2θ2(θ3+θ+2α)2
μ3=2{θ9+6θ7+30θ6α+6θ5+42θ4α+(36α2+2)θ3+18θ2α+36θα2+24α3}θ3(θ3+θ+2α)3
μ4=3{3θ12+24θ10+128θ9α+44θ8+344θ7α+(408α2+32)θ6+320θ5α+(768α2+8)θ4+(576α3+96α)θ3+336θ2α2+480θα3+240α4}θ4(θ3+θ+2α)4
The coefficient of variation(C.V) , coefficient of skewness(β1) , coefficient of kurtosis (β2) and index of dispersion (γ) of QSD are obtained as

C.V=σμ1=θ6+4θ4+16θ3α+2θ2+12θα+12α2θ3+2θ+6α

β1=μ3μ23/2=2{θ9+6θ7+30θ6α+6θ5+42θ4α+(36α2+2)θ3+18θ2α+36θα2+24α3}(θ6+4θ4+16θ3α+2θ2+12θα+12α2)3/2

β2=μ4μ22=3{3θ12+24θ10+128θ9α+44θ8+344θ7α+(408α2+32)θ6+320θ5α+(768α2+8)θ4+(576α3+96α)θ3+336θ2α2+480θα3+240α4}(θ6+4θ4+16θ3α+2θ2+12θα+12α2)2

γ=σ2μ1=θ6+4θ4+16θ3α+2θ2+12θα+12α2θ(θ3+θ+2α)(θ3+2θ+6α)

Graphs of C.V,β1 ,β2 and γ of QSD for varying values of the parameters θ andα have been presented in Figure 3.

Figure 3 Graphs of C.V, β1 ,β2 and γ  of QSD for varying values of the parameter θ  and α .

Hazard rate function and mean residual life function

SupposeX be a continuous random variable with pdf f(x) and cdf F(x) . The hazard rate function (also known as the failure rate function) and the mean residual life function of X are respectively defined as

h(x)=limΔx0P(X<x+Δx|X>x)Δx=f(x)1F(x)   (4.1)
And  m(x)=E[Xx|X>x]=11F(x)x[1F(t)]dt   (4.2)
The corresponding hazard rate functionh(x) , and the mean residual life functionm(x) of QSD are thus obtained as

h(x)=θ3(θ+x+αx2)αθ2x2+θ(θ+2α)x+(θ3+θ+2α)  (4.3)
and m(x)=1[αθ2x2+θ(θ+2α)x+(θ3+θ+2α)]eθxx[αθ2t2+θ(θ+2α)t+(θ3+θ+2α)]eθtdt

=αθ2x2+θ(θ+4α)x+(θ3+2θ+6α)θ[αθ2x2+θ(θ+2α)x+(θ3+θ+2α)]  (4.4)
It can be easily verified that h(0)=θ4θ3+θ+2α=f(0)  andm(0)=θ3+2θ+6αθ(θ3+θ+2α)=μ1
The nature and behavior of h(x) and m(x) of QSD for varying values of parameters θ and α have been shown graphically in Figures 4 & 5. It is obvious that h(x) of QSD is monotonically increasing whereas h(x) is monotonically decreasing

Figure 4 Graphs of h(x)  of QSD for varying values of parameters θ and α .

Figure 5 Graphs of m(x)  of QSD for varying values of parameters θ  and α .

Stochastic orderings

Stochastic ordering of positive continuous random variables is an important tool for judging their comparative behavior. A random variableX is said to be smaller than a random variable Y in the

  1. stochastic order(XstY) if FX(x)FY(x) for all x
  2. hazard rate order (XhrY)  if hX(x)hY(x) for all x
  3. mean residual life order(XmrlY) if mX(x)mY(x) for all x
  4. likelihood ratio order(XlrY) if fX(x)fY(x) decreases inx .

The following results due to Shaked and Shanthikumar4 are well known for establishing stochastic ordering of distributions

XlrYXhrYXmrlY
XstY

The QSD is ordered with respect to the strongest ‘likelihood ratio ordering’ as shown in the following theorem:

Theorem: LetX QSD(θ1,α1) and Y QSD(θ2,α2) . Ifα1=α2andθ1>θ2 (orθ1=θ2andα1<α2 ), thenXlrY and henceXhrY ,XmrlY andXstY .
Proof: We have

fX(x;θ1,α1)fY(x;θ2,α2)=θ13(θ23+θ2+2α2)θ23(θ13+θ1+2α1)(θ1+x+α1x2θ2+x+α2x2)e(θ1θ2)x;x>0

Now

lnfX(x;θ1,α1)fY(x;θ2,α2)=log[θ13(θ23+θ2+2α2)θ23(θ13+θ1+2α1)]+ln(θ1+x+α1x2θ2+x+α2x2)(θ1θ2)x

This gives

ddx{lnfX(x;θ1,α1)fY(x;θ2,α2)}=(θ2θ1)+(α2α1)+2(α1θ2α2θ1)x+2(α1α2)x2(θ1+x+α1x2)(θ2+x+α2x2)(θ1θ2)

Thus ifα1=α2andθ1>θ2  orθ1=θ2andα1<α2 ,ddxlnfX(x;θ1,α1)fY(x;θ2,α2)<0 . This means thatXlrY and henceXhrY ,XmrlY andXstY .

Mean deviations from the mean and the median

The amount of scatter in a population is measured to some extent by the totality of deviations usually from mean and median. These are known as the mean deviation about the mean and the mean deviation about the median defined by
δ1(X)=0|xμ|f(x)dx  andδ2(X)=0|xM|f(x)dx , respectively, where μ=E(X)  andM=Median (X) . The measures δ1(X)  andδ2(X) can be calculated using the following simplified relationships

δ1(X)=μ0(μx)f(x)dx+μ(xμ)f(x)dx
=μF(μ)μ0xf(x)dxμ[1F(μ)]+μxf(x)dx
=2μF(μ)2μ+2μxf(x)dx
=2μF(μ)2μ0xf(x)dx (6.1)

and

δ2(X)=M0(Mx)f(x)dx+M(xM)f(x)dx
=MF(M)M0xf(x)dxM[1F(M)]+Mxf(x)dx
=μ+2Mxf(x)dx
=μ2M0xf(x)dx  (6.2)
Using p.d.f. (2.1) and expression for the mean of QSD, we get

μ0xf(x)dx=μ{αθ3μ3+θ2(θ+3α)μ2+θ(θ3+2θ+6α)μ+(θ3+2θ+6α)}eθμθ(θ3+θ+2α)                                                                                                                                               (6.3)
M0xf(x)dx=μ{αθ3M3+θ2(θ+3α)M2+θ(θ3+2θ+6α)M+(θ3+2θ+6α)}eθMθ(θ3+θ+2α)                       (6.4)
Using expressions from (6.1), (6.2), (6.3), and (6.4), the mean deviation about mean, δ1(X) and the mean deviation about median, δ2(X) of QSD are finally obtained as

δ1(X)=2{αθ2μ2+θ(θ+4α)μ+(θ3+2θ+6α)}eθμθ(θ3+θ+2α) (6.5)
δ2(X)=2{αθ3M3+θ2(θ+3α)M2+θ(θ3+2θ+6α)M+(θ3+2θ+6α)}eθMθ(θ3+θ+2α)μ  (6.6)

Bonferroni and lorenz curves

The Bonferroni and Lorenz curves5 and Bonferroni and Gini indices have applications not only in economics to study income and poverty, but also in other fields like reliability, demography, insurance and medicine. The Bonferroni and Lorenz curves are defined as

B(p)=1pμq0xf(x)dx=1pμ[0xf(x)dxqxf(x)dx]=1pμ[μqxf(x)dx] (7.1)
and L(p)=1μq0xf(x)dx=1μ[0xf(x)dxqxf(x)dx]=1μ[μqxf(x)dx] (7.2)

Respectively or equivalently

B(p)=1pμp0F1(x)dx  (7.3)
and L(p)=1μp0F1(x)dx (7.4)

Respectively, where μ=E(X) and q=F1(p) .
The Bonferroni and Gini indices are thus defined as

B=110B(p)dp  (7.5)
and G=1210L(p)dp  (7.6) respectively.

Using p.d.f. of QSD (2.1), we get

qxf(x)dx={αθ3q3+θ2(θ+3α)q2+θ(θ3+2θ+6α)q+(θ3+2θ+6α)}eθqθ(θ3+θ+2α)  (7.7)
Now using equation (7.7) in (7.1) and (7.2), we get
B(p)=1p[1{αθ3q3+θ2(θ+3α)q2+θ(θ3+2θ+6α)q+(θ3+2θ+6α)}eθqθ3+2θ+6α] (7.8)

and

L(p)=1{αθ3q3+θ2(θ+3α)q2+θ(θ3+2θ+6α)q+(θ3+2θ+6α)}eθqθ3+2θ+6α  (7.9)

Now using equations (7.8) and (7.9) in (7.5) and (7.6), the Bonferroni and Gini indices of QSD are thus obtained as

B=1{αθ3q3+θ2(θ+3α)q2+θ(θ3+2θ+6α)q+(θ3+2θ+6α)}eθqθ3+2θ+6α   (7.10)
G=2{αθ3q3+θ2(θ+3α)q2+θ(θ3+2θ+6α)q+(θ3+2θ+6α)}eθqθ3+2θ+6α1  (7.11)

Stress-strength reliability

The stress- strength reliability describes the life of a component which has random strengthX that is subjected to a random stressY . When the stress applied to it exceeds the strength, the component fails instantly and the component will function satisfactorily till X>Y . Therefore,R=P(Y<X)  is a measure of component reliability and in statistical literature it is known as stress-strength parameter. It has wide applications in almost all areas of knowledge especially in engineering such as structures, deterioration of rocket motors, static fatigue of ceramic components, aging of concrete pressure vessels etc. Let X and Y be independent strength and stress random variables having QSD (2.1) with parameter (θ1,α1)  and(θ2,α2)  respectively. Then the stress-strength reliability R of QSD (2.1) can be obtained as

R=P(Y<X)=0P(Y<X|X=x)fX(x)dx
=0f(x;θ1,α1)F(x;θ2,α2)dx
=1θ13[θ1θ27+(4θ12+1)θ26+(6θ13+5θ1+2α1)θ25+(4θ14+10θ12+4α1θ1+4α2θ1+3)θ24+(θ15+10θ13+2α1θ12+14α2θ12+8α1+7θ1+2α2θ1+6α2)θ23+(5θ14+18α2θ13+4α2θ12+5θ12+16α1α2+10α1θ1+14α2θ2+6α2)θ22+(θ15+10α2θ14+2α2θ13+θ13+10α2θ12+2α1θ12+20α1α2θ1+24α1α2+6α2θ1)θ2+2(α2θ15+2α1α2θ12+2α2θ13)](θ13+θ1+2α1)(θ23+θ2+2α2)(θ1+θ2)5

.

It can be easily verified that at α1=0  and α2=0 , the above expression reduces to the corresponding expression for Shanker distribution introduced by Shanker.1

Maximum likelihood estimation of parameters

Let (x1,x2,x3,...,xn)  be a random sample of size n  from QSD (2.1)). The likelihood function, L of (2.1) is given by

L=(θ3θ3+θ+2α)nni=1(θ+xi+αxi2)enθˉx

The natural log likelihood function is thus obtained as

lnL=nln(θ3θ3+θ+2α)+ni=1ln(θ+xi+αxi2)nθˉx

The maximum likelihood estimates (MLE) (ˆθ,ˆα)  of (θ,α)  are then the solutions      of the following non-linear equations

lnLθ=3nθn(3θ2+1)θ3+θ+2α+ni=11θ+xi+αxi2nˉx=0
lnLα=2nθ3+θ+2α+ni=1xi2θ+xi+αxi2=0

where ˉx is the sample mean.

These two natural log likelihood equations do not seem to be solved directly because they are not in closed forms. However, the Fisher’s scoring method can be applied to solve these equations. For, we have

2lnLθ2=3nθ2+n(3θ46θ3+5θ212θα+1)α2(θ3+θ+2α)2ni=11(θ+xi+αxi2)2
2lnLθα=2n(3θ2+1)(θ3+θ+2α)2ni=1xi2(θ+xi+αxi2)2
2lnLα2=4n(θ3+θ+2α)2ni=1xi4(θ+xi+αxi2)2

The solution of following equations gives MLE’s (ˆθ,ˆα)  of (θ,α)  of QSD

[2lnLθ22lnLθα2lnLθα2lnLα2]ˆθ=θ0ˆα=α0[ˆθθ0ˆαα0]=[lnLθlnLα]ˆθ=θ0ˆα=α0

where θ0 and α0 are the initial values of θ  and α , respectively. These equations are solved iteratively till sufficiently close values of ˆθ  and ˆα  are obtained.

Data analysis

In this section, the goodness of fit of QSD has been discussed with two real lifetime data sets from engineering and the fit has been compared with one parameter exponential, Lindley and Shanker distributions. The following two data sets have been considered.

Data set 1

This data set is the strength data of glass of the aircraft window reported by Fuller et al.6

18.83 20.8 21.657 23.03 23.23 24.05 24.321 25.5 25.52 25.8 26.69 26.77 26.78
27.05 27.67 29.9 31.11 33.2 33.73 33.76 33.89 34.76 35.75 35.91 36.98 37.08
37.09 39.58 44.045 45.29 45.381

Data set 2

The following data represent the tensile strength, measured in GPa, of 69 carbon fibers tested under tension at gauge lengths of 20mm, Bader and Priest.7

1.312 1.314 1.479 1.552 1.7 1.803 1.861 1.865 1.944 1.958 1.966 1.997 2.006
2.021 2.027 2.055 2.063 2.098 2.14 2.179 2.224 2.24 2.253 2.27 2.272
2.274 2.301 2.301 2.359 2.382 2.382 2.426 2.434 2.435 2.478 2.49 2.511
2.514 2.535 2.554 2.566 2.57 2.586 2.629 2.633 2.642 2.648 2.684 2.697
2.726 2.77 2.773 2.8 2.809 2.818 2.821 2.848 2.88 2.954 3.012 3.067
3.084 3.09 3.096 3.128 3.233 3.433 3.585 3.585

In order to compare the considered distributions, values of 2lnL , AIC(Akaike Information Criterion) and K-S Statistic ( Kolmogorov-Smirnov Statistic) for the data sets have been computed and presented in Table 1. The formula for AIC and K-S Statistic is defined as follow:

AIC=2lnL+2k and K-S=Supx|Fn(x)F0(x)| , where k= number of parameters, n=  sample size, Fn(x) is the empirical distribution function and F0(x)  is the theoretical cumulative distribution function.. The best distribution corresponds to lower values of2lnL , AIC and K-S statistic. It can be easily seen from table 1 that the QSD gives better fit than one parameter exponential, Lindley and Shanker distributions and hence it can be considered as an important distribution for modeling lifetime data from engineering.

Data sets

Distributions

ML estimates

Standard errors

2lnL

AIC

K-S statistic

1

QSD

ˆθ=0.097330

0.0101017

240.53

244.53

0.298

ˆα=13.623065

52.81378

Shanker

ˆθ=0.6471636

0.0082

252.35

254.35

0.358

Lindley

ˆθ=0.062990

0.008

253.98

255.98

0.365

Exponential

ˆθ=0.032449

0.005822

274.53

276.53

0.458

2

QSD

ˆθ=1.20552

0.083861

186.78

190.78

0.314

ˆα=49.73844

34.58363

Shanker

ˆθ=0.658030

0.052373

233

235

0.369

Lindley

ˆθ=0.65450

0.058031

238.38

240.38

0.401

Exponential

ˆθ=0.407942

0.04911

261.73

263.73

0.448

Table 1 MLE’s, 2ln L , standard error, AIC, and K-S statistic of the fitted distributions of data sets 1 and 2

Concluding remarks

 A two-parameter quasi Shanker distribution (QSD), of which one parameter Shanker distribution introduced by Shanker1 is a particular case, has been suggested and investigated. Its mathematical properties including moments, coefficient of variation, skewness, kurtosis, index of dispersion, hazard rate function, mean residual life function, stochastic ordering, mean deviations, Bonferroni and Lorenz curves, and stress-strength reliability have been discussed. For estimating its parameters method of maximum likelihood estimation has been discussed. Finally, two numerical examples of real lifetime data sets has been presented to test the goodness of fit of QSD over exponential, Lindley and Shanker distributions and the fit by QSD has been quite satisfactory. Therefore, QSD can be recommended as an important two-parameter lifetime distribution.

Acknowledgments

None.

Conflicts of interest

Authors declare that there are no conflicts of interests.

References

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  3. Shanker R. The discrete Poisson-Shanker distribution. Jacobs Journal of Biostatistics. 2016;2(2):41‒21.
  4. Shaked M, Shanthikumar JG (1994) Stochastic Orders and Their Applications. Academic Press. New York.
  5. Bonferroni CE. Elementi di Statistca generale, Seeber, Firenze. 1930.
  6. Fuller EJ, Frieman S, Quinn J, et al. Fracture mechanics approach to the design of glass aircraft windows: A case study. SPIE Proc. 1994;2286:419‒430.
  7. Bader MG, Priest AM. Statistical aspects of fiber and bundle strength in hybrid composites. In; hayashi T, Kawata K Umekawa S (Eds.), Progressin Science in Engineering Composites, ICCM-IV, Tokyo. 1982;1129‒1136.
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