Research Article Volume 6 Issue 1
A quasi shanker distribution and its applications
Rama Shanker,
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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
…. (1.1)
(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
and gamma
distributions with their mixing proportion
and
respectively.
The first four moments about origin of Shanker distribution obtained by Shanker1 are given as
,
,
,
The central moments of Shanker distribution obtained by Shanker1 are
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
(1.3)
(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
and
is defined by its pdf
(2.1)
It can be easily verified that (2.1) reduces to the Shanker distribution (1.1) at
. It can be easily verified that QSD is a three-component mixture of exponential
, gamma
and gamma
distributions. We have
(2.2)
where
,
The corresponding cdf of QSD (2.1) can be obtained as
(2.3)
The nature and behavior of the pdf and the cdf of QSD for varying values of the parameters
have been explained graphically and presented in Figures 1 & 2, respectively.
Statistical constants
The
th moment about origin of QSD can be obtained as
(3.1)
Thus, the first four moments about origin of QSD are given by
,
,
Using relationship between central moments and moments about origin, the central moments of QSD (2.1) are thus obtained as
The coefficient of variation
, coefficient of skewness
, coefficient of kurtosis
and index of dispersion
of QSD are obtained as
Graphs of C.V,
,
and
of QSD for varying values of the parameters
and
have been presented in Figure 3.
Hazard rate function and mean residual life
function
Suppose
be a continuous random variable with pdf
and cdf
. The hazard rate function (also known as the failure rate function) and the mean residual life function of
are respectively defined as
(4.1)
And
(4.2)
The corresponding hazard rate function
, and the mean residual life function
of QSD are thus obtained as
(4.3)
and
(4.4)
It can be easily verified that
and
The nature and behavior of
and
of QSD for varying values of parameters
and
have been shown graphically in Figures 4 & 5. It is obvious that
of QSD is monotonically increasing whereas
is monotonically decreasing
Stochastic orderings
Stochastic ordering of positive continuous random variables is an important tool for judging their comparative behavior. A random variable
is said to be smaller than a random variable
in the
- stochastic order
if
for all
- hazard rate order
if
for all
- mean residual life order
if
for all
- likelihood ratio order
if
decreases in
.
The following results due to Shaked and Shanthikumar4 are well known for establishing stochastic ordering of distributions
The QSD is ordered with respect to the strongest ‘likelihood ratio ordering’ as shown in the following theorem:
Theorem: Let
QSD
and
QSD
. If
(or
), then
and hence
,
and
.
Proof: We have
Now
This gives
Thus if
or
,
. This means that
and hence
,
and
.
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
and
, respectively, where
and
. The measures
and
can be calculated using the following simplified relationships
(6.1)
and
(6.2)
Using p.d.f. (2.1) and expression for the mean of QSD, we get
(6.3)
(6.4)
Using expressions from (6.1), (6.2), (6.3), and (6.4), the mean deviation about mean,
and the mean deviation about median,
of QSD are finally obtained as
(6.5)
(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
(7.1)
and
(7.2)
Respectively or equivalently
(7.3)
and
(7.4)
Respectively, where
and
.
The Bonferroni and Gini indices are thus defined as
(7.5)
and
(7.6) respectively.
Using p.d.f. of QSD (2.1), we get
(7.7)
Now using equation (7.7) in (7.1) and (7.2), we get
(7.8)
and
(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
(7.10)
(7.11)
Stress-strength reliability
The stress- strength reliability describes the life of a component which has random strength
that is subjected to a random stress
. When the stress applied to it exceeds the strength, the component fails instantly and the component will function satisfactorily till
. Therefore,
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
and
be independent strength and stress random variables having QSD (2.1) with parameter
and
respectively. Then the stress-strength reliability
of QSD (2.1) can be obtained as
.>
It can be easily verified that at
and
, the above expression reduces to the corresponding expression for Shanker distribution introduced by Shanker.1
Maximum likelihood estimation of parameters
Let
be a random sample of size
from QSD (2.1)). The likelihood function,
of (2.1) is given by
The natural log likelihood function is thus obtained as
The maximum likelihood estimates (MLE)
of
are then the solutions of the following non-linear equations
where
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
The solution of following equations gives MLE’s
of
of QSD
where
and
are the initial values of
and
, respectively. These equations are solved iteratively till sufficiently close values of
and
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
, 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:
and
, where
number of parameters,
sample size,
is the empirical distribution function and
is the theoretical cumulative distribution function.. The best distribution corresponds to lower values of
, 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 |
|
AIC |
K-S statistic |
1 |
QSD |
|
0.0101017 |
240.53 |
244.53 |
0.298 |
|
52.81378 |
Shanker |
|
0.0082 |
252.35 |
254.35 |
0.358 |
Lindley |
|
0.008 |
253.98 |
255.98 |
0.365 |
Exponential |
|
0.005822 |
274.53 |
276.53 |
0.458 |
2 |
QSD |
|
0.083861 |
186.78 |
190.78 |
0.314 |
|
34.58363 |
Shanker |
|
0.052373 |
233 |
235 |
0.369 |
Lindley |
|
0.058031 |
238.38 |
240.38 |
0.401 |
Exponential |
|
0.04911 |
261.73 |
263.73 |
0.448 |
Table 1 MLE’s,
, 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
Conflicts of interest
Authors declare that there are no conflicts of interests.
References
- Shanker R. Shanker distribution and Its Applications. International Journal of Statistics and Applications. 2015;5(6):338‒348.
- Lindley DV. Fiducial distributions and Bayes’ theorem, Journal of the Royal Statistical Society. Series B. 1958;20(1):102‒107.
- Shanker R. The discrete Poisson-Shanker distribution. Jacobs Journal of Biostatistics. 2016;2(2):41‒21.
- Shaked M, Shanthikumar JG (1994) Stochastic Orders and Their Applications. Academic Press. New York.
- Bonferroni CE. Elementi di Statistca generale, Seeber, Firenze. 1930.
- 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.
- 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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