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Biometrics & Biostatistics International Journal

Research Article Volume 12 Issue 5

Pratibha distribution with properties and application

Rama Shanker

Department of Statistics, Assam University, Silchar, Assam, India

Correspondence: Rama Shanker, Department of Statistics, Assam University, Silchar, Assam, India

Received: August 29, 2023 | Published: September 28, 2023

Citation: Shanker R. Pratibha distribution with properties and application. Biom Biostat Int J. 2023;12(5):136-142 DOI: 10.15406/bbij.2023.12.00397

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Abstract

As we all know that the modeling and analysis of lifetime data is very challenging due to stochastic nature of data. In this paper, a new one parameter lifetime distribution named Pratibha distribution has been suggested for modeling lifetime data. Its statistical properties, estimation of parameter and an application have been discussed. The goodness of fit of Pratibha distribution has been compared with one parameter exponential, Lindley, Garima, Komal, Akash, Sujatha and Shanker distributions and the fit shows quite satisfactory.

Keywords: lifetime distributions, statistical properties, estimation of parameter, application

Introduction

The nature of the lifetime data are, in general, stochastic in nature and the existing one parameter lifetime distributions are not providing good fit. Therefore, due to stochastic nature of data, the search for a new lifetime distribution for the modeling of lifetime data is in great demand. In recent decade, several one parameter lifetime distributions have been introduced in statistics literature. For example, Lindley distribution by Lindley,1 Shanker distribution by Shanker,2 Akash distribution by Shanker,3 Sujatha distribution by Shanker,4 Garima distribution by Shanker5 and Komal distribution by Shanker,6 some among others. Shanker et al.7 have detailed study on modeling of lifetime data using exponential and Lindley distributions and concluded that there are some datasets in which these two distributions do not provide good fit. Further, Shanker et al.8 have detailed comparative study on modeling of lifetime data using exponential, Lindley and Akash distributions and observed that Akash distribution provides much better fit than both exponential and Lindley distribution but there are some data sets in which these three distributions do not provide satisfactory fit. Then, Shanker and Hagos9 put an attempt to see the modeling of the real lifetime datasets using exponential, Lindley, Shanker and Akash distributions and observed that there are some datasets in which these distributions do not provide satisfactory fit. As we all know that flexibility and tractability are the two important characteristics of any lifetime distribution and if the existing distributions are not flexible or tractable for the given dataset, then there arise the need for new lifetime distribution. Although the general practice is to transform the data to satisfy some assumptions of the distribution so that distribution fits well, but this is not useful practice because the original nature of the dataset is being lost. Therefore, the most preferable technique is to search a new one parameter lifetime distribution which provides good fit to the given data than to modify the existing one parameter lifetime distributions.

In this paper, we propose a new one parameter lifetime distribution named Pratibha distribution which provides better fit to the lifetime data over the existing one parameter lifetime distributions. The statistical properties, estimation of parameter and application of the distribution has been discussed and presented systematically. It is hoped and expected that the proposed distribution will draw attention of researchers in data science to model lifetime data and will become most preferable distribution over the existing one parameter lifetime distributions.

Pratibha distribution

Almost all one parameter lifetime distributions have been derived using the convex combination of exponential and gamma distribution with different shape parameter. Here, an attempt has been made to derive a new lifetime distribution using convex combination of exponential and gamma distributions with different shape parameter. Taking the convex combination of exponential ( θ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaabmaabaGaeq iUdehacaGLOaGaayzkaaaaaa@3A4D@ distribution, gamma ( 2,θ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaabmaabaGaaG OmaiaacYcacqaH4oqCaiaawIcacaGLPaaaaaa@3BB9@ distribution and gamma ( 4,θ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaabmaabaGaaG inaiaacYcacqaH4oqCaiaawIcacaGLPaaaaaa@3BBB@ distribution with respective mixing proportions θ 3 θ 3 +θ+2 , θ θ 3 +θ+2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaalaaabaGaeq iUde3aaWbaaSqabeaacaaIZaaaaaGcbaGaeqiUde3aaWbaaSqabeaa caaIZaaaaOGaey4kaSIaeqiUdeNaey4kaSIaaGOmaaaacaGGSaWaaS aaaeaacqaH4oqCaeaacqaH4oqCdaahaaWcbeqaaiaaiodaaaGccqGH RaWkcqaH4oqCcqGHRaWkcaaIYaaaaaaa@49FE@  and 2 θ 3 +θ+2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaalaaabaGaaG OmaaqaaiabeI7aXnaaCaaaleqabaGaaG4maaaakiabgUcaRiabeI7a XjabgUcaRiaaikdaaaaaaa@3EBA@ , a new one parameter probability density function (pdf) can be expressed as

f( x;θ )= θ 3 θ 3 +θ+2 ( θ+x+ x 2 ) e θx ;x>0,θ>0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadAgadaqada qaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzkaaGaeyypa0ZaaSaa aeaacqaH4oqCdaahaaWcbeqaaiaaiodaaaaakeaacqaH4oqCdaahaa WcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCcqGHRaWkcaaIYaaaamaa bmaabaGaeqiUdeNaey4kaSIaamiEaiabgUcaRiaadIhadaahaaWcbe qaaiaaikdaaaaakiaawIcacaGLPaaacaaMc8UaamyzamaaCaaaleqa baGaeyOeI0IaeqiUdeNaaGPaVlaadIhaaaGccaGG7aGaamiEaiabg6 da+iaaicdacaGGSaGaeqiUdeNaeyOpa4JaaGimaaaa@5F01@

We would call this one parameter lifetime distribution as ‘Pratibha distribution’. Since it is a convex combination of exponential and gamma distributions, it is expected to give better fit over exponential and gamma distribution and other distributions developed using convex combinations of exponential and gamma distribution. The cumulative distribution function (cdf) and survival function of Pratibha distribution can be obtained as

F( x;θ )=1[ 1+ θx( θx+θ+2 ) θ 3 +θ+2 ] e θx ;x>0,θ>0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadAeadaqada qaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzkaaGaeyypa0JaaGym aiabgkHiTmaadmaabaGaaGymaiabgUcaRmaalaaabaGaeqiUdeNaam iEamaabmaabaGaeqiUdeNaamiEaiabgUcaRiabeI7aXjabgUcaRiaa ikdaaiaawIcacaGLPaaaaeaacqaH4oqCdaahaaWcbeqaaiaaiodaaa GccqGHRaWkcqaH4oqCcqGHRaWkcaaIYaaaaaGaay5waiaaw2faaiaa ykW7caWGLbWaaWbaaSqabeaacqGHsislcqaH4oqCcaaMc8UaamiEaa aakiaacUdacaWG4bGaeyOpa4JaaGimaiaacYcacqaH4oqCcqGH+aGp caaIWaaaaa@64A3@

S( x;θ )={ 1+ θx( θx+θ+2 ) θ 3 +θ+2 } e θx ;x>0,θ>0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadofadaqada qaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzkaaGaeyypa0ZaaiWa aeaacaaIXaGaey4kaSYaaSaaaeaacqaH4oqCcaWG4bWaaeWaaeaacq aH4oqCcaWG4bGaey4kaSIaeqiUdeNaey4kaSIaaGOmaaGaayjkaiaa wMcaaaqaaiabeI7aXnaaCaaaleqabaGaaG4maaaakiabgUcaRiabeI 7aXjabgUcaRiaaikdaaaaacaGL7bGaayzFaaGaaGPaVlaadwgadaah aaWcbeqaaiabgkHiTiabeI7aXjaaykW7caWG4baaaOGaai4oaiaadI hacqGH+aGpcaaIWaGaaiilaiabeI7aXjabg6da+iaaicdaaaa@6347@

The behaviour of the pdf and the cdf of Pratibha distribution for varying values of parameter θ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXbaa@38C4@  have been presented in Figures 1&2 respectively. It is quite obvious that the Pratibha distribution is positively skewed and hence it can be used to model positively skewed lifetime data.

Figure 1 pdf of Pratibha distribution for selected values of the parameter.

Figure 2 cdf of Pratibha distribution for selected values of the parameter.

Reliability properties

Hazard function

The hazard function of a random variable X MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfaaaa@37EB@ having pdf f( x;θ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadAgadaqada qaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzkaaaaaa@3CF4@ and cdf F( x;θ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadAeadaqada qaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzkaaaaaa@3CD4@ is defined as

h( x )= lim Δx0 P( X<x+Δx|X>x ) Δx = f( x;θ ) 1F( x;θ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIgadaqada qaaiaadIhaaiaawIcacaGLPaaacqGH9aqpdaWfqaqaaiGacYgacaGG PbGaaiyBaaWcbaGaeyiLdqKaamiEaiabgkziUkaaicdaaeqaaOWaaS aaaeaacaWGqbWaaeWaaeaadaabcaqaaiaadIfacqGH8aapcaWG4bGa ey4kaSIaeyiLdqKaamiEaiaaykW7aiaawIa7aiaadIfacqGH+aGpca WG4baacaGLOaGaayzkaaaabaGaeyiLdqKaamiEaaaacqGH9aqpdaWc aaqaaiaadAgadaqadaqaaiaadIhacaGG7aGaeqiUdehacaGLOaGaay zkaaaabaGaaGymaiabgkHiTiaadAeadaqadaqaaiaadIhacaGG7aGa eqiUdehacaGLOaGaayzkaaaaaaaa@6308@

Thus, the hazard function of Pratibha distribution can be obtained as

  h( x )= θ 3 ( θ+x+ x 2 ) θ 2 ( θ+x+ x 2 )+( 2θx+θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIgadaqada qaaiaadIhaaiaawIcacaGLPaaacqGH9aqpdaWcaaqaaiabeI7aXnaa CaaaleqabaGaaG4maaaakmaabmaabaGaeqiUdeNaey4kaSIaamiEai abgUcaRiaadIhadaahaaWcbeqaaiaaikdaaaaakiaawIcacaGLPaaa aeaacqaH4oqCdaahaaWcbeqaaiaaikdaaaGcdaqadaqaaiabeI7aXj abgUcaRiaadIhacqGHRaWkcaWG4bWaaWbaaSqabeaacaaIYaaaaaGc caGLOaGaayzkaaGaey4kaSYaaeWaaeaacaaIYaGaeqiUdeNaamiEai abgUcaRiabeI7aXjabgUcaRiaaikdaaiaawIcacaGLPaaaaaaaaa@5ADA@ .

This gives h( 0 )= θ 4 θ 3 +θ+2 =f( 0 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIgadaqada qaaiaaicdaaiaawIcacaGLPaaacqGH9aqpdaWcaaqaaiabeI7aXnaa CaaaleqabaGaaGinaaaaaOqaaiabeI7aXnaaCaaaleqabaGaaG4maa aakiabgUcaRiabeI7aXjabgUcaRiaaikdaaaGaeyypa0JaamOzamaa bmaabaGaaGimaaGaayjkaiaawMcaaaaa@4913@ . The behaviour of the hazard function of Pratibha distribution for various values of parameter θ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXbaa@38C4@ is shown in the following Figure 3. The hazard function of Pratibha distribution is monotonically increasing.

Figure 3 The hazard function of Pratibha distribution for selected values of the parameter.

Mean residual life function

Let be a random variable, defined over the support ( 0, ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaabmaabaGaaG imaiaacYcacqGHEisPaiaawIcacaGLPaaaaaa@3B72@ , representing the lifetime of a component or system. Mean residual life (MRL) function measures the expected value of the remaining lifetime of the component or system, provided it has survived up to time x MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIhaaaa@380B@ . Let us consider the conditional random variable X x =( Xx|X>x );x>0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfadaWgaa WcbaGaamiEaaqabaGccqGH9aqpdaqadaqaaiaadIfacqGHsislcaWG 4bGaaiiFaiaadIfacqGH+aGpcaWG4baacaGLOaGaayzkaaGaaGPaVl aacUdacaWG4bGaeyOpa4JaaGimaaaa@475F@ . Then, the MRL function, denoted by m( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaad2gadaqada qaaiaadIhaaiaawIcacaGLPaaaaaa@3A86@ , is defined as

m( x )=E( X x )= 1 S( x ) x [ 1F( t ) ] dt MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaad2gadaqada qaaiaadIhaaiaawIcacaGLPaaacqGH9aqpcaWGfbWaaeWaaeaacaWG ybWaaSbaaSqaaiaadIhaaeqaaaGccaGLOaGaayzkaaGaeyypa0ZaaS aaaeaacaaIXaaabaGaam4uamaabmaabaGaamiEaaGaayjkaiaawMca aaaadaWdXbqaamaadmaabaGaaGymaiabgkHiTiaadAeadaqadaqaai aadshaaiaawIcacaGLPaaaaiaawUfacaGLDbaaaSqaaiaadIhaaeaa cqGHEisPa0Gaey4kIipakiaadsgacaWG0baaaa@52C8@

The MRL function of Pratibha distribution can thus be obtained as

m( x )= 1 { θx( θx+θ+2 )+( θ 3 +θ+2 ) } e θx x [ θt( θt+θ+2 )+( θ 3 +θ+2 ) ] e θt dt MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaad2gadaqada qaaiaadIhaaiaawIcacaGLPaaacqGH9aqpdaWcaaqaaiaaigdaaeaa daGadaqaaiabeI7aXjaadIhadaqadaqaaiabeI7aXjaadIhacqGHRa WkcqaH4oqCcqGHRaWkcaaIYaaacaGLOaGaayzkaaGaey4kaSYaaeWa aeaacqaH4oqCdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCcq GHRaWkcaaIYaaacaGLOaGaayzkaaaacaGL7bGaayzFaaGaamyzamaa CaaaleqabaGaeyOeI0IaeqiUdeNaamiEaaaaaaGcdaWdXbqaamaadm aabaGaeqiUdeNaamiDamaabmaabaGaeqiUdeNaamiDaiabgUcaRiab eI7aXjabgUcaRiaaikdaaiaawIcacaGLPaaacqGHRaWkdaqadaqaai abeI7aXnaaCaaaleqabaGaaG4maaaakiabgUcaRiabeI7aXjabgUca RiaaikdaaiaawIcacaGLPaaaaiaawUfacaGLDbaaaSqaaiaadIhaae aacqGHEisPa0Gaey4kIipakiaadwgadaahaaWcbeqaaiabgkHiTiab eI7aXjaadshaaaGccaWGKbGaamiDaaaa@7993@

  = θx( θx+θ+4 )+( θ 3 +2θ+6 ) θ{ θx( θx+θ+2 )+( θ 3 +θ+2 ) } MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabg2da9maala aabaGaeqiUdeNaamiEamaabmaabaGaeqiUdeNaamiEaiabgUcaRiab eI7aXjabgUcaRiaaisdaaiaawIcacaGLPaaacqGHRaWkdaqadaqaai abeI7aXnaaCaaaleqabaGaaG4maaaakiabgUcaRiaaikdacqaH4oqC cqGHRaWkcaaI2aaacaGLOaGaayzkaaaabaGaeqiUde3aaiWaaeaacq aH4oqCcaWG4bWaaeWaaeaacqaH4oqCcaWG4bGaey4kaSIaeqiUdeNa ey4kaSIaaGOmaaGaayjkaiaawMcaaiabgUcaRmaabmaabaGaeqiUde 3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaeqiUdeNaey4kaSIaaGOm aaGaayjkaiaawMcaaaGaay5Eaiaaw2haaaaaaaa@65AD@ .

This gives m( 0 )= θ 3 +2θ+6 θ( θ 3 +θ+2 ) = μ 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaad2gadaqada qaaiaaicdaaiaawIcacaGLPaaacqGH9aqpdaWcaaqaaiabeI7aXnaa CaaaleqabaGaaG4maaaakiabgUcaRiaaikdacqaH4oqCcqGHRaWkca aI2aaabaGaeqiUde3aaeWaaeaacqaH4oqCdaahaaWcbeqaaiaaioda aaGccqGHRaWkcqaH4oqCcqGHRaWkcaaIYaaacaGLOaGaayzkaaaaai abg2da9iabeY7aTnaaBaaaleaacaaIXaaabeaakmaaCaaaleqabaGc cWaGGBOmGikaaaaa@53E4@ . The behaviour of the MRL of Pratibha distribution for various values of parameter θ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXbaa@38C4@ is shown in the following Figure 4. The MRL function is monotonically decreasing.

Figure 4 The mean residual life function of Pratibha distribution for selected values of the parameter.

Stochastic ordering

In Probability theory and statistics, the stochastic order quantifies the concept of one random variable being bigger than another random variable. A random variable X MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape Gaamiwaaaa@380B@  is said to be smaller than a random variable Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape Gaamywaaaa@380C@ in the

  1. Stochastic order ( X st Y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaeWaa8aabaWdbiaadIfacqGHKjYOpaWaaSbaaSqaa8qacaWGZbGa amiDaaWdaeqaaOWdbiaadMfaaiaawIcacaGLPaaaaaa@3EAB@ if F X ( x ) F Y ( y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaamOra8aadaWgaaWcbaWdbiaadIfaa8aabeaak8qadaqadaWdaeaa peGaamiEaaGaayjkaiaawMcaaiabgwMiZkaadAeapaWaaSbaaSqaa8 qacaWGzbaapaqabaGcpeWaaeWaa8aabaWdbiaadMhaaiaawIcacaGL Paaaaaa@4278@ for all x
  2. Hazard rate order ( X hr Y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaeWaa8aabaWdbiaadIfacqGHKjYOpaWaaSbaaSqaa8qacaWGObGa amOCaaWdaeqaaOWdbiaadMfaaiaawIcacaGLPaaaaaa@3E9E@ if h X ( x ) h Y ( y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaamiAa8aadaWgaaWcbaWdbiaadIfaa8aabeaak8qadaqadaWdaeaa peGaamiEaaGaayjkaiaawMcaaiabgwMiZkaadIgapaWaaSbaaSqaa8 qacaWGzbaapaqabaGcpeWaaeWaa8aabaWdbiaadMhaaiaawIcacaGL Paaaaaa@42BC@ for all x MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaamiEaaaa@382B@

iii. Mean residual life order ( X mrl Y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaeWaa8aabaWdbiaadIfacqGHKjYOpaWaaSbaaSqaa8qacaWGTbGa amOCaiaadYgaa8aabeaak8qacaWGzbaacaGLOaGaayzkaaaaaa@3F94@  if m X ( x ) m Y ( y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaamyBa8aadaWgaaWcbaWdbiaadIfaa8aabeaak8qadaqadaWdaeaa peGaamiEaaGaayjkaiaawMcaaiabgwMiZkaad2gapaWaaSbaaSqaa8 qacaWGzbaapaqabaGcpeWaaeWaa8aabaWdbiaadMhaaiaawIcacaGL Paaaaaa@42C6@  for all x MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaamiEaaaa@382B@

  1. Likelihood ratio order ( X lr Y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaeWaa8aabaWdbiaadIfacqGHKjYOpaWaaSbaaSqaa8qacaWGSbGa amOCaaWdaeqaaOWdbiaadMfaaiaawIcacaGLPaaaaaa@3EA2@ if f X ( x ) f Y ( y ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaSaaa8aabaWdbiaadAgapaWaaSbaaSqaa8qacaWGybaapaqabaGc peWaaeWaa8aabaWdbiaadIhaaiaawIcacaGLPaaaa8aabaWdbiaadA gapaWaaSbaaSqaa8qacaWGzbaapaqabaGcpeWaaeWaa8aabaWdbiaa dMhaaiaawIcacaGLPaaaaaaaaa@4140@ decrease in x MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaamiEaaaa@382B@

The following results due to Shaked & Shantikumar10 are well known for establishing stochastic ordering of distributions 

X < lr YX < hr YX < mrl Y X < st Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaaxababaGaam iwaiabgYda8maaBaaaleaacaWGSbGaamOCaaqabaGccaWGzbGaeyO0 H4TaamiwaiabgYda8maaBaaaleaacaWGObGaamOCaaqabaGccaWGzb GaeyO0H4TaamiwaiabgYda8maaBaaaleaacaWGTbGaamOCaiaadYga aeqaaOGaamywaaWceaqabeaacqGHthY3aeaacaWGybGaeyipaWZaaS baaWqaaiaadohacaWG0baabeaaliaadMfaaaqabaaaaa@52D4@

Theorem: Let X~ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacaGG+b aaaa@38ED@ Pratibha distribution ( θ 1 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaabmaabaGaeq iUde3aaSbaaSqaaiaaigdaaeqaaaGccaGLOaGaayzkaaaaaa@3B3E@  and Y~ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadMfacaGG+b aaaa@38EE@  Pratibha distribution ( θ 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaabmaabaGaeq iUde3aaSbaaSqaaiaaikdaaeqaaaGccaGLOaGaayzkaaaaaa@3B3F@ . If θ 1 > θ 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXnaaBa aaleaacaaIXaaabeaakiabg6da+iabeI7aXnaaBaaaleaacaaIYaaa beaaaaa@3D5B@  , then X < lr Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaamiBaiaadkhaaeqaaOGaamywaaaa@3BEB@  hence X < hr Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaamiAaiaadkhaaeqaaOGaamywaaaa@3BE7@ , X < mrl Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaamyBaiaadkhacaWGSbaabeaakiaadMfaaaa@3CDD@ and X < st Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaam4CaiaadshaaeqaaOGaamywaaaa@3BF4@ .

Proof: We have

f X ( x ) f Y ( x ) = θ 1 3 ( θ 2 3 + θ 2 +2 ) θ 2 3 ( θ 1 3 + θ 1 +2 ) ( θ 1 +x+ x 2 θ 2 +x+ x 2 ) e ( θ 1 θ 2 )x MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaSaaa8aabaWdbiaadAgapaWaaSbaaSqaa8qacaWGybaapaqabaGc peWaaeWaa8aabaWdbiaadIhaaiaawIcacaGLPaaaa8aabaWdbiaadA gapaWaaSbaaSqaa8qacaWGzbaapaqabaGcpeWaaeWaa8aabaWdbiaa dIhaaiaawIcacaGLPaaaaaGaeyypa0ZaaSaaaeaapaGaeqiUde3aaS baaSqaaiaaigdaaeqaaOWaaWbaaSqabeaacaaIZaaaaOWaaeWaaeaa cqaH4oqCdaWgaaWcbaGaaGOmaaqabaGcdaahaaWcbeqaaiaaiodaaa GccqGHRaWkcqaH4oqCdaWgaaWcbaGaaGOmaaqabaGccqGHRaWkcaaI YaaacaGLOaGaayzkaaaapeqaa8aacqaH4oqCdaWgaaWcbaGaaGOmaa qabaGcdaahaaWcbeqaaiaaiodaaaGcdaqadaqaaiabeI7aXnaaBaaa leaacaaIXaaabeaakmaaCaaaleqabaGaaG4maaaakiabgUcaRiabeI 7aXnaaBaaaleaacaaIXaaabeaakiabgUcaRiaaikdaaiaawIcacaGL PaaaaaWdbmaabmaabaWaaSaaaeaacqaH4oqCdaWgaaWcbaGaaGymaa qabaGccqGHRaWkcaWG4bGaey4kaSIaamiEamaaCaaaleqabaGaaGOm aaaaaOqaaiabeI7aXnaaBaaaleaacaaIYaaabeaakiabgUcaRiaadI hacqGHRaWkcaWG4bWaaWbaaSqabeaacaaIYaaaaaaaaOGaayjkaiaa wMcaa8aacaWGLbWaaWbaaSqabeaacqGHsisldaqadaqaaiabeI7aXn aaBaaameaacaaIXaaabeaaliabgkHiTiabeI7aXnaaBaaameaacaaI YaaabeaaaSGaayjkaiaawMcaaiaadIhaaaaaaa@7985@

We have, log[ f X ( x ) f Y ( x ) ]=log[ θ 1 3 ( θ 2 3 + θ 2 +2 ) θ 2 3 ( θ 1 3 + θ 1 +2 ) ]+log( θ 1 +x+ x 2 θ 2 +x+ x 2 )( θ 1 θ 2 )x MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaciiBaiaac+gacaGGNbWdamaadmaabaWdbmaalaaapaqaa8qacaWG MbWdamaaBaaaleaapeGaamiwaaWdaeqaaOWdbmaabmaapaqaa8qaca WG4baacaGLOaGaayzkaaaapaqaa8qacaWGMbWdamaaBaaaleaapeGa amywaaWdaeqaaOWdbmaabmaapaqaa8qacaWG4baacaGLOaGaayzkaa aaaaWdaiaawUfacaGLDbaapeGaeyypa0JaciiBaiaac+gacaGGNbWd amaadmaabaWdbmaalaaabaWdaiabeI7aXnaaBaaaleaacaaIXaaabe aakmaaCaaaleqabaGaaG4maaaakmaabmaabaGaeqiUde3aaSbaaSqa aiaaikdaaeqaaOWaaWbaaSqabeaacaaIZaaaaOGaey4kaSIaeqiUde 3aaSbaaSqaaiaaikdaaeqaaOGaey4kaSIaaGOmaaGaayjkaiaawMca aaWdbeaapaGaeqiUde3aaSbaaSqaaiaaikdaaeqaaOWaaWbaaSqabe aacaaIZaaaaOWaaeWaaeaacqaH4oqCdaWgaaWcbaGaaGymaaqabaGc daahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCdaWgaaWcbaGaaG ymaaqabaGccqGHRaWkcaaIYaaacaGLOaGaayzkaaaaaaGaay5waiaa w2faaiabgUcaRiGacYgacaGGVbGaai4za8qadaqadaqaamaalaaaba GaeqiUde3aaSbaaSqaaiaaigdaaeqaaOGaey4kaSIaamiEaiabgUca RiaadIhadaahaaWcbeqaaiaaikdaaaaakeaacqaH4oqCdaWgaaWcba GaaGOmaaqabaGccqGHRaWkcaWG4bGaey4kaSIaamiEamaaCaaaleqa baGaaGOmaaaaaaaakiaawIcacaGLPaaapaGaeyOeI0IaaiikaiabeI 7aXnaaBaaaleaacaaIXaaabeaakiabgkHiTiabeI7aXnaaBaaaleaa caaIYaaabeaakiaacMcacaWG4baaaa@85CD@

Therefore, d dx log[ f X ( x ) f Y ( x ) ]= ( θ 2 θ 1 )+2x( θ 2 θ 1 ) ( θ 1 +x+ x 2 )( θ 2 +x+ x 2 ) ( θ 1 θ 2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaSaaa8aabaWdbiaadsgaa8aabaGaamizaiaadIhaaaWdbiGacYga caGGVbGaai4za8aadaWadaqaa8qadaWcaaWdaeaapeGaamOza8aada WgaaWcbaWdbiaadIfaa8aabeaak8qadaqadaWdaeaapeGaamiEaaGa ayjkaiaawMcaaaWdaeaapeGaamOza8aadaWgaaWcbaWdbiaadMfaa8 aabeaak8qadaqadaWdaeaapeGaamiEaaGaayjkaiaawMcaaaaaa8aa caGLBbGaayzxaaGaeyypa0ZaaSaaaeaadaqadaqaaiabeI7aXnaaBa aaleaacaaIYaaabeaakiabgkHiTiabeI7aXnaaBaaaleaacaaIXaaa beaaaOGaayjkaiaawMcaaiabgUcaRiaaikdacaWG4bWdbmaabmaaba GaeqiUde3aaSbaaSqaaiaaikdaaeqaaOGaeyOeI0YdaiabeI7aXnaa BaaaleaacaaIXaaabeaaaOWdbiaawIcacaGLPaaaa8aabaWaaeWaae aapeGaeqiUde3aaSbaaSqaaiaaigdaaeqaaOGaey4kaSIaamiEaiab gUcaRiaadIhadaahaaWcbeqaaiaaikdaaaaak8aacaGLOaGaayzkaa WaaeWaaeaapeGaeqiUde3aaSbaaSqaaiaaikdaaeqaaOGaey4kaSIa amiEaiabgUcaRiaadIhadaahaaWcbeqaaiaaikdaaaaak8aacaGLOa GaayzkaaaaaiabgkHiTmaabmaabaGaeqiUde3aaSbaaSqaaiaaigda aeqaaOGaeyOeI0IaeqiUde3aaSbaaSqaaiaaikdaaeqaaaGccaGLOa Gaayzkaaaaaa@7778@

Thus, for θ 1 > θ 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXnaaBa aaleaacaaIXaaabeaakiabg6da+iabeI7aXnaaBaaaleaacaaIYaaa beaaaaa@3D5B@ , d dx log[ f X ( x ) f Y ( x ) ]<0 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape WaaSaaa8aabaWdbiaadsgaa8aabaGaamizaiaadIhaaaWdbiGacYga caGGVbGaai4za8aadaWadaqaa8qadaWcaaWdaeaapeGaamOza8aada WgaaWcbaWdbiaadIfaa8aabeaak8qadaqadaWdaeaapeGaamiEaaGa ayjkaiaawMcaaaWdaeaapeGaamOza8aadaWgaaWcbaWdbiaadMfaa8 aabeaak8qadaqadaWdaeaapeGaamiEaaGaayjkaiaawMcaaaaaa8aa caGLBbGaayzxaaGaeyipaWJaaGimaaaa@4B0A@ . This means that X < lr Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaamiBaiaadkhaaeqaaOGaamywaaaa@3BEB@  hence X < hr Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaamiAaiaadkhaaeqaaOGaamywaaaa@3BE7@ , X < mrl Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaamyBaiaadkhacaWGSbaabeaakiaadMfaaaa@3CDD@ and X < st Y MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfacqGH8a apdaWgaaWcbaGaam4CaiaadshaaeqaaOGaamywaaaa@3BF4@ .

Moments based descriptive measures

As we know that the moments are essential for a distribution to determine the descriptive nature of the distribution including coefficient of variation, skewness, kurtosis and index of dispersion. The r MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadkhaaaa@3805@ th moment about origin μ r MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaWGYbaabeaakmaaCaaaleqabaGccWaGGBOmGikaaaaa@3D10@ of Pratibha distribution can be obtained as

μ r =E( X r )= θ 3 θ 3 +θ+2 0 x r ( θ+x+ x 2 ) e θx dx MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaWGYbaabeaakmaaCaaaleqabaGccWaGGBOmGikaaiabg2da 9iaadweadaqadaqaaiaadIfadaahaaWcbeqaaiaadkhaaaaakiaawI cacaGLPaaacqGH9aqpdaWcaaqaaiabeI7aXnaaCaaaleqabaGaaG4m aaaaaOqaaiabeI7aXnaaCaaaleqabaGaaG4maaaakiabgUcaRiabeI 7aXjabgUcaRiaaikdaaaWaa8qCaeaacaWG4bWaaWbaaSqabeaacaWG YbaaaOWaaeWaaeaacqaH4oqCcqGHRaWkcaWG4bGaey4kaSIaamiEam aaCaaaleqabaGaaGOmaaaaaOGaayjkaiaawMcaaaWcbaGaaGimaaqa aiabg6HiLcqdcqGHRiI8aOGaamyzamaaCaaaleqabaGaeyOeI0Iaeq iUdeNaamiEaaaakiaadsgacaWG4baaaa@6274@

= r!{ θ 3 +( r+1 ) θ 2 +( r+1 )( r+2 ) } θ r ( θ 3 +θ+2 ) ;r=1,2,3, MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabg2da9maala aabaGaamOCaiaacgcadaGadaqaaiabeI7aXnaaCaaaleqabaGaaG4m aaaakiabgUcaRmaabmaabaGaamOCaiabgUcaRiaaigdaaiaawIcaca GLPaaacqaH4oqCdaahaaWcbeqaaiaaikdaaaGccqGHRaWkdaqadaqa aiaadkhacqGHRaWkcaaIXaaacaGLOaGaayzkaaWaaeWaaeaacaWGYb Gaey4kaSIaaGOmaaGaayjkaiaawMcaaaGaay5Eaiaaw2haaaqaaiab eI7aXnaaCaaaleqabaGaamOCaaaakmaabmaabaGaeqiUde3aaWbaaS qabeaacaaIZaaaaOGaey4kaSIaeqiUdeNaey4kaSIaaGOmaaGaayjk aiaawMcaaaaacaGG7aGaamOCaiabg2da9iaaigdacaGGSaGaaGOmai aacYcacaaIZaGaaiilaiabgwSixlabgwSixlabgwSixdaa@688B@

Substituting r=1,2,3,4 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadkhacqGH9a qpcaaIXaGaaiilaiaaikdacaGGSaGaaG4maiaacYcacaaI0aaaaa@3E0D@ in the above equation, the first four moments about origin of Pratibha distribution can be obtained as

  μ 1 = θ 3 +2θ+6 θ( θ 3 +θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaIXaaabeaakmaaCaaaleqabaGccWaGGBOmGikaaiabg2da 9maalaaabaGaeqiUde3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaaG OmaiabeI7aXjabgUcaRiaaiAdaaeaacqaH4oqCdaqadaqaaiabeI7a XnaaCaaaleqabaGaaG4maaaakiabgUcaRiabeI7aXjabgUcaRiaaik daaiaawIcacaGLPaaaaaaaaa@4FA9@ μ 2 = 2( θ 3 +3θ+12 ) θ 2 ( θ 3 +θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaIYaaabeaakmaaCaaaleqabaGccWaGGBOmGikaaiabg2da 9maalaaabaGaaGOmamaabmaabaGaeqiUde3aaWbaaSqabeaacaaIZa aaaOGaey4kaSIaaG4maiabeI7aXjabgUcaRiaaigdacaaIYaaacaGL OaGaayzkaaaabaGaeqiUde3aaWbaaSqabeaacaaIYaaaaOWaaeWaae aacqaH4oqCdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCcqGH RaWkcaaIYaaacaGLOaGaayzkaaaaaaaa@539A@

μ 3 = 6( θ 3 +4θ+20 ) θ 3 ( θ 3 +θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaIZaaabeaakmaaCaaaleqabaGccWaGGBOmGikaaiabg2da 9maalaaabaGaaGOnamaabmaabaGaeqiUde3aaWbaaSqabeaacaaIZa aaaOGaey4kaSIaaGinaiabeI7aXjabgUcaRiaaikdacaaIWaaacaGL OaGaayzkaaaabaGaeqiUde3aaWbaaSqabeaacaaIZaaaaOWaaeWaae aacqaH4oqCdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCcqGH RaWkcaaIYaaacaGLOaGaayzkaaaaaaaa@53A0@  ,  μ 4 = 24( θ 3 +5θ+30 ) θ 4 ( θ 3 +θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaI0aaabeaakmaaCaaaleqabaGccWaGGBOmGikaaiabg2da 9maalaaabaGaaGOmaiaaisdadaqadaqaaiabeI7aXnaaCaaaleqaba GaaG4maaaakiabgUcaRiaaiwdacqaH4oqCcqGHRaWkcaaIZaGaaGim aaGaayjkaiaawMcaaaqaaiabeI7aXnaaCaaaleqabaGaaGinaaaakm aabmaabaGaeqiUde3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaeqiU deNaey4kaSIaaGOmaaGaayjkaiaawMcaaaaaaaa@545E@ .

The moments about the mean, using relationship between moments about the mean and the moments about the origin, of Pratibha distribution can thus be obtained as

μ 2 = θ 6 +4 θ 4 +16 θ 3 +2 θ 2 +12θ+12 θ 2 ( θ 3 +θ+2 ) 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaIYaaabeaakiabg2da9maalaaabaGaeqiUde3aaWbaaSqa beaacaaI2aaaaOGaey4kaSIaaGinaiabeI7aXnaaCaaaleqabaGaaG inaaaakiabgUcaRiaaigdacaaI2aGaeqiUde3aaWbaaSqabeaacaaI ZaaaaOGaey4kaSIaaGOmaiabeI7aXnaaCaaaleqabaGaaGOmaaaaki abgUcaRiaaigdacaaIYaGaeqiUdeNaey4kaSIaaGymaiaaikdaaeaa cqaH4oqCdaahaaWcbeqaaiaaikdaaaGcdaqadaqaaiabeI7aXnaaCa aaleqabaGaaG4maaaakiabgUcaRiabeI7aXjabgUcaRiaaikdaaiaa wIcacaGLPaaadaahaaWcbeqaaiaaikdaaaaaaaaa@5D75@

μ 3 = 2( θ 9 +6 θ 7 +30 θ 6 +6 θ 5 +42 θ 4 +38 θ 3 +18 θ 2 +36θ+24 ) θ 3 ( θ 3 +θ+2 ) 3 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaIZaaabeaakiabg2da9maalaaabaGaaGOmamaabmaabaGa eqiUde3aaWbaaSqabeaacaaI5aaaaOGaey4kaSIaaGOnaiabeI7aXn aaCaaaleqabaGaaG4naaaakiabgUcaRiaaiodacaaIWaGaeqiUde3a aWbaaSqabeaacaaI2aaaaOGaey4kaSIaaGOnaiabeI7aXnaaCaaale qabaGaaGynaaaakiabgUcaRiaaisdacaaIYaGaeqiUde3aaWbaaSqa beaacaaI0aaaaOGaey4kaSIaaG4maiaaiIdacqaH4oqCdaahaaWcbe qaaiaaiodaaaGccqGHRaWkcaaIXaGaaGioaiabeI7aXnaaCaaaleqa baGaaGOmaaaakiabgUcaRiaaiodacaaI2aGaeqiUdeNaey4kaSIaaG OmaiaaisdaaiaawIcacaGLPaaaaeaacqaH4oqCdaahaaWcbeqaaiaa iodaaaGcdaqadaqaaiabeI7aXnaaCaaaleqabaGaaG4maaaakiabgU caRiabeI7aXjabgUcaRiaaikdaaiaawIcacaGLPaaadaahaaWcbeqa aiaaiodaaaaaaaaa@6EEE@

μ 4 = 3( 3 θ 12 +24 θ 10 +128 θ 9 +44 θ 8 +344 θ 7 +440 θ 6 +320 θ 5 +776 θ 4 +672 θ 3 +336 θ 2 +480θ+240 ) θ 4 ( θ 3 +θ+2 ) 4 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTnaaBa aaleaacaaI0aaabeaakiabg2da9maalaaabaGaaG4mamaabmaaeaqa beaacaaIZaGaeqiUde3aaWbaaSqabeaacaaIXaGaaGOmaaaakiabgU caRiaaikdacaaI0aGaeqiUde3aaWbaaSqabeaacaaIXaGaaGimaaaa kiabgUcaRiaaigdacaaIYaGaaGioaiabeI7aXnaaCaaaleqabaGaaG yoaaaakiabgUcaRiaaisdacaaI0aGaeqiUde3aaWbaaSqabeaacaaI 4aaaaOGaey4kaSIaaG4maiaaisdacaaI0aGaeqiUde3aaWbaaSqabe aacaaI3aaaaOGaey4kaSIaaGinaiaaisdacaaIWaGaeqiUde3aaWba aSqabeaacaaI2aaaaOGaey4kaSIaaG4maiaaikdacaaIWaGaeqiUde 3aaWbaaSqabeaacaaI1aaaaaGcbaGaey4kaSIaaG4naiaaiEdacaaI 2aGaeqiUde3aaWbaaSqabeaacaaI0aaaaOGaey4kaSIaaGOnaiaaiE dacaaIYaGaeqiUde3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaaG4m aiaaiodacaaI2aGaeqiUde3aaWbaaSqabeaacaaIYaaaaOGaey4kaS IaaGinaiaaiIdacaaIWaGaeqiUdeNaey4kaSIaaGOmaiaaisdacaaI WaaaaiaawIcacaGLPaaaaeaacqaH4oqCdaahaaWcbeqaaiaaisdaaa GcdaqadaqaaiabeI7aXnaaCaaaleqabaGaaG4maaaakiabgUcaRiab eI7aXjabgUcaRiaaikdaaiaawIcacaGLPaaadaahaaWcbeqaaiaais daaaaaaaaa@8865@

The descriptive measures including coefficient of variation (CV), coefficient of skewness (CS), coefficient of kurtosis (CK) and the index of dispersion (ID) of Pratibha distribution are thus obtained as

CV= μ 2 μ 1 = θ 6 +4 θ 4 +16 θ 3 +2 θ 2 +12θ+12 θ 3 +2θ+6 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadoeacaWGwb Gaeyypa0ZaaSaaaeaadaGcaaqaaiabeY7aTnaaBaaaleaacaaIYaaa beaaaeqaaaGcbaGaeqiVd02aaSbaaSqaaiaaigdaaeqaaOWaaWbaaS qabeaakiadacUHYaIOaaaaaiabg2da9maalaaabaWaaOaaaeaacqaH 4oqCdaahaaWcbeqaaiaaiAdaaaGccqGHRaWkcaaI0aGaeqiUde3aaW baaSqabeaacaaI0aaaaOGaey4kaSIaaGymaiaaiAdacqaH4oqCdaah aaWcbeqaaiaaiodaaaGccqGHRaWkcaaIYaGaeqiUde3aaWbaaSqabe aacaaIYaaaaOGaey4kaSIaaGymaiaaikdacqaH4oqCcqGHRaWkcaaI XaGaaGOmaaWcbeaaaOqaaiabeI7aXnaaCaaaleqabaGaaG4maaaaki abgUcaRiaaikdacqaH4oqCcqGHRaWkcaaI2aaaaaaa@61CE@

CS= μ 3 μ 2 3/2 = 2( θ 9 +6 θ 7 +30 θ 6 +6 θ 5 +42 θ 4 +38 θ 3 +18 θ 2 +36θ+24 ) ( θ 6 +4 θ 4 +16 θ 3 +2 θ 2 +12θ+12 ) 3/2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadoeacaWGtb Gaeyypa0ZaaSaaaeaacqaH8oqBdaWgaaWcbaGaaG4maaqabaaakeaa cqaH8oqBdaWgaaWcbaGaaGOmaaqabaGcdaahaaWcbeqaamaalyaaba GaaG4maaqaaiaaikdaaaaaaaaakiabg2da9maalaaabaGaaGOmamaa bmaabaGaeqiUde3aaWbaaSqabeaacaaI5aaaaOGaey4kaSIaaGOnai abeI7aXnaaCaaaleqabaGaaG4naaaakiabgUcaRiaaiodacaaIWaGa eqiUde3aaWbaaSqabeaacaaI2aaaaOGaey4kaSIaaGOnaiabeI7aXn aaCaaaleqabaGaaGynaaaakiabgUcaRiaaisdacaaIYaGaeqiUde3a aWbaaSqabeaacaaI0aaaaOGaey4kaSIaaG4maiaaiIdacqaH4oqCda ahaaWcbeqaaiaaiodaaaGccqGHRaWkcaaIXaGaaGioaiabeI7aXnaa CaaaleqabaGaaGOmaaaakiabgUcaRiaaiodacaaI2aGaeqiUdeNaey 4kaSIaaGOmaiaaisdaaiaawIcacaGLPaaaaeaadaqadaqaaiabeI7a XnaaCaaaleqabaGaaGOnaaaakiabgUcaRiaaisdacqaH4oqCdaahaa WcbeqaaiaaisdaaaGccqGHRaWkcaaIXaGaaGOnaiabeI7aXnaaCaaa leqabaGaaG4maaaakiabgUcaRiaaikdacqaH4oqCdaahaaWcbeqaai aaikdaaaGccqGHRaWkcaaIXaGaaGOmaiabeI7aXjabgUcaRiaaigda caaIYaaacaGLOaGaayzkaaWaaWbaaSqabeaadaWcgaqaaiaaiodaae aacaaIYaaaaaaaaaaaaa@8408@

CK= μ 4 μ 2 2 = 3( 3 θ 12 +24 θ 10 +128 θ 9 +44 θ 8 +344 θ 7 +440 θ 6 +320 θ 5 +776 θ 4 +672 θ 3 +336 θ 2 +480θ+240 ) ( θ 6 +4 θ 4 +16 θ 3 +2 θ 2 +12θ+12 ) 2 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadoeacaWGlb Gaeyypa0ZaaSaaaeaacqaH8oqBdaWgaaWcbaGaaGinaaqabaaakeaa cqaH8oqBdaWgaaWcbaGaaGOmaaqabaGcdaahaaWcbeqaaiaaikdaaa aaaOGaeyypa0ZaaSaaaeaacaaIZaWaaeWaaqaabeqaaiaaiodacqaH 4oqCdaahaaWcbeqaaiaaigdacaaIYaaaaOGaey4kaSIaaGOmaiaais dacqaH4oqCdaahaaWcbeqaaiaaigdacaaIWaaaaOGaey4kaSIaaGym aiaaikdacaaI4aGaeqiUde3aaWbaaSqabeaacaaI5aaaaOGaey4kaS IaaGinaiaaisdacqaH4oqCdaahaaWcbeqaaiaaiIdaaaGccqGHRaWk caaIZaGaaGinaiaaisdacqaH4oqCdaahaaWcbeqaaiaaiEdaaaGccq GHRaWkcaaI0aGaaGinaiaaicdacqaH4oqCdaahaaWcbeqaaiaaiAda aaGccqGHRaWkcaaIZaGaaGOmaiaaicdacqaH4oqCdaahaaWcbeqaai aaiwdaaaaakeaacqGHRaWkcaaI3aGaaG4naiaaiAdacqaH4oqCdaah aaWcbeqaaiaaisdaaaGccqGHRaWkcaaI2aGaaG4naiaaikdacqaH4o qCdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcaaIZaGaaG4maiaaiAda cqaH4oqCdaahaaWcbeqaaiaaikdaaaGccqGHRaWkcaaI0aGaaGioai aaicdacqaH4oqCcqGHRaWkcaaIYaGaaGinaiaaicdaaaGaayjkaiaa wMcaaaqaamaabmaabaGaeqiUde3aaWbaaSqabeaacaaI2aaaaOGaey 4kaSIaaGinaiabeI7aXnaaCaaaleqabaGaaGinaaaakiabgUcaRiaa igdacaaI2aGaeqiUde3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaaG OmaiabeI7aXnaaCaaaleqabaGaaGOmaaaakiabgUcaRiaaigdacaaI YaGaeqiUdeNaey4kaSIaaGymaiaaikdaaiaawIcacaGLPaaadaahaa Wcbeqaaiaaikdaaaaaaaaa@9BCF@

ID= μ 2 μ 1 = θ 6 +4 θ 4 +16 θ 3 +2 θ 2 +12θ+12 θ( θ 3 +θ+2 )( θ 3 +2θ+6 ) . MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadMeacaWGeb Gaeyypa0ZaaSaaaeaacqaH8oqBdaWgaaWcbaGaaGOmaaqabaaakeaa cqaH8oqBdaWgaaWcbaGaaGymaaqabaGcdaahaaWcbeqaaOGamai4gk diIcaaaaGaeyypa0ZaaSaaaeaacqaH4oqCdaahaaWcbeqaaiaaiAda aaGccqGHRaWkcaaI0aGaeqiUde3aaWbaaSqabeaacaaI0aaaaOGaey 4kaSIaaGymaiaaiAdacqaH4oqCdaahaaWcbeqaaiaaiodaaaGccqGH RaWkcaaIYaGaeqiUde3aaWbaaSqabeaacaaIYaaaaOGaey4kaSIaaG ymaiaaikdacqaH4oqCcqGHRaWkcaaIXaGaaGOmaaqaaiabeI7aXnaa bmaabaGaeqiUde3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaeqiUde Naey4kaSIaaGOmaaGaayjkaiaawMcaamaabmaabaGaeqiUde3aaWba aSqabeaacaaIZaaaaOGaey4kaSIaaGOmaiabeI7aXjabgUcaRiaaiA daaiaawIcacaGLPaaaaaGaaiOlaaaa@6DE7@

Behaviour of coefficient of variation, coefficient of skewness, coefficient of kurtosis and index of dispersion for changing values of parameter are shown in the Figure 5.

Figure 5 CV, CS, CK and ID of Pratibha distribution for different values of the parameter.

To see the comparative study of the level of over-dispersion, equi-dispersion and under-dispersion of the Pratibha, Shanker, Sujatha, Akash, Komal, Garima, Lindley, and exponential distributions for varying values of their parameter  are computed and presented in the following Table 1.

Sl. No

Distributions

Over-dispersion

Equi-dispersion

Under- dispersion

1

Pratibha

θ < 1.4035 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaabccacaaIXaGaaiOlaiaaisdacaaI WaGaaG4maiaaiwdaaaa@3F8D@   θ = 1.4035 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaabccacaaIXaGaaiOlaiaaisdacaaI WaGaaG4maiaaiwdaaaa@3F8F@   θ > 1.4035 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaabccacaaIXaGaaiOlaiaaisdacaaI WaGaaG4maiaaiwdaaaa@3F91@  

2

Shanker

θ <1.1715 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaaigdacaGGUaGaaGymaiaaiEdacaaI XaGaaGynaaaa@3EEC@   θ =1.1715 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaaigdacaGGUaGaaGymaiaaiEdacaaI XaGaaGynaaaa@3EEE@   θ >1.1715 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaaigdacaGGUaGaaGymaiaaiEdacaaI XaGaaGynaaaa@3EF0@  

3

Sujatha

θ <1.3643 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaaigdacaGGUaGaaG4maiaaiAdacaaI 0aGaaG4maaaa@3EEE@   θ =1.3643 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaaigdacaGGUaGaaG4maiaaiAdacaaI 0aGaaG4maaaa@3EF0@   θ >1.3643 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaaigdacaGGUaGaaG4maiaaiAdacaaI 0aGaaG4maaaa@3EF2@  

4

Akash

θ <1.5154 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaaigdacaGGUaGaaGynaiaaigdacaaI 1aGaaGinaaaa@3EED@   θ =1.5154 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaaigdacaGGUaGaaGynaiaaigdacaaI 1aGaaGinaaaa@3EEF@   θ >1.5154 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaaigdacaGGUaGaaGynaiaaigdacaaI 1aGaaGinaaaa@3EF1@  

5

Komal

θ < 1.1587 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaabccacaaIXaGaaiOlaiaaigdacaaI 1aGaaGioaiaaiEdaaaa@3F96@   θ = 1.1587 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaabccacaaIXaGaaiOlaiaaigdacaaI 1aGaaGioaiaaiEdaaaa@3F98@   θ > 1.1587 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaabccacaaIXaGaaiOlaiaaigdacaaI 1aGaaGioaiaaiEdaaaa@3F9A@  

6

Garima

θ <1.1642 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaaigdacaGGUaGaaGymaiaaiAdacaaI 0aGaaGOmaaaa@3EEB@   θ =1.1642 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaaigdacaGGUaGaaGymaiaaiAdacaaI 0aGaaGOmaaaa@3EED@   θ >1.1642 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaaigdacaGGUaGaaGymaiaaiAdacaaI 0aGaaGOmaaaa@3EEF@  

7

Lindley

θ <1.1700 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaaigdacaGGUaGaaGymaiaaiEdacaaI WaGaaGimaaaa@3EE6@   θ =1.1700 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaaigdacaGGUaGaaGymaiaaiEdacaaI WaGaaGimaaaa@3EE8@   θ >1.1700 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaaigdacaGGUaGaaGymaiaaiEdacaaI WaGaaGimaaaa@3EEA@  

8

Exponential

θ < 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabgYda8iaabccacaaIXaaaaa@3BE7@   θ = 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg2da9iaabccacaaIXaaaaa@3BE9@   θ > 1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdeNaaeiiaiabg6da+iaabccacaaIXaaaaa@3BEB@  

Table 1 Over-dispersion, equi-dispersion and under-dispersion of Pratibha, Shanker, Sujatha, Akash, Komal, Garima, Lindley, and exponential distributions for varying values of their parameter  θ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaabaaaaaaaaape GaeqiUdehaaa@38E2@  

To have a better understanding of the over-dispersion, equal-dispersion and under-dispersion of the Pratibha distribution, the behaviour of the mean and the variance of Pratibha distribution for varying values of parameter have been shown in the following Figure 6.

Figure 6 The nature of mean and variance of Pratibha distribution for varying values of parameter.

Deviations from mean and median

Mean deviation about the mean and the mean deviation about median of a random variable X MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadIfaaaa@37EB@ having pdf f( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadAgadaqada qaaiaadIhaaiaawIcacaGLPaaaaaa@3A7F@ and cdf F( x ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaadAeadaqada qaaiaadIhaaiaawIcacaGLPaaaaaa@3A5F@  are defined by

δ 1 (x)= 0 |xμ|f(x)dx =2μF(μ)2 0 μ xf(x)dx MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabes7aKnaaBa aaleaacaaIXaaabeaakiaacIcacaWG4bGaaiykaiabg2da9maapeha baGaaiiFaiaadIhacqGHsislcqaH8oqBcaGG8bGaamOzaiaacIcaca WG4bGaaiykaiaadsgacaWG4baaleaacaaIWaaabaGaeyOhIukaniab gUIiYdGccqGH9aqpcaaIYaGaeqiVd0MaamOraiaacIcacqaH8oqBca GGPaGaeyOeI0IaaGOmamaapehabaGaamiEaiaadAgacaGGOaGaamiE aiaacMcacaWGKbGaamiEaaWcbaGaaGimaaqaaiabeY7aTbqdcqGHRi I8aaaa@605D@  

 and δ 2 (x)= 0 |xM|f(x)dx =μ+2 M xf(x)dx MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabes7aKnaaBa aaleaacaaIYaaabeaakiaacIcacaWG4bGaaiykaiabg2da9maapeha baGaaiiFaiaadIhacqGHsislcaWGnbGaaiiFaiaadAgacaGGOaGaam iEaiaacMcacaWGKbGaamiEaaWcbaGaaGimaaqaaiabg6HiLcqdcqGH RiI8aOGaeyypa0JaeyOeI0IaeqiVd0Maey4kaSIaaGOmamaapehaba GaamiEaiaadAgacaGGOaGaamiEaiaacMcacaWGKbGaamiEaaWcbaGa amytaaqaaiabg6HiLcqdcqGHRiI8aaaa@5B99@  respectively, where μ=E(X) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabeY7aTjabg2 da9iaadweacaGGOaGaamiwaiaacMcaaaa@3CCA@  and.  M=Median(X) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaad2eacqGH9a qpcaWGnbGaamyzaiaadsgacaWGPbGaamyyaiaad6gacaGGOaGaamiw aiaacMcaaaa@4088@   Using pdf and expressions for the mean of Pratibha distribution, we get

0 μ xf( x;θ ) dx=μ [ θ 4 μ+ θ 3 ( μ 3 + μ 2 +1 )+ θ 2 ( 3 μ 2 +2μ )+2θ( 3μ+1 )+6 ] e θμ θ( θ 3 +θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaapehabaGaam iEaiaadAgadaqadaqaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzk aaaaleaacaaIWaaabaGaeqiVd0ganiabgUIiYdGccaaMc8Uaamizai aadIhacqGH9aqpcqaH8oqBcqGHsisldaWcaaqaamaadmaabaGaeqiU de3aaWbaaSqabeaacaaI0aaaaOGaeqiVd0Maey4kaSIaeqiUde3aaW baaSqabeaacaaIZaaaaOWaaeWaaeaacqaH8oqBdaahaaWcbeqaaiaa iodaaaGccqGHRaWkcqaH8oqBdaahaaWcbeqaaiaaikdaaaGccqGHRa WkcaaIXaaacaGLOaGaayzkaaGaey4kaSIaeqiUde3aaWbaaSqabeaa caaIYaaaaOWaaeWaaeaacaaIZaGaeqiVd02aaWbaaSqabeaacaaIYa aaaOGaey4kaSIaaGOmaiabeY7aTbGaayjkaiaawMcaaiabgUcaRiaa ikdacqaH4oqCdaqadaqaaiaaiodacqaH8oqBcqGHRaWkcaaIXaaaca GLOaGaayzkaaGaey4kaSIaaGOnaaGaay5waiaaw2faaiaadwgadaah aaWcbeqaaiabgkHiTiabeI7aXjabeY7aTbaaaOqaaiabeI7aXnaabm aabaGaeqiUde3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaeqiUdeNa ey4kaSIaaGOmaaGaayjkaiaawMcaaaaaaaa@832E@  

0 M xf( x;θ ) dx=μ [ θ 4 M+ θ 3 ( M 3 + M 2 +1 )+ θ 2 ( 3 M 2 +2M )+2θ( 3M+1 )+6 ] e θM θ( θ 3 +θ+2 ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaamaapehabaGaam iEaiaadAgadaqadaqaaiaadIhacaGG7aGaeqiUdehacaGLOaGaayzk aaaaleaacaaIWaaabaGaamytaaqdcqGHRiI8aOGaamizaiaadIhacq GH9aqpcqaH8oqBcqGHsisldaWcaaqaamaadmaabaGaeqiUde3aaWba aSqabeaacaaI0aaaaOGaamytaiabgUcaRiabeI7aXnaaCaaaleqaba GaaG4maaaakmaabmaabaGaamytamaaCaaaleqabaGaaG4maaaakiab gUcaRiaad2eadaahaaWcbeqaaiaaikdaaaGccqGHRaWkcaaIXaaaca GLOaGaayzkaaGaey4kaSIaeqiUde3aaWbaaSqabeaacaaIYaaaaOWa aeWaaeaacaaIZaGaamytamaaCaaaleqabaGaaGOmaaaakiabgUcaRi aaikdacaWGnbaacaGLOaGaayzkaaGaey4kaSIaaGOmaiabeI7aXnaa bmaabaGaaG4maiaad2eacqGHRaWkcaaIXaaacaGLOaGaayzkaaGaey 4kaSIaaGOnaaGaay5waiaaw2faaiaadwgadaahaaWcbeqaaiabgkHi TiabeI7aXjaad2eaaaaakeaacqaH4oqCdaqadaqaaiabeI7aXnaaCa aaleqabaGaaG4maaaakiabgUcaRiabeI7aXjabgUcaRiaaikdaaiaa wIcacaGLPaaaaaaaaa@7A83@  

Using above expressions some algebraic simplifications, the mean deviation about the mean δ 1 (x) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiTdq2aaS baaSqaaiaaigdaaeqaaOGaaiikaiaadIhacaGGPaaaaa@3C63@ , and the mean deviation about the median δ 2 (x) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiTdq2aaS baaSqaaiaaikdaaeqaaOGaaiikaiaadIhacaGGPaaaaa@3C64@ of Pratibha distribution are obtained as

δ 1 (x)= 2[ θ 2 ( μ 2 +μ )+2θ( 2μ+1 )+6 ]e θ( θ 3 +θ+2 ) θμ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiTdq2aaS baaSqaaiaaigdaaeqaaOGaaiikaiaadIhacaGGPaGaeyypa0ZaaSaa aeaacaaIYaWaamWaaeaacqaH4oqCdaahaaWcbeqaaiaaikdaaaGcda qadaqaaiabeY7aTnaaCaaaleqabaGaaGOmaaaakiabgUcaRiabeY7a TbGaayjkaiaawMcaaiabgUcaRiaaikdacqaH4oqCdaqadaqaaiaaik dacqaH8oqBcqGHRaWkcaaIXaaacaGLOaGaayzkaaGaey4kaSIaaGOn aaGaay5waiaaw2faaiaadwgaaeaacqaH4oqCdaqadaqaaiabeI7aXn aaCaaaleqabaGaaG4maaaakiabgUcaRiabeI7aXjabgUcaRiaaikda aiaawIcacaGLPaaaaaWaaWbaaSqabeaacqGHsislcqaH4oqCcqaH8o qBaaaaaa@63B7@  

δ 2 ( x )= 2[ θ 4 M+ θ 3 ( M 3 + M 2 +1 )+ θ 2 ( 3 M 2 +2M )+2θ( 3M+1 )+6 ]e θ( θ 3 +θ+2 ) θM μ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiTdq2aaS baaSqaaiaaikdaaeqaaOWaaeWaaeaacaWG4baacaGLOaGaayzkaaGa eyypa0ZaaSaaaeaacaaIYaWaamWaaeaacqaH4oqCdaahaaWcbeqaai aaisdaaaGccaWGnbGaey4kaSIaeqiUde3aaWbaaSqabeaacaaIZaaa aOWaaeWaaeaacaWGnbWaaWbaaSqabeaacaaIZaaaaOGaey4kaSIaam ytamaaCaaaleqabaGaaGOmaaaakiabgUcaRiaaigdaaiaawIcacaGL PaaacqGHRaWkcqaH4oqCdaahaaWcbeqaaiaaikdaaaGcdaqadaqaai aaiodacaWGnbWaaWbaaSqabeaacaaIYaaaaOGaey4kaSIaaGOmaiaa d2eaaiaawIcacaGLPaaacqGHRaWkcaaIYaGaeqiUde3aaeWaaeaaca aIZaGaamytaiabgUcaRiaaigdaaiaawIcacaGLPaaacqGHRaWkcaaI 2aaacaGLBbGaayzxaaGaamyzaaqaaiabeI7aXnaabmaabaGaeqiUde 3aaWbaaSqabeaacaaIZaaaaOGaey4kaSIaeqiUdeNaey4kaSIaaGOm aaGaayjkaiaawMcaaaaadaahaaWcbeqaaiabgkHiTiabeI7aXjaad2 eaaaGccqGHsislcqaH8oqBaaa@73FD@  

Stress-strength reliability of Pratibha distribution

Let us suppose that X MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiwaaaa@3854@ and Y MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamywaaaa@3855@ be independent strength and stress random variables having Pratibha distribution with parameter θ 1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUde3aaS baaSqaaiaaigdaaeqaaaaa@3A14@  and θ 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUde3aaS baaSqaaiaaikdaaeqaaaaa@3A15@ , respectively. Then R=P( Y<X ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOuaiabg2 da9iaadcfadaqadaqaaiaadMfacqGH8aapcaWGybaacaGLOaGaayzk aaaaaa@3E71@ is known as stress-strength parameter and is a measure of the component reliability. Thus, the stress-strength reliability of Pratibha distribution can be obtained as

R=P( Y<X )= 0 P( Y<X|X=x ) f X ( x )dx= 0 f( x; θ 1 ) F( x; θ 2 )dx MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOuaiabg2 da9iaadcfadaqadaqaaiaadMfacqGH8aapcaWGybaacaGLOaGaayzk aaGaeyypa0Zaa8qCaeaacaWGqbWaaeWaaeaacaWGzbGaeyipaWJaam iwaiaacYhacaWGybGaeyypa0JaamiEaaGaayjkaiaawMcaaaWcbaGa aGimaaqaaiabg6HiLcqdcqGHRiI8aOGaamOzamaaBaaaleaacaWGyb aabeaakmaabmaabaGaamiEaaGaayjkaiaawMcaaiaadsgacaWG4bGa eyypa0Zaa8qCaeaacaWGMbWaaeWaaeaacaWG4bGaai4oaiabeI7aXn aaBaaaleaacaaIXaaabeaaaOGaayjkaiaawMcaaaWcbaGaaGimaaqa aiabg6HiLcqdcqGHRiI8aOGaamOramaabmaabaGaamiEaiaacUdacq aH4oqCdaWgaaWcbaGaaGOmaaqabaaakiaawIcacaGLPaaacaWGKbGa amiEaaaa@6895@  

=1 θ 1 3 [ 24 θ 2 2 +12( θ 1 + θ 2 ) θ 2 ( θ 2 +2 )+2( θ 2 3 + θ 2 2 + θ 1 θ 2 2 +3 θ 2 +2 ) ( θ 1 + θ 2 ) 2 +( θ 2 3 + θ 1 θ 2 2 +2 θ 1 θ 2 + θ 2 +2 ) ( θ 1 + θ 2 ) 3 +( θ 1 θ 2 3 + θ 1 θ 2 +2 ) ( θ 1 + θ 2 ) 4 ] ( θ 1 + θ 2 ) 5 ( θ 1 3 + θ 1 +2 )( θ 2 3 + θ 2 +2 ) . MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyypa0JaaG ymaiabgkHiTmaalaaabaGaeqiUde3aaSbaaSqaaiaaigdaaeqaaOWa aWbaaSqabeaacaaIZaaaaOWaamWaaqaabeqaaiaaikdacaaI0aGaaG PaVlabeI7aXnaaBaaaleaacaaIYaaabeaakmaaCaaaleqabaGaaGOm aaaakiabgUcaRiaaigdacaaIYaWaaeWaaeaacqaH4oqCdaWgaaWcba GaaGymaaqabaGccqGHRaWkcqaH4oqCdaWgaaWcbaGaaGOmaaqabaaa kiaawIcacaGLPaaacqaH4oqCdaWgaaWcbaGaaGOmaaqabaGcdaqada qaaiabeI7aXnaaBaaaleaacaaIYaaabeaakiabgUcaRiaaikdaaiaa wIcacaGLPaaacqGHRaWkcaaIYaWaaeWaaeaacqaH4oqCdaWgaaWcba GaaGOmaaqabaGcdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqC daWgaaWcbaGaaGOmaaqabaGcdaahaaWcbeqaaiaaikdaaaGccqGHRa WkcqaH4oqCdaWgaaWcbaGaaGymaaqabaGccqaH4oqCdaWgaaWcbaGa aGOmaaqabaGcdaahaaWcbeqaaiaaikdaaaGccqGHRaWkcaaIZaGaeq iUde3aaSbaaSqaaiaaikdaaeqaaOGaey4kaSIaaGOmaaGaayjkaiaa wMcaamaabmaabaGaeqiUde3aaSbaaSqaaiaaigdaaeqaaOGaey4kaS IaeqiUde3aaSbaaSqaaiaaikdaaeqaaaGccaGLOaGaayzkaaWaaWba aSqabeaacaaIYaaaaaGcbaGaey4kaSYaaeWaaeaacqaH4oqCdaWgaa WcbaGaaGOmaaqabaGcdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH 4oqCdaWgaaWcbaGaaGymaaqabaGccqaH4oqCdaWgaaWcbaGaaGOmaa qabaGcdaahaaWcbeqaaiaaikdaaaGccqGHRaWkcaaIYaGaeqiUde3a aSbaaSqaaiaaigdaaeqaaOGaeqiUde3aaSbaaSqaaiaaikdaaeqaaO Gaey4kaSIaeqiUde3aaSbaaSqaaiaaikdaaeqaaOGaey4kaSIaaGOm aaGaayjkaiaawMcaamaabmaabaGaeqiUde3aaSbaaSqaaiaaigdaae qaaOGaey4kaSIaeqiUde3aaSbaaSqaaiaaikdaaeqaaaGccaGLOaGa ayzkaaWaaWbaaSqabeaacaaIZaaaaOGaey4kaSYaaeWaaeaacqaH4o qCdaWgaaWcbaGaaGymaaqabaGccqaH4oqCdaWgaaWcbaGaaGOmaaqa baGcdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCdaWgaaWcba GaaGymaaqabaGccqaH4oqCdaWgaaWcbaGaaGOmaaqabaGccqGHRaWk caaIYaaacaGLOaGaayzkaaWaaeWaaeaacqaH4oqCdaWgaaWcbaGaaG ymaaqabaGccqGHRaWkcqaH4oqCdaWgaaWcbaGaaGOmaaqabaaakiaa wIcacaGLPaaadaahaaWcbeqaaiaaisdaaaaaaOGaay5waiaaw2faaa qaamaabmaabaGaeqiUde3aaSbaaSqaaiaaigdaaeqaaOGaey4kaSIa eqiUde3aaSbaaSqaaiaaikdaaeqaaaGccaGLOaGaayzkaaWaaWbaaS qabeaacaaI1aaaaOWaaeWaaeaacqaH4oqCdaWgaaWcbaGaaGymaaqa baGcdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCdaWgaaWcba GaaGymaaqabaGccqGHRaWkcaaIYaaacaGLOaGaayzkaaWaaeWaaeaa cqaH4oqCdaWgaaWcbaGaaGOmaaqabaGcdaahaaWcbeqaaiaaiodaaa GccqGHRaWkcqaH4oqCdaWgaaWcbaGaaGOmaaqabaGccqGHRaWkcaaI YaaacaGLOaGaayzkaaaaaiaac6caaaa@D2FD@  

Parameter estimation of Pratibha distribution

Method of moment estimate

 Suppose ( x 1 , x 2 , x 3 ,..., x n ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaaca WG4bWaaSbaaSqaaiaaigdaaeqaaOGaaiilaiaadIhadaWgaaWcbaGa aGOmaaqabaGccaGGSaGaamiEamaaBaaaleaacaaIZaaabeaakiaacY cacaGGUaGaaiOlaiaac6cacaGGSaGaamiEamaaBaaaleaacaWGUbaa beaaaOGaayjkaiaawMcaaaaa@45C9@  be a random sample of size n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOBaaaa@386A@  from Pratibha distribution with sample mean x ¯ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmiEayaara aaaa@388C@ . Equating the population mean with the corresponding sample mean, the method of moment estimate (MOME) of parameter θ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUdehaaa@392D@ of Pratibha distribution is the solution of the following fourth degree polynomial equation

x ¯ θ 4 θ 3 + x ¯ θ 2 +2( x ¯ 1 )θ6=0 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGabmiEayaara GaeqiUde3aaWbaaSqabeaacaaI0aaaaOGaeyOeI0IaeqiUde3aaWba aSqabeaacaaIZaaaaOGaey4kaSIabmiEayaaraGaeqiUde3aaWbaaS qabeaacaaIYaaaaOGaey4kaSIaaGOmamaabmaabaGabmiEayaaraGa eyOeI0IaaGymaaGaayjkaiaawMcaaiabeI7aXjabgkHiTiaaiAdacq GH9aqpcaaIWaaaaa@4E75@  

Maximum likelihood estimate

Suppose ( x 1 , x 2 , x 3 ,..., x n ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaaca WG4bWaaSbaaSqaaiaaigdaaeqaaOGaaiilaiaadIhadaWgaaWcbaGa aGOmaaqabaGccaGGSaGaamiEamaaBaaaleaacaaIZaaabeaakiaacY cacaGGUaGaaiOlaiaac6cacaGGSaGaamiEamaaBaaaleaacaWGUbaa beaaaOGaayjkaiaawMcaaaaa@45C9@  be a random sample of size n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOBaaaa@386A@  from Pratibha distribution. The log likelihood function, L MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamitaaaa@3848@ of Pratibha distribution is given by

logL= i=1 n logf( x i ;θ ) =3nlogθnlog( θ 3 +θ+2 )+ i=1 n log( θ+ x i + x i 2 )nθ x ¯ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaciiBaiaac+ gacaGGNbGaamitaiabg2da9maaqahabaGaciiBaiaac+gacaGGNbGa amOzamaabmaabaGaamiEamaaBaaaleaacaWGPbaabeaakiaacUdacq aH4oqCaiaawIcacaGLPaaaaSqaaiaadMgacqGH9aqpcaaIXaaabaGa amOBaaqdcqGHris5aOGaeyypa0JaaG4maiaad6gaciGGSbGaai4Bai aacEgacqaH4oqCcqGHsislcaWGUbGaciiBaiaac+gacaGGNbWaaeWa aeaacqaH4oqCdaahaaWcbeqaaiaaiodaaaGccqGHRaWkcqaH4oqCcq GHRaWkcaaIYaaacaGLOaGaayzkaaGaey4kaSYaaabCaeaaciGGSbGa ai4BaiaacEgadaqadaqaaiabeI7aXjabgUcaRiaadIhadaWgaaWcba GaamyAaaqabaGccqGHRaWkcaWG4bWaaSbaaSqaaiaadMgaaeqaaOWa aWbaaSqabeaacaaIYaaaaaGccaGLOaGaayzkaaGaeyOeI0IaamOBai abeI7aXjqadIhagaqeaaWcbaGaamyAaiabg2da9iaaigdaaeaacaWG UbaaniabggHiLdaaaa@78B4@  

The maximum likelihood estimate (MLE) ( θ ^ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacu aH4oqCgaqcaaGaayjkaiaawMcaaaaa@3AC6@ of the parameter ( θ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacq aH4oqCaiaawIcacaGLPaaaaaa@3AB6@  of Pratibha distribution is the solution of the following log likelihood equation

dlogL dθ = 3n θ n( 3 θ 2 +1 ) θ 3 +θ+2 i=1 n 1 log( θ+ x i + x i 2 ) n x ¯ =0 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaSaaaeaaca WGKbGaciiBaiaac+gacaGGNbGaamitaaqaaiaadsgacqaH4oqCaaGa eyypa0ZaaSaaaeaacaaIZaGaamOBaaqaaiabeI7aXbaacqGHsislda Wcaaqaaiaad6gadaqadaqaaiaaiodacqaH4oqCdaahaaWcbeqaaiaa ikdaaaGccqGHRaWkcaaIXaaacaGLOaGaayzkaaaabaGaeqiUde3aaW baaSqabeaacaaIZaaaaOGaey4kaSIaeqiUdeNaey4kaSIaaGOmaaaa cqGHsisldaaeWbqaamaalaaabaGaaGymaaqaaiGacYgacaGGVbGaai 4zamaabmaabaGaeqiUdeNaey4kaSIaamiEamaaBaaaleaacaWGPbaa beaakiabgUcaRiaadIhadaWgaaWcbaGaamyAaaqabaGcdaahaaWcbe qaaiaaikdaaaaakiaawIcacaGLPaaaaaGaeyOeI0caleaacaWGPbGa eyypa0JaaGymaaqaaiaad6gaa0GaeyyeIuoakiaad6gaceWG4bGbae bacqGH9aqpcaaIWaaaaa@6BEB@  

The above equation can easily be solved using Newton-Raphson method where the initial value of the parameter θ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUdehaaa@392D@  may be taken as given by the MOME.

A simulation study

In this section, we carried out simulation study to examine the performance of maximum likelihood estimator of the Pratibha distribution. We examined the mean estimates, biases (B), mean square errors (MSEs) and variances of the maximum likelihood estimates (MLE). The mean, bias, MSE and variance are computed using the formulae

Mean= 1 n i=1 n θ ^ i MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamytaiaadw gacaWGHbGaamOBaiabg2da9maalaaabaGaaGymaaqaaiaad6gaaaWa aabCaeaacuaH4oqCgaqcamaaBaaaleaacaWGPbaabeaaaeaacaWGPb Gaeyypa0JaaGymaaqaaiaad6gaa0GaeyyeIuoaaaa@4688@ , B= 1 n i=1 n ( θ ^ i θ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOqaiabg2 da9maalaaabaGaaGymaaqaaiaad6gaaaWaaabCaeaadaqadaqaaiqb eI7aXzaajaWaaSbaaSqaaiaadMgaaeqaaOGaeyOeI0IaeqiUdehaca GLOaGaayzkaaaaleaacaWGPbGaeyypa0JaaGymaaqaaiaad6gaa0Ga eyyeIuoaaaa@47FC@ , MSE= 1 n i=1 n ( θ ^ i θ ) 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamytaiaado facaWGfbGaeyypa0ZaaSaaaeaacaaIXaaabaGaamOBaaaadaaeWbqa amaabmaabaGafqiUdeNbaKaadaWgaaWcbaGaamyAaaqabaGccqGHsi slcqaH4oqCaiaawIcacaGLPaaaaSqaaiaadMgacqGH9aqpcaaIXaaa baGaamOBaaqdcqGHris5aOWaaWbaaSqabeaacaaIYaaaaaaa@4A9C@ , Variance=MSE B 2 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOvaiaadg gacaWGYbGaamyAaiaadggacaWGUbGaam4yaiaadwgacqGH9aqpcaWG nbGaam4uaiaadweacqGHsislcaWGcbWaaWbaaSqabeaacaaIYaaaaa aa@44DF@  .

The simulation results for different parameter values of Pratibha distribution are presented in Table 2 respectively. The steps for simulation study are as follows:

  1. Data is generated using the acceptance-rejection method of simulation. The acceptance-rejection method is a commonly used approach in simulation studies to generate random samples from a target distribution when inverse transform method of simulation is not feasible or efficient. Acceptance- rejection method for generating random samples from the Pratibha distribution consists of following steps.
  1. Generate a random variable Y distributed as exp ( θ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacq aH4oqCaiaawIcacaGLPaaaaaa@3AB6@
  2. Generate U distributed as Uniform ( 0,1 ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaaca aIWaGaaiilaiaaigdaaiaawIcacaGLPaaaaaa@3B25@
  3. If U f(y) Mg(y) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyvaiabgs MiJoaalaaabaGaamOzaiaacIcacaWG5bGaaiykaaqaaiaad2eacaWG NbGaaiikaiaadMhacaGGPaaaaaaa@416D@ , then set X=Y MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamiwaiabg2 da9iaadMfaaaa@3A38@ (“accept the sample”); otherwise (“reject the sample”) and if reject, then repeat the process step (i-iii) until getting the required samples. Here M MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamytaaaa@3849@ is a positive constant.
  1. The sample sizes are taken as n=25,50,100,200,300 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOBaiabg2 da9iaaikdacaaI1aGaaiilaiaaiwdacaaIWaGaaiilaiaaigdacaaI WaGaaGimaiaacYcacaaIYaGaaGimaiaaicdacaGGSaGaaG4maiaaic dacaaIWaaaaa@45B4@
  2. The parameter values are set as values θ=0.1 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUdeNaey ypa0JaaGimaiaac6cacaaIXaaaaa@3C5A@ and θ=0.5 MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUdeNaey ypa0JaaGimaiaac6cacaaI1aaaaa@3C5E@
  3. Each sample size is replicated 10000 times.

The results obtained in Table 2 show that as the sample size increases, biases, MSEs and variances of the MLEs of the parameter become smaller respectively. This result is in line with the first-order asymptotic theory.

Parameters

Sample size (n)

Mean

Bias

MSE

Variance

 

25

0.20577

0.00577

0.00024

0.00020

 

50

0.20398

0.00398

0.00013

0.00012

θ=0.1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXjabg2 da9iaaicdacaGGUaGaaGymaaaa@3BEF@  

100

0.20287

0.00287

0.00010

0.00009

 

200

0.20189

0.00189

0.00008

0.00007

 

300

0.20149

0.00149

0.00005

0.00005

 

25

0.51868

0.01868

0.00076

0.00050

 

50

0.51092

0.01092

0.00061

0.00049

θ=0.5 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXjabg2 da9iaaicdacaGGUaGaaGynaaaa@3BF3@  

100

0.51027

0.01027

0.00058

0.00048

 

200

0.50925

0.00925

0.00052

0.00043

 

300

0.50855

0.00855

0.00038

0.00031

Table 2 The Mean values, Biases, MSEs and Variances of Pratibha distribution for parameter values θ=0.1 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXjabg2 da9iaaicdacaGGUaGaaGymaaaa@3BEF@ and θ=0.5 MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabaGaciaacaqabeaadaqaaqaaaOqaaiabeI7aXjabg2 da9iaaicdacaGGUaGaaGynaaaa@3BF3@

An application

The application and the goodness of fit of Pratibha distribution has been discussed with one real life example. As we have seen that Pratibha distribution is highly positively skewed, so following positively skewed dataset has been considered.

Dataset-1: The following right skewed complete data discussed in Murthy et al.11 regarding the failure times of 24 mechanical components are considered and the observations are:

30.94, 18.51, 16.62, 51.56, 22.85, 22.38, 19.08, 49.56, 17.12, 10.67, 25.43, 10.24, 27.47,

14.70, 14.10, 29.93, 27.98, 36.02, 19.40, 14.97, 22.57, 12.26, 18.14, 18.84.

Min

1st Quartile

Median

Mean

3rd Quartile

Max

10

16.21

19.24

22.97

27.6

51.56

The descriptive Summary of the dataset -1 is as follows:

The goodness of fit of the distributions is based on the values of 2logL MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyOeI0IaaG OmaiGacYgacaGGVbGaai4zaiaadYeaaaa@3CC1@ , AIC (Akaike Information Criterion) and K-S (Kolmogorov-Smirnov) statistic. AIC and K-S are computed using AIC=2logL+2k MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamyqaiaadM eacaWGdbGaeyypa0JaeyOeI0IaaGOmaiGacYgacaGGVbGaai4zaiaa dYeacqGHRaWkcaaIYaGaam4Aaaaa@42B1@ , K-S= Sup x | F n ( x ) F 0 ( x ) | MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4saiaab2 cacaWGtbGaeyypa0ZaaCbeaeaacaqGtbGaaeyDaiaabchaaSqaaiaa dIhaaeqaaOWaaqWaaeaacaWGgbWaaSbaaSqaaiaad6gaaeqaaOWaae WaaeaacaWG4baacaGLOaGaayzkaaGaeyOeI0IaamOramaaBaaaleaa caaIWaaabeaakmaabmaabaGaamiEaaGaayjkaiaawMcaaaGaay5bSl aawIa7aaaa@4BA0@ , where k MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaam4Aaaaa@3867@  = the number of parameters, n MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOBaaaa@386A@ = the sample size and F n ( x ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaamOramaaBa aaleaacaWGUbaabeaakmaabmaabaGaamiEaaGaayjkaiaawMcaaaaa @3BF1@ is the empirical distribution function. The distribution having lower 2logL MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyOeI0IaaG OmaiGacYgacaGGVbGaai4zaiaadYeaaaa@3CC1@ , AIC, and K-S are said to be best distribution. The MLE ( θ ^ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacu aH4oqCgaqcaaGaayjkaiaawMcaaaaa@3AC6@  and standard error, S.E ( θ ^ ) MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaWaaeWaaeaacu aH4oqCgaqcaaGaayjkaiaawMcaaaaa@3AC6@  of θ MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeqiUdehaaa@392D@ , 2logL MathType@MTEF@5@5@+= feaagKart1ev2aqatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqai=hGuQ8kuc9pgc9q8qqaq=dir=f0=yqaiVgFr0xfr=x fr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeyOeI0IaaG OmaiGacYgacaGGVbGaai4zaiaadYeaaaa@3CC1@ , AIC, K-S and p-value of the fitted distributions are presented in the Table 3.

It is obvious from the goodness of fit in the Table 3 that the Pratibha distribution provides much closer fit than exponential, Lindley, Garima, Komal, Akash, Sujatha and Shanker distributions. Therefore, the Pratibha distribution can be considered as an important lifetime distribution for modeling positively skewed lifetime data from biomedical sciences and engineering.

Sl. No

Distributions

MLE θ ^ MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiqbeI7aXzaaja aaaa@38D4@  and SE ( θ ^ ) MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiaacIcacuaH4o qCgaqcaiaacMcaaaa@3A2D@

2logL MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabgkHiTiaaik daciGGSbGaai4BaiaacEgacaWGmbaaaa@3C58@  

AIC

K-S

p-value

1

Pratibha

0.1278 (0.0150)

178.82

180.82

0.14

0.71

2

Shanker

0.0866 (0.0124)

184.39

186.39

0.23

0.17

3

Sujatha

0.1273 (0.0149)

179.02

181.02

0.16

0.54

4

Akash

0.1298 (0.0152)

178.45

180.45

0.15

0.61

5

Komal

0.1000 (0.0144)

187.57

189.57

0.35

0

6

Garima

0.1000 (0.0168)

199.68

201.68

0.23

0.15

7

Lindley

0.0837 (0.0121)

185.76

187.76

0.30

0.03

8

Exponential

0.0435 (0.0088)

198.44

200.44

0.33

0.02

Table 3 ML estimate with their standard error, 2logL MathType@MTEF@5@5@+= feaagKart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn hiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr 4rNCHbGeaGqkY=Mj0xXdbba91rFfpec8Eeeu0xXdbba9frFj0=OqFf ea0dXdd9vqaq=JfrVkFHe9pgea0dXdar=Jb9hs0dXdbPYxe9vr0=vr 0=vqpWqaaeaabiGaciaacaqabeaadaqaaqaaaOqaaiabgkHiTiaaik daciGGSbGaai4BaiaacEgacaWGmbaaaa@3C58@ , AIC, K-S and p-value of the considered distributions for the data set-1

Concluding remarks and future works

In this paper an attempt has been made to propose a new one parameter lifetime distribution named Pratibha distribution. Statistical properties, estimation of parameter and application of the distribution has been discussed and presented. As the distribution is new one, it is expected and hoped that it will be of great use to statisticians working in the field of data science to model lifetime data from different fields of knowledge. Being a new lifetime distribution with flexibility, tractability and practicability, a lot of future works can be done on Pratibha distribution.

Conflicts of interest

The author declared that there is no conflicts of interest.

Acknowledgments

Author is grateful to the editor-in-chief and the anonymous reviewer for quick and constructive comments which improved the quality of the paper.

Funding

None.

References

Creative Commons Attribution License

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