Research Article Volume 7 Issue 6
Department of Statistics, Eritrea Institute of Technology, Eritrea
Correspondence: Kamlesh Kumar Shukla, Department of Statistics, College of Science, Eritrea Institute of Technology, Asmara, Eritrea
Received: September 29, 2018 | Published: November 16, 2018
Citation: Shukla KK. Ram Awadh distribution with properties and applications. Biom Biostat Int J. 2018;7(6):515-523. DOI: 10.15406/bbij.2018.07.00254
In this paper, a new one parameter life lime distribution has been proposed and named Ram Awadh distribution. Its moments and moments based measures have been derived. Statistical properties including stochastic ordering, mean deviations, Bonferroni and Lorenz curves, order statistics, Renyi entropy and stress–strength measure have been discussed. Simulation study of proposed distribution has also been discussed. For estimating its parameter method of moments and method of maximum likelihood have been discussed. Goodness of fit of Ram Awadh distribution has been presented and compared with other lifetime distributions of one parameter. It was found superior than other one parameter life time distributions.
Keywords: moments, reliability measures, stochastic ordering, mean deviation, bonferroni and lorenz curves, order statistics, renyi entropy measure, estimation of parameters, goodness of fit
One parameter new life time distribution having parameters is defined by its pdf
(1.1)
We would name pdf (1.1) Ram Awadh distribution" which is a mixture of two–component, exponential distribution having scale parameter and gamma distribution having shape parameter 6 and scale parameter , and their mixing proportions of and respectively.Where and
The corresponding cumulative distribution function (cdf) of (1.1) is given by
(1.2)
The main objective of this paper is to propose a new life time distribution, which may be flexible than other distributions of one parameter proposed by different researchers. Ghitany et al.,1 reported in their paper that Lindley is superior to exponential distribution with reference to data relating to waiting time before service of the bank customers. One parameter lifetime distributions namely Pranav, Ishita, Akash, Shanker, Sujatha and Lindley distributions are proposed by Shukla,2 Shanker & Shukla,3 Shanker,4 Shanker,5 Shanker6 and Lindley7 respectively and applied on biological and engineering data. Statistical properties, estimation of parameter and application of these lifetime distributions have been discussed in the respective papers. It is observed the superiority of proposed distribution over above mentioned distributions, which can be seen in section–10.In this paper, new one parameter life time distribution has been proposed and named Ram Awadh distribution. Its raw moments and central moments have been obtained and coefficients of variation, skewness, kurtosis and index of dispersion have been discussed. Its hazard rate function, mean residual life function, stochastic ordering, mean deviations, Bonferroni and Lorenz curves, order statistics , Renyi entropy measure and stress – strength have been discussed. Both the method of moments and the method of maximum likelihood have been discussed for estimating the parameter of Ram Awadh distribution. A simulation study of distribution has also been carried out. The goodness of fit of the proposed distribution has been presented and compared with other lifetime distributions of one parameter.
Graphs of the pdf and the cdf of Ram Awadh distributionn for varying values of parameter are presented in Figure 1&2.(2.1)
Thus the first four moments about origin of Ram Awadh distribution are given by,
,
And central moments of Ram Awadh distribution are obtained as follows:
The coefficient of variation , coefficient of skewness , coefficient of kurtosis and index of dispersion of Ram Awadh distribution are calculated as
The value of index of dispersion will be one at . To study the nature of C.V, , , and of Ram Awadh distribution, graphs of C.V, , , and of Ram Awadh distribution have been drawn for varying values of the parameter and presented in Figure 3.
There are two important reliability measures namely hazard rate function and mean residual life function. Let be a continuous random variable with pdf and cdf . The hazard rate function and the mean residual life function of are respectively defined as
(3.1)
and (3.2)The corresponding and of Ram Awadh distribution (1.1) are as follows:
(3.1)
and
(3.4)
It can be verified that and .The graphs of and of Ram Awadh distribution for varying values of parameter are presented in Figure 4 & 5.
For judging the comparative behavior of continuous distribution, it is important tool.
A random variable is said to be smaller than a random variable in the
The following results due to The following results due to Shaked & Shanthikumar8 are well known for establishing stochastic ordering of distributions.
The Ram Awadh distribution is ordered with respect to the strongest "likelihood ratio ordering" as established in the following theorem:
Theorem: Let and Ram Awadh distribution and respectively. If then and hence , and .
Proof: We have
Now
This givesThus if , . This means that and hence .
The mean deviation about mean and median defined by
and respectively, where and . The measures and can be calculated using the following simplified relationships
and
(5.2)
Using pdf (1.1) and the mean of Ram Awadh distribution, it can be written as:(5.3)
(5.4)
Using expressions from (5.1), (5.2), (5.3), and (5.4), the mean deviation about mean, and the mean deviation about median, of Ram Awadh distribution are obtained as(5.5)
(5.6)
It was given by Bonferron,9 and Bonferroni and Gini indices have applications not only in economics to study income and poverty, but it has also in many applications in different fields, such as demography, insurance and medicine. It can be defined as
(6.1)
(6.2)
respectively or equivalently(6.3)
(6.4)
respectively, where .The Bonferroni and Gini indices are thus defined as
(6.5)
and (6.6)
respectively.Using pdf of Ram Awadh distribution (1.1), it can be written
(6.7)
Now using equation (6.7) in (6.1) and (6.2),(6.8)
and (6.9)
Now using equations (6.8) and (6.9) in (6.5) and (6.6), the Bonferroni and Gini indices of Ram Awadh distribution are thus given as
(6.10)
(6.11)
Order statistics
Let be a random sample of size from Ram Awadh distribution (1.1). Let denote the corresponding order statistics. The pdf and the cdf of the th order statistic, say are given by
and
respectively, for .
Thus, the pdf and the cdf of kth order statistic of Ram Awadh distribution (1.1) are obtained as
and
Entropy measure
Entropy of a random variable is a measure of variation of uncertainty. A popular entropy measure is Renyi entropy. If is a continuous random variable having probability density function , then Renyi entropy is defined as
where .
Thus, the Renyi entropy for Ram Awadh (1.1) can be obtained as
This process consists in generating N=10,000 pseudo–random samples of sizes 20, 40, 60, 80 and 100 from Ram Awadh distribution. Acceptance and rejection method has been used for this study. Average bias and mean square error of the MLEs of the parameter are estimated using the following formulae
Average Bias = , MSE=
The following algorithm can be used to generate random sample from Ram Awadh distribution.
Algorithm
Rejection method: To simulate from the density , it is assumed that envelope density h from which it can simulate, and that have some such that Simulate X from h.
The average bias (mean square error) of simulated estimate of parameter for different values of n and are presented in Table 1.
|
Parameter |
|||
0.05 |
0.5 |
1 |
2 |
|
20 |
0.08744(0.152915) |
0.08775(0.154001) |
0.081133(0.13165) |
0.07470(0.11161) |
40 |
0.041025(0.067322) |
0.040931 (0.06701) |
0.036754(0.05403) |
0.032039(0.04106) |
60 |
0.027958(0.04690) |
0.027833(0.046482) |
0.025377 (0.03864) |
0.022434(0.03019) |
80 |
0.02082(0.034680) |
0.020767(0.034504) |
0.018765(0.028171) |
0.016455(0.02166) |
100 |
0.016428(0.026989) |
0.016368(0.026792 |
0.014731(0.021702) |
0.012791(0.01636) |
Table 1 Average bias (mean square error) of the simulated estimates of parameter θ
The graphs of estimated mean square error of the maximum likelihood estimate (MLE) for different values of parameter and have been shown in Figure 6.
It explains the life of a component which has random strength X that is subjected to a random stress Y. When the stress applied to it exceeds the strength, the component fails instantly and the component will function adequately till . Therefore, is a measure of component reliability.
Let X and Y be independent strength and stress random variables having Ram Awadh (1.1) with parameter and respectively. Then the stress–strength reliability can be obtained as
Method of moments estimates (MOME) of parameters
Equating population mean of Ram Awadh distribution to the corresponding sample mean, MOME of is the solution of following non–linear equation
(10.1)
Maximum likelihood estimates (MLE) of parameters
Let be a random sample of size from Ram Awadh (1.1)). The likelihood function, of Ram Awadh distribution is given by
and so its natural log likelihood function is thus obtained as The maximum likelihood estimates (MLEs) of to the solution of the following non–linear equation(10.2)
where is the sample mean. Equation (10.2) can solve directly for parameter using Newton–Raphson method. Its parameter is estimate using R–software.9,10Data set 1:
This data is related with behavioral sciences, collected by N. Balakrishnan, Victor Leiva & Antonio Sanhueza,11 the detailed about the data are given in Balkrishnan et al.,12 The scale “General Rating of Affective Symptoms for Preschoolers (GRASP)” measures, which are:
19(16) 20(15) 21(14) 22(9) 23(12) 24(10) 25(6) 26(9) 27(8) 28(5) 29(6) 30(4) 31(3) 32(4) 33 34 35(4) 36(2) 37(2) 39 42 44
Data set 2: This data set is the strength data of glass of the aircraft window reported by Fuller et al.,12 18.83 20.8 21.657 23.03 23.23 24.05 24.321 25.5 25.52 25.8 26.69 26.77 26.78 27.05 27.67 29.9 31.11 33.2 33.73 33.76 33.89 34.76 35.75 35.91 36.98 37.08 37.09 39.58 44.045 45.29 45.381
Data Set 3: The following data represent the tensile strength, measured in GPa, of 69 carbon fibers tested under tension at gauge lengths of 20mm (Bader and Priest)13:
1.312 1.314 1.479 1.552 1.700 1.803 1.861 1.865 1.944 1.958 1.966 1.997 2.006 2.021 2.027 2.055 2.063 2.098 2.140 2.179 2.224 2.240 2.253 2.270 2.272 2.274 2.301 2.301 2.359 2.382 2.382 2.426 2.434 2.435 2.478 2.490 2.511 2.514 2.535 2.554 2.566 2.570 2.586 2.629 2.633 2.642 2.648 2.684 2.697 2.726 2.770 2.773 2.800 2.809 2.818 2.821 2.848 2.880 2.954 3.012 3.067 3.084 3.090 3.096 3.128 3.233 3.433 3.585 3.858
For the above three data sets, Ram Awadh distribution has been fitted along with one parameter exponential, Lindley and Akash, Shanker, Sujatha, Ishita and Pranav distribution. The pdf and cdf of one parameter fitted distributions are presented in Table 2. The ML estimates, values of and K–S statistics of the fitted distributions are presented in Table 3. As we know that the best distribution corresponds to the lower values of and K–S.
Profile plot of parameter and fitted plot for dataset–1, 2 and 3 are presented in Figures 7–9 respectively. From the graph, it is observed that Ram Awadh distribution is closer to observed dataset in comparison to other distributions of one parameter.
Distribution |
Cdf |
|
Pranav |
|
|
Akash |
|
|
Shanker |
|
|
Sujatha |
|
|
Ishita |
|
|
Lindley |
|
|
Exponential |
|
|
Table 2 The p.d.f. and the c.d.f. of fitted distributions
Data set |
Model |
Parameter |
-2ln L |
AIC |
BIC |
K-S |
Estimate |
Statistic |
|||||
Data 1 |
RamAwadh |
0.240358 |
899.93 |
901.93 |
904.53 |
0.308 |
Pranav |
0.160222 |
945.03 |
947.03 |
948.94 |
0.362 |
|
Ishita |
0.120083 |
980.02 |
982.02 |
984.62 |
0.399 |
|
Sujatha |
0.117456 |
985.69 |
987.69 |
990.29 |
0.403 |
|
Akash |
0.11961 |
981.28 |
983.28 |
986.18 |
0.4 |
|
Shanker |
0.079746 |
1033.1 |
1035.1 |
1037.99 |
0.442 |
|
Lindley |
0.077247 |
1041.64 |
1043.64 |
1046.54 |
0.448 |
|
Exponential |
0.04006 |
1130.26 |
1132.26 |
1135.16 |
0.525 |
|
Data2 |
RamAwadh |
0.194733 |
223.07 |
225.07 |
227.31 |
0.197 |
Pranav |
0.129818 |
232.77 |
234.77 |
236.68 |
0.253 |
|
Ishita |
0.097325 |
240.48 |
242.48 |
244.39 |
0.298 |
|
Sujatha |
0.09561 |
241.5 |
243.5 |
245.41 |
0.302 |
|
Akash |
0.097062 |
240.68 |
242.68 |
244.11 |
0.266 |
|
Shanker |
0.064712 |
252.35 |
254.35 |
255.78 |
0.326 |
|
Lindley |
0.062988 |
253.99 |
255.99 |
257.42 |
0.333 |
|
Exponential |
0.032455 |
274.53 |
276.53 |
277.96 |
0.426 |
|
Data 3 |
RamAwadh |
2.009849 |
188.77 |
190.77 |
193 |
0.261 |
Pranav |
1.225138 |
217.12 |
219.12 |
221.03 |
0.303 |
|
Ishita |
0.931571 |
223.14 |
225.14 |
227.05 |
0.33 |
|
Sujatha |
0.936119 |
221.6 |
223.6 |
225.52 |
0.364 |
|
Akash |
0.964726 |
224.28 |
226.28 |
228.51 |
0.348 |
|
Shanker |
0.658029 |
233.01 |
235.01 |
237.24 |
0.355 |
|
Lindley |
0.659 |
238.38 |
240.38 |
242.61 |
0.39 |
|
Exponential |
0.407941 |
261.74 |
263.74 |
265.97 |
0.434 |
Table 3 MLE"s, -2ln L, AIC, BIC, K-S Statistics of the fitted distributions of data-sets 1-3
In this paper, a new one parameter lifetime distribution named Ram Awadh distribution has been proposed. Its mathematical properties including moments, measure of dispersion, hazard rate function, mean residual life function, stochastic ordering, mean deviations, order statistics, Bonferroni and Lorenz curves, and stress–strength reliability have been discussed. Simulation study of Ram Awadh distribution has also been discussed. The method of moments and the method of maximum likelihood estimation have been derived for estimating the parameter. In the last, three numerical examples of real lifetime data sets have been illustrated to test the goodness of fit of the Ram Awadh distribution. Its fit was found satisfactory over exponential, Lindley, Sujatha, Ishita, Akash , Shanker and Pranav distribution.
Note: The paper is named Ram Awadh distribution in the name of my Father Shri Ram Awadh Shukla.
None.
Author declares that there is no conflict of interest.
©2018 Shukla. This is an open access article distributed under the terms of the, which permits unrestricted use, distribution, and build upon your work non-commercially.
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