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Research Article
2025
:37;
8202025
doi:
10.25259/JKSUS_820_2025

A novel flexible exponential-G family: Properties, estimation, and applications in environmental and engineering sciences

Department of Statistics, Al-Nahrain University, Baghdad, 64074, Baghdad, Iraq
Department of Mathematics and Statistics, College of Science, Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, 11432, Saudi Arabia
Department of Statistics, Mathematics, and Insurance, Benha University, Benha 13511, Egypt
Department of Statistics, Mathematics and Insurance, Ain Shams University, Cairo, 11566, Egypt

*Corresponding author E-mail address: ahmed.afify@fcom.bu.edu.eg (A. Z. Afify)

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This is an open-access article distributed under the terms of the Creative Commons Attribution-Non Commercial-Share Alike 4.0 License, which allows others to remix, transform, and build upon the work non-commercially, as long as the author is credited and the new creations are licensed under the identical terms.

Abstract

In this paper, we propose a new family of continuous probability distributions, referred to as the flexible exponential-G (FEx-G) family, which generalizes and extends several well-known distributions. This family is highly flexible and possesses desirable properties. We introduce a variety of new distributions as special cases within the FEx-G family, including the well-known flexible-Weibull distribution. A key special case, the flexible exponential-inverse Lomax-Lomax (FExILL) distribution, is studied in detail. We present characterizations of the FExILL distribution based on its hazard function, and derive the probability density function for the order statistics of this distribution. Additionally, we discuss seven methods for estimating the parameters of the FExILL distribution. To evaluate the performance of these estimation methods, we conduct a simulation study. Finally, we demonstrate the practical application and flexibility of the FExILL distribution by modeling three real-world datasets from applied fields such as environmental, mechanical engineering, and reliability engineering. The results show that the FExILL distribution outperforms other competing distributions, making it a robust choice for modeling real-world data.

Keywords

Failure time data
Inverse lomax
maximum likelihood
Order statistics
Quantile function

1. Introduction

In applied science, selecting the appropriate probability distribution for modeling and analyzing data is essential for more precise conclusions. Real-life datasets, particularly in reliability and failure times fields, often exhibit unimodal, modified unimodal, or bathtub-shaped (U-shaped) FRF patterns. Employing traditional distributions to accommodate these data sets could lead to inaccurate results. Thus, numerous probability distributions have been suggested to suit various types of real-life data. Moreover, enhancing the flexibility of the conventional distributions is an important requirement. The literature on probability distribution techniques contains a range of expansions and enhancements of continuous, discrete, symmetric, and asymmetric distributions. One of the most important of these techniques is to build a new family to generate many flexible probability distributions.

Recently, several methods and approaches have been introduced to construct new statistical distributions, reflecting their importance in modeling real data across diverse fields such as biology, reliability engineering, economics, and environmental sciences. Among the most notable families are Azzalini’s skewed family (Azzalini, 1985), Marshall-Olkin family (Marshall and Olkin, 1997), exponentiated family (Gupta et al., 1998), beta-generated family (Eugene et al., 2002), Kumaraswamy-G (Cordeiro and De Castro, 2011), McDonald-G (Alexander et al., 2012), exponentiated transformed transformer (Alzaghal et al., 2013), exponentiated generalized (Cordeiro et al., 2013), Weibull-G (Bourguignon et al., 2014), new power Topp-Leone family (Bantan et al., (2019), generalized exponential-G (Tahir, et al., 2016), alpha power transformation (Mahdavi and Kundu, 2017), Marshall-Olkin-Weibull-H (Afify et al., 2022), weighted Lindley-G (Alnssyan et al., 2023), sine generalized family (Oramulu et al., 2024), generalized Kavya-Manoharan-G (Mahran et al., 2024), modified Kies flexible generalized family (Ferreira and Cordeiro, 2024), Pi-power logistic-G (Sapkota et al., 2025), shifted Lomax-X (Atchadé et al., 2025), sine modified-Kies generalized family (Mulagala and Nagarjuna, 2025), modified Kies Kavya-Manoharan-G (Hamdi et al., 2025), and Marshall-Olkin alpha log-power transformed-G (Musekwa and Makubate, 2025).

While these families provide valuable extensions, classical distributions still face limitations in capturing diverse hazard rate (HR) shapes and tail behaviors. In particular, many generalized models achieve flexibility only by introducing additional parameters, which often increases complexity and complicates estimation. This limitation motivates the development of new frameworks that achieve both parsimony and adaptability, a gap that the proposed flexible exponential-G (FEx-G) family seeks to address.

Motivated by these challenges, we introduce the FEx-G family, we propose the FEx-G family. This family not only generalizes and extends several well-known distributions but also offers high flexibility in modeling diverse data behaviors. A particularly interesting feature is the presence of a special subfamily capable of combining two different baseline distributions without introducing any additional parameters, thereby achieving a unique balance between simplicity and adaptability. Furthermore, the FEx-G family can accommodate a wide spectrum of HR behaviors, including modified bathtub, decreasing, bathtub, increasing, J-shape, reversed J-shape, and unimodal shapes. These properties, illustrated through specific submodels and graphical analyses in later sections, demonstrate the strong potential of the FEx-G family for both theoretical research and practical applications, particularly in survival analysis and reliability studies.

To strengthen practical applicability, we investigate seven parameter estimation techniques for a notable special case of the proposed FEx-G family, namely the FExILL model. Using extensive simulation studies under various parameter settings and for both small and large sample sizes, we assess and compare the performance of these methods. The findings provide deeper insights into the properties of the FEx-G family while offering applied researchers, engineers, and statisticians clear guidance on selecting effective estimation strategies for real-world applications.

The paper is organized as follows: Section 2 defines the FEx-G family. Section 3 discusses four special sub-models of the FEx-G family. Section 4 provides some mathematical properties of the FExILL model. Section 5 discusses parameter estimation of the FExILL model. Section 6 presents simulation results to examine the behavior of different estimators. Section 7 investigates practical applications using real-world data. Finally, Section 8 concludes the paper with a summary of the main findings and remarks.

2. The New Family

In this section, we develop a new family of distributions called the FEx-G class and derive some of its properties. The cumulative distribution function (CDF) of the FEx-G family is defined by

(2.1)
F x;υ,ω,ξ1 ,ξ2 =1exp G1 x;ξ1 ν G¯2 x;ξ2 ω , 

where G1 x;ξ1 and G2 x;ξ2 are two baseline CDFs with vectors of unknown parameters ξ1 and ξ 2 respectively, υ>0 and ω>0 are two extra shape parameters.

The probability density function (PDF) corresponding to Equation (2.1) is given by

(2.2)
f x;υ,ω,ξ1 ,ξ2 = G1 x;ξ1 ν1 νg1 x;ξ1 +ωh g2 x;ξ2 G1 x;ξ1    G¯2 x;ξ2 ω exp G1 x;ξ1 ν G¯2 x;ξ2 ω ,

where g1 x;ξ1 is the PDF of the first baseline distribution with parameter vector ξ1 and h g2 x;ξ2  is the HR function (HRF) corresponding to the second baseline distribution with parameter vector ξ2 .

From Equations (2.1) and (2.2), the HRF of the FEx-G family reduces to

(2.3)
h x;υ,ω,ξ1 ,ξ2 = G1 x;ξ1 ν1 νg1 x;ξ1 +ωh g2 x;ξ2 G1 x;ξ1    G¯2 x;ξ2 ω .

Equation (2.3) shows that the HRF depends on the values of the parameters ν and w.

Furthermore, the FEx-G family has two important special cases as follows. Two baseline distributions are identical with the same parameter vector

(2.4)
F x;υ,ω,ξ =1exp G x;ξ ν G¯ x;ξ ω .

The PDF and FRF corresponding to Equation (2.4) are given by

(2.5)
f x;υ,ω,ξ = G x;ξ ν1 G¯ x;ξ ω νg x;ξ +ωhg x;ξ G x;ξ exp G x;ξ ν G¯ x;ξ ω

and

(2.6)
h x;υ,ω,ξ = G x;ξ ν1 G¯ x;ξ ω νg x;ξ +ωhg x;ξ G x;ξ .

An important special case of the FEx-G family arises when υ=ω=1 . The reduced family is capable of generating new flexible distributions without introducing any additional parameters to the baseline distributions.

The CDF, PDF, and HRF of the reduced family are defined as follows

(2.7)
F x;ξ1 ,ξ2 =1exp G1 x;ξ1 G¯2 x;ξ2 ,

(2.8)
f x;ξ1 ,ξ2 = 1 G¯2 x;ξ2 g1 x;ξ1 +h g2 x;ξ2 G1 x;ξ1 exp G1 x;ξ1 G¯2 x;ξ2

and

(2.9)
h x;ξ1 ,ξ2 = 1 G¯2 x;ξ2 g1 x;ξ1 +h g2 x;ξ2 G1 x;ξ1 .

3. Special Sub-Models

This section presents several special sub-models of the FEx-G family by employing different baseline distributions, namely the uniform (U), inverse exponential (IEx), exponential (Ex), Fréchet (F), Weibull (W), inverse Lomax (IL), and Lomax (L). The resulting sub-models include the FEx-uniform uniform (FExUU), FEx-inverse exponential exponential (FExIExEx), FEx-Fréchet Weibull (FExFW), and FEx-inverse Lomax Lomax (FExILL) distributions.

3.1 The FExUU distribution

Let G1 x= G2 x=xθ for 0<x<θ be a common baseline U distribution with a scale parameter θ>0 . Then, from Equation (2.4), the CDF of the FExUU distribution reduces to

F x;ν,ω =1exp xθ ν 1xθ ω ,ν,ω>0, 0<x<θ. 

The PDF and HRF of the FExUU distribution are given by

f x;ν,ω = νω xνθ xθ ν θxθ ω x xθ exp xθ ν θxθ ω    

and

h x;ν,ω = νω xνθ xθ ν θxθ ω x xθ . 

This distribution is commonly referred to in the literature as the Kies distribution (Kies, 1958). Illustrative shapes of the PDF and HRF of the FExUU distribution have been presented in Fig. 1

PDF and HRF Plots of the FExUU density for different parametric values.
Fig. 1.
PDF and HRF Plots of the FExUU density for different parametric values.
.

3.2 The FExIExEx distribution

We define the FExIExEx distribution by taking the IEx and Ex distributions as baseline distributions in the FEx-G family. Consider the CDF of the IEx distribution with parameter β>0 , G1 x; β =exp  βx    for x>0 , and the CDF of the Ex distribution with parameters α>0 , G2 x;α =1exp  xα   for x>0 . Then, the CDF of the FExIExEx distribution can be derived from Equation (2.7) as

F x;α,β =1exp exp xαβx ,       x>0.  

The PDF and HRF of the FExIExEx distribution are defined by

f x;α,β = 1α+β x2 exp xαβx exp exp xαβx ,x>0 

and

h x;α,β = 1α+β x2 exp xαβx .

This distribution is referred to in the literature as the flexible Weibull distribution (Bebbington et al, 2007). Representative shapes of its density and HR functions have been illustrated in Fig. 2

PDF and HRF plots of the FExIExEx density for different parametric values.
Fig. 2.
PDF and HRF plots of the FExIExEx density for different parametric values.
.

3.3 The FExFW distribution

The CDFs of the F and W distributions are, respectively,  G1 x; β,ν =exp β xν ,x > 0,β,ν>0 and G2 x; α,ω = 1 exp xω α , x > 0,α,ω>0 JKSUS820_039 - Copy.eps]. The CDF of the FExFW distribution can then be derived from Equation (2.7) as follows:

F x;α,β,ν,ω =1exp exp xω αβ xν ,         α,β,ν,ω>0,x>0.

The PDF and HRF of the FExFW distribution are derived as

f x;α,β,ν,ω = ωxω1 α+ βν xν+1 exp xω αβ xν exp exp xω αβ xν

and

h x;α,β,ν,ω = ωxω1 α+ βν xν+1 exp xω αβ xν .

This distribution is known in the literature as the new flexible extended Weibull distribution, and it is introduced by Qinghu Liao et. al. (2020). Some shapes of the density and failure rate functions of the FExIExEx distribution have been displayed in Fig. 3.

PDF and HRF Plots of the FExFW density for different parametric values.
Fig. 3.
PDF and HRF Plots of the FExFW density for different parametric values.

This distribution is known in the literature as the new flexible extended Weibull distribution (Liao et al., 2020). Some possible shapes of its PDF and HRF have been displayed in Fig. 3.

3.4 The FExILL distribution

In this section, we introduce the FExILL distribution as a special case of the FEx-G family, with support [0, ), and derive some of its properties. The CDF of the FExILL distribution is obtained by substituting the CDFs of the IL and L baseline distributions into the general CDF form of the FEx-G family.

The CDFs of the IL and L distributions are given by

G1 x; β,ν = 1+βx ν ,  x > 0,β,ν>0 and G2 x; α,ω =1 1+xα ω ,x>0,α,ω>0.

Then, the CDF of the FExILL distribution follows from Equation (2.7) as

F x;α,β,υ,ω = 1 exp 1 + xα ω 1 + βx ν ,x>0,α,β,υ,ω>0.

The cumulative HRF, HRF and PDF of the FExILL distribution are expressed as follows

H x;α,β,υ,ω = 1+xα ω 1+βx ν ,

h x;α,β,υ,ω = 1+xα ω1 1+βx ν ωα+ νβ 1+xα x2 1+βx

and

f x;α,β,υ,ω = x+αα ω x+βx ν αβν+β ν+ω +ωx2 x x+α x+β exp α+xα ω x+βx ν . 

Let us consider the special case where the IL and L distributions share a common scale parameter, i.e., α=β=θ. Then:

(3.1)
F x;θ,υ,ω =1exp 1 + xθ ω 1 + θx ν ,x>0,θ,υ,ω>0 

and

f x;θ,υ,ω = x+θθ ω x+θx ν νθ+ωx x x+θ exp x+θθ ω x+θx ν .   

The HRF of the FExILL distribution has the form

h x;θ,υ,ω = x+θθ ω x+θx ν νθ+ωx x x+θ .  

Representative shapes of the PDF and HRF of the FExILL distribution have been displayed in Fig. 4.

PDF and HRF Plots of the FExILL density for different parametric values.
Fig. 4.
PDF and HRF Plots of the FExILL density for different parametric values.

4. Properties of the FExILL Model

The shape of the HRF of the FExILL model can be described analytically.

lnh x;θ,υ,ω =ωln x+θθ νln x+θx +ln νθ+ωx ln x x+θ .

ddx ωln x+θθ νln x+θx +ln νθ+ωx ln x x+θ .

The critical points of the FRF are the solutions of the equation:

ωx+θ +ωνθ+ωx ν 1x x+θ x2 x+θ 2x+θ x x+θ =0.

The two change points x* , the turning points of the HRF, are

x*= θ ν 1ω + ν ω1 ω+ν ω ω1 .

Clearly, the shape of the HRF of the FExILL model, denoted by, hx , is influenced by the parameters υ and ω, through the terms x+θθ ω and x+θx ν.

Case (i): 0<υ<1 and 0<ω<1 :

hx as x0+ and hx0 as x.

hx is decreasing in x, implying it has a decreasing shape.

Case (ii): 0<υ <1 and ω>1 :

hx as xφ+, and h x as x.

hx initially decreases and then increases, implying it has a bathtub shape.

Case (iii): υ>1 and 0<ω<1 :

hx0 as x0+, and hx0 as x.

hx initially increases and then decreases, implying it has a unimodal shape.

Case (iv): υ>1 and ω>1 :

hx0 as x0+ and hx as x.

hx is increasing in x, implying it has an increasing shape.

Thus, the FExILL distribution can accommodate various HR shapes, including increasing, decreasing, bathtub, and unimodal, demonstrating its flexibility for modeling survival and reliability data.

4.1 Mixture representation

This section provides a useful mixture representation of the CDF and the PDF of the FExILL distribution.

Consider the exponential series, which is given by

(4.1)
exp m =  k=0 1 k k!  mk. 

Applying (4.1) to Equation (3.1), we obtain

F x;θ,υ,ω =1  k=0 1 k k!    1+xθ ωk 1+θx νk .

Consider the binomial series, which is given by

1+z α= j=0  α  j   zj.

So that, the following terms can be expressed as:

1+xθ ωk = j=0  ωk  j    xθ j

and

1+θx νk = m=0  νk  m    θx m.

Hence, the CDF of the FExILL model reduces to

F x;θ,υ,ω =1 k,j,m=0 1 k k!    ωk  j  νk  m  θmj   xjm .

IT also can be rewritten as

F x;θ,υ,ω =1  k=0 ak  xjm ,

where ak= j,m=0 1 k k!  ωk  j  νk  m  θmj .

Differentiating the last equation, the PDF of the FExILL distribution can be expressed as

f x;θ,υ,ω = k=0 bk  xjm1 ,

where bk= j,m=0 1 k k!  ωk  j  νk  m mj  θmj .

4.2 Moments

The rth raw moments of the FExILL distribution can be obtained as follows

μ'r= 0 xr x+θθ ω x+θx ν νθ+ωx x x+θ exp x+θθ ω x+θx ν dx.r=1,2,  

Rewrite and simplify the integrand, let us denote:

A= x+θθ ω, and  B= x+θx ν .

Then, the integrand becomes:

μ'r= 0 xr. νθ+ωx AB x x+θ exp AB dx.       r=1,2,   

We expand the exponential using the power series. It follows that:

eAB = n=0 1 n n! AB n.

Substituting this into the integral:

μ'r= 0 xr νθ+ωx AB x x+θ n=0 1 n n! AB ndx.      r=1,2,    

Combining terms:

μ'r= n=0 1 n n! 0 xr νθ+ωx AB n+1 x x+θ dx.     r=1,2, 

Using

AB= x+θθ ω x+θx ν =θω x+θ ων xν.

So, we can write

AB n+1 = x+θθ ω x+θx ν =θ n+1 ω x+θ n+1 ων x n+1 ν .

Substituting back

μ'r = n=0 1 n n! θ n+1 ω 0 νθ+ωx xr1+ n+1 ν x+θ n+1 ων 1 dx.

Split into two terms

μr= n=0 1 n n! θ n+1 ω νθIn r +ωJn r ,

where

In r = 0 xr1+ n+1 ν x+θ n+1 ων 1 dx

and

Jn r = 0 xr+ n+1 ν x+θ n+1 ων 1 dx.

Change of variables

Let x=θt  dx=θdt, then

In r =θr+ n+1 ω1 0 tr1+ n+1 ν 1+t n+1 ων 1 dt

and

Jn r =θr+ n+1 ω 0 tr+ n+1 ν 1+t n+1 ων 1 dt.

Substituting into the original expression:

μr= n=0 1 n n! θr[ν 0 tr1+ n+1 ν 1+t n+1 ων 1 dt +ω 0 tr+ n+1 ν 1+t n+1 ων 1 dt].

We recognize the integrals as a standard form of the beta function

0 tc1 1+t a dt=B c,ac = ΓcΓ ac Γa .

This identity holds for c>0 , ac >0 . Applying this

μr= n=0 1 n n! θr ν Γ r+ n+1 ν Γ n+1 ων Γ r+ n+1 ω +ω Γ r+ n+1 ν+1 Γ n+1 ων Γ r+ n+1 ω+1 .

So, the raw moments exists when only ω>ν.

Table 1 presents the first four non-central moments of the FExILL distribution for various values of ω and ν with θ=1 . It is observed that as ω and ν increase, the moments generally decrease, reflecting the impact of these shape parameters on the distribution’s central tendency and variability. This illustrates the flexibility of the FExILL distribution in modeling different data behaviors.

Table 1. First four non-central moments for different values of ω and ν with θ=1 .
Parameters values Non central moments
ω ν μ μ 2 μ 3 μ 4
0.2 * * * *
0.5 1.289 1.143 1.059 1.000
1.0 0.2 0.639 0.474 0.386 0.330
2.0 0.339 0.189 0.123 0.087
5.0 0.137 0.043 0.018 0.008
0.8 2.381 2.117 1.962 1.853
1.0 1.477 1.219 1.072 0.973
1.5 0.5 0752 0526 0.409 0.336
2.0 0.493 0.298 0.208 0.156
5.0 0.136 0.046 0.020 0.010
1.6 1.879 1.537 1.333 1.192
2.0 1.000 0.727 0.576 0.478
3.0 1.0 0.381 0.216 0.141 0.099
5.0 0.127 0.050 0.024 0.013
7.0 0.063 0.019 0.007 0.003
2.5 3.688 3.241 2.935 2.707
3.0 1.286 1.004 0.827 0.704
5.0 2.0 0.147 0.079 0.048 0.031
6.5 0.057 0.025 0.013 0.007
8.0 0.028 0.010 0.004 0.002
5.5 6.597 6.130 5.754 5.443
6.0 1.616 1.401 1.237 1.108
7.5 5.0 0.116 0.084 0.063 0.049
9.0 0.021 0.013 0.008 0.006
10.0 0.008 0.005 0.003 0.002

4.3 Skewness and kurtosis

In this section, we derive the skewness ( γ1 ) and kurtosis ( γ2 ) of the FExILL distribution. Khan et al. (2021) proposed a measure for the skewness based on the CDF. This measure uses the CDF evaluated at the mean as a key component of the skewness measure aligns naturally with the tendency of the mean to shift in the direction of skewness. According to Khan et al. (2021), the skewness measure is defined as:

γ1 =2 Fμ1,

where F(μ) is the value of the CDF at the mean μ. Using the CDF (3.1) and the mean of the FExILL distribution, we can write

γ1 =12 exp 1+μθ ω 1+θμ ν ,

where μ is the mean of the FExILL distribution, which can be obtained from the first non-central moment ( r=1 ) as follows (for ω>ν):

μ= μ 1 = n=0 1 n n! θ ν Γ n+1 ν+1 Γ n+1 ων Γ n+1 ω+1 +ω Γ n+1 ν+2 Γ n+1 ων Γ n+1 ω+2 .

For the kurtosis measure, we adopt the following definition: γ2 =μ4 /μ2 2 .

Fig. 5 illustrates the behavior of skewness ( γ1 ) and kurtosis ( γ2 ) for the FExILL distribution across different values of ν and ω with θ fixed at 1. Both measures γ1 and γ2 increase as the parameters ν and ω increase. The skewness values remain within the range of 1 to 1 as expected (see Khan et al., 2021), indicating moderate asymmetry in the distribution.

Plots of the skewness and kurtosis of the FExILL distribution.
Fig. 5.
Plots of the skewness and kurtosis of the FExILL distribution.

4.4 Quantile function

The quantile function (QF) of the FExILL distribution is obtained by inverting (3.1) as:

ωln 1+xθ νln 1+θx ln ln 1q =0,   x>0.

4.5 Order statistics

The order statistics for the FExILL distribution are discussed in this section.

It is useful to derive the PDF of the kth order statistic Xk:n of a random sample X 1:n ,. . . , Xn:n  drawn from the FExILL with parameters θ,υ and ω.

The PDF f Xk:n (x) of the kth order statistic Xk:n is given by

f Xk:n x=n n1 k1 fxF x k1 1Fx nk ,k = 1,2, · · · , n.        

Using the CDF (3.1) of the FExILL distribution, we obtain

F x k1 = 1exp 1+xθ ω 1+θx ν k1 = l=0 k1 k1 l 1 l el 1+xθ ω 1+θx ν .

and

1Fx nk =exp nk 1+xθ ω 1+θx ν .

Substituting the last two equations in the first equation, we get (for, k=1,2,..,n)

f Xk:n x=n n1 k1 l=0 k1 k1 l 1 l x+θθ ω x+θx ν νθ+ωx x x+θ exp nk+l+1 1+xθ ω 1+θx ν .

Therefore, the PDF of the largest order statistic Xn:n is given by

f Xn:n x=n l=0 n1 n1 l 1 l x+θθ ω x+θx ν νθ+ωx x x+θ exp l+1 x+θθ ω x+θx ν .

The PDF of the smallest order statistic X 1:n is given by

f X 1:n x=n x+θθ ω x+θx ν νθ+ωx x x+θ   exp n+l x+θθ ω x+θx ν .

5. Estimation methods

In this section, we present seven methods for estimating the parameters of the FExILL distribution. These methods include maximum likelihood (ML), least squares (LS), weighted least squares (WLS), Cramér-von Mises (CVM), maximum product of spacings (MPS), Anderson-Darling (AD), and right-tail Anderson-Darling (RTAD) estimators.

Let x1 ,, xn be a random sample from the FExILL distribution with parameters θ,ν, and ω. Denote the ordered statistics as X 1:n <X 2:n <<Xn:n .

The log-likelihood function of the FExILL model can be expressed as follows

l=ω i=1 n log ki  ν i=1 nlog mi + i=1 nlog ν θ+ω xi xi xi+θ i=1 nkiω miν ,

where ki= 1+ xi θ and mi= 1+θ xi .

The MLEs for θ,ν, and ω can be obtained by maximizing the previous equation with respect to these parameters or by solving the provided nonlinear equations:

l θ =  i=1 n ω xi ki θ2 i=1 nν mi xi + i=1 n ν  ν θ+ω xi 1 xi+θ + i=1 n ν kiω miν1 xi + ω xi miν  kiω1 θ2 =0,

l ν = i=1 nlog mi + i=1 n θν θ+ω xi + i=1 nkiω miν log mi =0

and

l ω = i=1 n log ki + i=1 n  xi ν θ+ω xi i=1 nmiν kiωlog ki =0.

The LS and WLS methods are employed to estimate the parameters of the beta distribution (Swain et al., 1988). The LS estimators (LSEs) and WLS estimators (WLSEs) for the FExILL parameters can be obtained by minimizing the following:

V θ,ν,ω = i=1 nυi 1exp ki:nω mi:n ν in+1 2 ,

where υi=1 for the LS method, υi= n+1 2 n+2 / i ni+1 for the WLS approach, and ki:n = 1+ xi:n θ and mi:n = 1+θ xi:n .

Additionally, the LSEs and WLSEs can be derived by solving the nonlinear equations (for s=1,2,3 ):

i=1 nυi 1exp ki:nω  mi:n ν in+1 Δs xi:n Δθ,ν,ω =0,

where

(5.1)
Δ1 xi:n Δθ,ν,ω = l θ  F  xi:n Δθ,ν,ω =exp ki:nω  mi:n ν   ν ki:nω mi:n ν1 x+ ω x ki:n ω1  mi:n ν θ2 ,

(5.2)
Δ2 xi:n Δθ,ν,ω = l ν  F  xi:n Δθ,ν,ω = exp ki:nω  mi:n ν   ki:nω mi:n ν  log mi:n  

and

(5.3)
Δ3 xi:n Δθ,ν,ω = l ω  F  xi:n Δθ,ν,ω = exp ki:nω  mi:n ν   ki:nω mi:n ν  log ki:n ,

The CVM estimators (CVMEs) (Cramér, 1928 and Von Mises, 1928) can be derived from the difference between the estimated CDF and the empirical CDF. The CVMEs for the FExILL parameters are found by minimizing the following function:

C θ,ν,ω = 1 12n + i=1 n 1exp ki:nω mi:n ν 2i1 2n 2 .

Further, the CVMEs follow by solving the nonlinear equations,

i=1 n 1exp ki:nω mi:n ν 2i1 2n Δs xi:n Δθ,ν,ω =0,

where Δs xi:n Δθ,ν,ω =0 are defined in (1)-(3) for s=1, 2, 3 .

The MPS method is used for parameter estimation in continuous univariate models as an alternative to the ML method (Cheng and Amin, 1979, 1983). The niform spacings of a random sample of size n from the FExILL distribution can be characterized by:

Di=F  xi:n Δθ,ν,ω F  xi1:n Δθ,ν,ω ,

where Di denotes the uniform spacings, where F  x 0:n Δθ,ν,ω =0,  F  xn+1:n Δθ,ν,ω =1 and i=1 n+1 Di θ,ν,ω =1 . The MPS estimators (MPSEs) of the FExILL parameters can be obtained by maximizing

G θ,ν,ω = 1 n+1 i=1 n+1 logDi θ,ν,ω .

Additionally, the MPSEs of the FExILL parameters can also be obtained by solving:

1 n+1 i=1 n+1 1 Di θ,ν,ω Δs xi:n Δθ,ν,ω Δs xi1:n Δθ,ν,ω =0,  s=1, 2,3.

The AD estimators (ADEs) are another form of minimum distance estimator. The ADEs for the FExILL parameters are obtained by minimizing:

A θ,ν,ω =n 1n i=1 n 2i1   logF xi:n Δθ,ν,ω +logF¯ xn+1i:n Δ,ν,ω .

The ADEs can also be determined by solving the corresponding nonlinear equations:

i=1 n 2i1 Δs xi:n Δθ,ν,ω F xi:n Δθ,ν,ω Δj xn+1i:n Δ,ν,ω S xn+1i:n Δθ,ν,ω =0.

The RTAD estimators (RTADEs) for the FExILL parameters θ,ν, and ω are obtained by minimizing the following function with respect to these parameters:

R θ,ν,ω =n2 2 i=1 nF xi:n Δθ,ν,ω 1n i=1 n 2i1  logF¯ xn+1i:n Δθ,ν,ω .

6. Simulation Analysis

This section examines the efficacy of seven estimation methods for the FExILL parameters through a simulation study. We generate 5000 samples from the FExILL distribution across several sample sizes, specifically n= 30, 80, 100, 300, 500 , and for a range of parametric values, including θ= 0.75, 1.5, 3 , ν= 0.5, 2 and ω= 0.5, 1.5 . To assess the performance of the estimators under investigation, we compute the average biases (BIAS), mean square errors (MSE), and mean relative errors (MRE) for each estimate.

Tables 2-9 present the BIAS, MSE, and MRE for the MLEs, LSEs, WLSEs, MPSEs, PCEs, CVMEs, ADEs, and RTADEs. Additionally, Table 10 provides the partial and overall ranks of the mentioned estimators. It is important to note that the MSE, BIAS, and MRE tend to approach zero with an increased sample size. Moreover, the MSE values converge to zero, indicating that all estimators are asymptotically unbiased. Based on the data presented in Tables 2-9, it can be concluded that all seven estimation methods exhibit better performance. Table 10 demonstrates that the MLEs surpass all other estimators, achieving an overall score of 64.5 Therefore, our study confirms the superior performance of the MPSEs in estimating the FExILL parameters.

Table 2. Simulation results of seven different estimators for θ=0.75, ν=0.5, ω=0.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 0.35730{4} 0.38227{7} 0.35045{3} 0.37981{6} 0.32625{1} 0.33992{2} 0.36426{5}
BIAS ν^ 0.09607{3} 0.10827{5} 0.10076{4} 0.11181{6} 0.09517{2} 0.09353{1} 0.12105{7}
ω^ 0.11937{2} 0.15087{6} 0.12887{5} 0.15448{7} 0.11551{1} 0.12070{3} 0.12191{4}
θ^ 0.12766{4} 0.14613{7} 0.12281{3} 0.14425{6} 0.10644{1} 0.11555{2} 0.13268{5}
30 MSE ν^ 0.00923{3} 0.01172{5} 0.01015{4} 0.01250{6} 0.00906{2} 0.00875{1} 0.01465{7}
ω^ 0.01425{2} 0.02276{6} 0.01661{5} 0.02386{7} 0.01334{1} 0.01457{3} 0.01486{4}
θ^ 0.47640{4} 0.50970{7} 0.46726{3} 0.50641{6} 0.43500{1} 0.45323{2} 0.48568{5}
MRE ν^ 0.19214{3} 0.21654{5} 0.20151{4} 0.22361{6} 0.19034{2} 0.18706{1} 0.24209{7}
ω^ 0.23874{2} 0.30174{6} 0.25775{5} 0.30895{7} 0.23103{1} 0.24139{3} 0.24383{4}
RANKS 27.0{3} 54.0{6} 36.0{4} 57.0{7} 12.0{1} 18.0{2} 48.0{5}
θ^ 0.20384{2} 0.23289{6} 0.21812{4} 0.23364{7} 0.19297{1} 0.21168{3} 0.22571{5}
BIAS ν^ 0.05529{1} 0.06497{5} 0.05924{4} 0.06619{6} 0.05712{2} 0.05814{3} 0.07158{7}
ω^ 0.06836{2} 0.09193{7} 0.07534{5} 0.09127{6} 0.06772{1} 0.07311{3} 0.07313{4}
θ^ 0.04155{2} 0.05424{6} 0.04757{4} 0.05459{7} 0.03724{1} 0.04481{3} 0.05095{5}
80 MSE ν^ 0.00306{1} 0.00422{5} 0.00351{4} 0.00438{6} 0.00326{2} 0.00338{3} 0.00512{7}
ω^ 0.00467{2} 0.00845{7} 0.00568{5} 0.00833{6} 0.00459{1} 0.00535{3.5} 0.00535{3.5}
θ^ 0.27178{2} 0.31052{6} 0.29082{4} 0.31152{7} 0.25729{1} 0.28225{3} 0.30095{5}
MRE ν^ 0.11058{1} 0.12994{5} 0.11847{4} 0.13237{6} 0.11424{2} 0.11629{3} 0.14317{7}
ω^ 0.13671{2} 0.18387{7} 0.15069{5} 0.18254{6} 0.13543{1} 0.14622{3} 0.14626{4}
RANKS 15.0{2} 54.0{6} 39.0{4} 57.0{7} 12.0{1} 27.5{3} 47.5{5}
θ^ 0.18121{2} 0.21419{7} 0.19091{4} 0.20400{6} 0.17633{1} 0.18599{3} 0.19800{5}
BIAS ν^ 0.04824{1} 0.05737{5} 0.05269{4} 0.05820{6} 0.04943{2} 0.05155{3} 0.06203{7}
ω^ 0.05861{2} 0.08642{7} 0.06730{5} 0.07862{6} 0.0583{01} 0.06422{3} 0.06515{4}
θ^ 0.03284{2} 0.04588{7} 0.03645{4} 0.04161{6} 0.03109{1} 0.03459{3} 0.03920{5}
100 MSE ν^ 0.00233{1} 0.00329{5} 0.00278{4} 0.00339{6} 0.00244{2} 0.00266{3} 0.00385{7}
ω^ 0.00344{2} 0.00747{7} 0.00453{5} 0.00618{6} 0.00340{1} 0.00412{3} 0.00424{4}
θ^ 0.24161{2} 0.28559{7} 0.25455{4} 0.27200{6} 0.23510{1} 0.24799{3} 0.26400{5}
MRE ν^ 0.09648{1} 0.11475{5} 0.10537{4} 0.11641{6} 0.09886{2} 0.10311{3} 0.12405{7}
ω^ 0.11722{2} 0.17285{7} 0.13460{5} 0.15725{6} 0.11661{1} 0.12844{3} 0.13030{4}
RANKS 15.0{2} 57.0{7} 39.0{4} 54.0{6} 12.0{1} 27.0{3} 48.0{5}
θ^ 0.10571{2} 0.12274{6} 0.11198{4} 0.12463{7} 0.10304{1} 0.10879{3} 0.11638{5}
BIAS ν^ 0.02806{1} 0.03294{5} 0.02947{2} 0.03461{6} 0.02957{3} 0.02994{4} 0.03572{7}
ω^ 0.03301{1} 0.04596{6} 0.03703{4} 0.04742{7} 0.03399{2} 0.03657{3} 0.03744{5}
θ^ 0.01118{2} 0.01507{6} 0.01254{4} 0.01553{7} 0.01062{1} 0.01184{3} 0.01354{5}
300 MSE ν^ 0.00079{1} 0.00109{5} 0.00087{2.5} 0.00120{6} 0.00087{2.5} 0.00090{4} 0.00128{7}
ω^ 0.00109{1} 0.00211{6} 0.00137{4} 0.00225{7} 0.00116{2} 0.00134{3} 0.0014{05}
θ^ 0.14095{2} 0.16366{6} 0.14930{4} 0.16617{7} 0.13739{1} 0.14506{3} 0.15518{5}
MRE ν^ 0.05612{1} 0.06589{5} 0.05894{2} 0.06921{6} 0.05914{3} 0.05987{4} 0.07143{7}
ω^ 0.06602{1} 0.09192{6} 0.07406{4} 0.09484{7} 0.06797{2} 0.07314{3} 0.07487{5}
RANKS 12.0{1} 51.0{5.5} 30.5{4} 60.0{7} 17.5{2} 30.0{3} 51.0{5.5}
θ^ 0.07895{1} 0.09474{6} 0.08606{4} 0.09555{7} 0.08001{2} 0.08585{3} 0.09026{5}
BIAS ν^ 0.02246{2} 0.02629{6} 0.02269{4} 0.02597{5} 0.02162{1} 0.02261{3} 0.02807{7}
ω^ 0.02625{2} 0.03639{7} 0.02901{5} 0.03583{6} 0.02600{1} 0.02824{3} 0.02865{4}
θ^ 0.00623{1} 0.00898{6} 0.00741{4} 0.00913{7} 0.00640{2} 0.00737{3} 0.00815{5}
500 MSE ν^ 0.00050{2} 0.00069{6} 0.00051{3.5} 0.00067{5} 0.00047{1} 0.00051{3.5} 0.00079{7}
ω^ 0.00069{2} 0.00132{7} 0.00084{5} 0.00128{6} 0.00068{1} 0.00080{3} 0.00082{4}
θ^ 0.10526{1} 0.12632{6} 0.11475{4} 0.12741{7} 0.10668{2} 0.11447{3} 0.12035{5}
MRE ν^ 0.04493{2} 0.05258{6} 0.04538{4} 0.05195{5} 0.04324{1} 0.04521{3} 0.05613{7}
ω^ 0.05249{2} 0.07279{7} 0.05801{5} 0.07166{6} 0.05199{1} 0.05647{3} 0.05730{4}
RANKS 15.0{2} 57.0{7} 38.5{4} 54.0{6} 12.0{1} 27.5{3} 48.0{5}
Table 3. Simulation results of seven different estimators for θ=0.75, ν=0.5, ω=1.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 0.35567{2} 0.43323{7} 0.38543{4} 0.42565{6} 0.34752{1} 0.36153{3} 0.40281{5}
BIAS ν^ 0.09951{1} 0.12626{6} 0.11256{4} 0.12442{5} 0.10662{3} 0.10320{2} 0.13436{7}
ω^ 0.56424{1} 0.72594{7} 0.63502{5} 0.72209{6} 0.56929{2} 0.58500{3} 0.62120{4}
θ^ 0.12650{2} 0.18769{7} 0.14855{4} 0.18117{6} 0.12077{1} 0.13070{3} 0.16225{5}
30 MSE ν^ 0.00990{1} 0.01594{6} 0.01267{4} 0.01548{5} 0.01137{3} 0.01065{2} 0.01805{7}
ω^ 0.31837{1} 0.52699{7} 0.40325{5} 0.52141{6} 0.32409{2} 0.34223{3} 0.38589{4}
θ^ 0.47423{2} 0.57764{7} 0.51390{4} 0.56753{6} 0.46336{1} 0.48204{3} 0.53708{5}
MRE ν^ 0.19902{1} 0.25253{6} 0.22513{4} 0.24883{5} 0.21324{3} 0.20641{2} 0.26873{7}
ω^ 0.37616{1} 0.48396{7} 0.42335{5} 0.48139{6} 0.37953{2} 0.39{3} 0.41413{4}
RANKS 12.0{1} 60.0{7} 39.0{4} 51.0{6} 18.0{2} 24.0{3} 48.0{5}
θ^ 0.22041{2} 0.27207{6} 0.24132{4} 0.27389{7} 0.20643{1} 0.23301{3} 0.24301{5}
BIAS ν^ 0.06017{2} 0.07636{6} 0.06603{4} 0.07510{5} 0.05891{1} 0.06446{3} 0.07903{7}
ω^ 0.34373{2} 0.46456{7} 0.39674{5} 0.46455{6} 0.33745{1} 0.37123{3} 0.37387{4}
θ^ 0.04858{2} 0.07402{6} 0.05823{4} 0.07502{7} 0.04261{1} 0.05429{3} 0.05905{5}
80 MSE ν^ 0.00362{2} 0.00583{6} 0.00436{4} 0.00564{5} 0.00347{1} 0.00416{3} 0.00625{7}
ω^ 0.11815{2} 0.21582{7} 0.15740{5} 0.21581{6} 0.11387{1} 0.13781{3} 0.13978{4}
θ^ 0.29388{2} 0.36275{6} 0.32176{4} 0.36519{7} 0.27524{1} 0.31068{3} 0.32401{5}
MRE ν^ 0.12033{2} 0.15272{6} 0.13206{4} 0.15019{5} 0.11781{1} 0.12892{3} 0.15806{7}
ω^ 0.22915{2} 0.30971{7} 0.26449{5} 0.30970{6} 0.22496{1} 0.24749{3} 0.24925{4}
RANKS 18.0{2} 57.0{7} 39.0{4} 54.0{6} 9.0{1} 27.0{3} 48.0{5}
θ^ 0.19411{2} 0.24405{6} 0.21716{4} 0.24574{7} 0.18812{1} 0.21039{3} 0.22339{5}
BIAS ν^ 0.05365{1} 0.06840{6} 0.05925{4} 0.06756{5} 0.05512{2} 0.05719{3} 0.06952{7}
ω^ 0.30377{2} 0.41230{6} 0.35655{5} 0.41871{7} 0.29968{1} 0.34342{4} 0.34212{3}
θ^ 0.03768{2} 0.05956{6} 0.04716{4} 0.06039{7} 0.03539{1} 0.04426{3} 0.04990{5}
100 MSE ν^ 0.00288{1} 0.00468{6} 0.00351{4} 0.00456{5} 0.00304{2} 0.00327{3} 0.00483{7}
ω^ 0.09228{2} 0.16999{6} 0.12713{5} 0.17532{7} 0.08981{1} 0.11794{4} 0.11705{3}
θ^ 0.25882{2} 0.32540{6} 0.28954{4} 0.32766{7} 0.25083{1} 0.28052{3} 0.29785{5}
MRE ν^ 0.10730{1} 0.13680{6} 0.11850{4} 0.13513{5} 0.11023{2} 0.11437{3} 0.13904{7}
ω^ 0.20251{2} 0.27487{6} 0.23770{5} 0.27914{7} 0.19979{1} 0.22895{4} 0.22808{3}
RANKS 15.0{2} 54.0{6} 39.0{4} 57.0{7} 12.0{1} 30.0{3} 45.0{5}
θ^ 0.10988{1} 0.14289{7} 0.11983{4} 0.14121{6} 0.11080{2} 0.11944{3} 0.13391{5}
BIAS ν^ 0.03091{2} 0.03821{5} 0.03164{3} 0.03906{6} 0.03080{1} 0.03261{4} 0.04140{7}
ω^ 0.17594{1} 0.24237{7} 0.19786{4} 0.23915{6} 0.17611{2} 0.19354{3} 0.20571{5}
θ^ 0.01207{1} 0.02042{7} 0.01436{4} 0.01994{6} 0.01228{2} 0.01427{3} 0.01793{5}
300 MSE ν^ 0.00096{2} 0.00146{5} 0.00100{3} 0.00153{6} 0.00095{1} 0.00106{4} 0.00171{7}
ω^ 0.03096{1} 0.05874{7} 0.03915{4} 0.05720{6} 0.03102{2} 0.03746{3} 0.04232{5}
θ^ 0.14651{1} 0.19051{7} 0.15977{4} 0.18828{6} 0.14773{2} 0.15925{3} 0.17855{5}
MRE ν^ 0.06182{2} 0.07642{5} 0.06327{3} 0.07812{6} 0.06159{1} 0.06521{4} 0.08279{7}
ω^ 0.11729{1} 0.16158{7} 0.13191{4} 0.15944{6} 0.11741{2} 0.12903{3} 0.13714{5}
RANKS 12.0{1} 57.0{7} 33.0{4} 54.0{6} 15.0{2} 30.0{3} 51.0{5}
θ^ 0.08282{1} 0.10861{6} 0.08757{3} 0.10994{7} 0.08458{2} 0.09370{4} 0.10160{5}
BIAS ν^ 0.02360{2} 0.02938{5} 0.02501{3} 0.02968{6} 0.02336{1} 0.02577{4} 0.03180{7}
ω^ 0.12979{1} 0.18373{6} 0.14437{3} 0.19012{7} 0.13684{2} 0.15361{4} 0.15652{5}
θ^ 0.00686{1} 0.01180{6} 0.00767{3} 0.01209{7} 0.00715{2} 0.00878{4} 0.01032{5}
500 MSE ν^ 0.00056{2} 0.00086{5} 0.00063{3} 0.00088{6} 0.00055{1} 0.00066{4} 0.00101{7}
ω^ 0.01685{1} 0.03376{6} 0.02084{3} 0.03615{7} 0.01872{2} 0.02360{4} 0.02450{5}
θ^ 0.11043{1} 0.14481{6} 0.11676{3} 0.14659{7} 0.11277{2} 0.12493{4} 0.13546{5}
MRE ν^ 0.04720{2} 0.05876{5} 0.05002{3} 0.05937{6} 0.04673{1} 0.05154{4} 0.06359{7}
ω^ 0.08653{1} 0.12249{6} 0.09624{3} 0.12675{7} 0.09122{2} 0.10240{4} 0.10435{5}
RANKS 12.0{1} 51.0{5.5} 27.0{3} 60.0{7} 15.0{2} 36.0{4} 51.0{5.5}
Table 4. Simulation results of seven different estimators for θ=3, ν=2, ω=0.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 1.47103{3} 1.84917{6} 1.62531{4} 1.90669{7} 1.41815{2} 1.41210{1} 1.79709{5}
BIAS ν^ 0.67817{3} 0.84393{5} 0.74531{4} 0.85578{6} 0.66714{1} 0.67403{2} 0.89420{7}
ω^ 0.12044{3} 0.17220{6} 0.14064{4} 0.17665{7} 0.11624{1} 0.11988{2} 0.14539{5}
θ^ 2.16393{3} 3.41941{6} 2.64162{4} 3.63545{7} 2.01116{2} 1.99402{1} 3.22952{5}
30 MSE ν^ 0.45991{3} 0.71222{5} 0.55548{4} 0.73235{6} 0.44507{1} 0.45431{2} 0.79960{7}
ω^ 0.01450{3} 0.02965{6} 0.01978{4} 0.03120{7} 0.01351{1} 0.01437{2} 0.02114{5}
θ^ 0.49034{3} 0.61639{6} 0.54177{4} 0.63556{7} 0.47272{2} 0.47070{1} 0.59903{5}
MRE ν^ 0.33908{3} 0.42196{5} 0.37265{4} 0.42789{6} 0.33357{1} 0.33701{2} 0.44710{7}
ω^ 0.24087{3} 0.34440{6} 0.28128{4} 0.35330{7} 0.23248{1} 0.23976{2} 0.29079{5}
RANKS 27.0{3} 51.0{5.5} 36.0{4} 60.0{7} 12.0{1} 15.0{2} 51.0{5.5}
θ^ 0.80601{1} 1.12175{6} 0.89613{4} 1.12198{7} 0.81719{2} 0.87562{3} 1.10242{5}
BIAS ν^ 0.38425{1} 0.54017{5} 0.43885{4} 0.54648{6} 0.39245{2} 0.41766{3} 0.57279{7}
ω^ 0.06773{1} 0.10283{7} 0.07941{4} 0.10184{6} 0.07039{2} 0.07659{3} 0.08591{5}
θ^ 0.64966{1} 1.25832{6} 0.80306{4} 1.25885{7} 0.66780{2} 0.76671{3} 1.21534{5}
80 MSE ν^ 0.14765{1} 0.29179{5} 0.19259{4} 0.29865{6} 0.15401{2} 0.17444{3} 0.32809{7}
ω^ 0.00459{1} 0.01057{7} 0.00631{4} 0.01037{6} 0.00495{2} 0.00587{3} 0.00738{5}
θ^ 0.26867{1} 0.37392{6} 0.29871{4} 0.37399{7} 0.27240{2} 0.29187{3} 0.36747{5}
MRE ν^ 0.19213{1} 0.27009{5} 0.21942{4} 0.27324{6} 0.19622{2} 0.20883{3} 0.28640{7}
ω^ 0.13546{1} 0.20566{7} 0.15883{4} 0.20367{6} 0.14078{2} 0.15317{3} 0.17182{5}
RANKS 9.0{1} 54.0{6} 36.0{4} 57.0{7} 18.0{2} 27.0{3} 51.0{5}
θ^ 0.72747{1} 0.97899{6} 0.80542{4} 1.00442{7} 0.73222{2} 0.79536{3} 0.97361{5}
BIAS ν^ 0.34845{1} 0.48718{5} 0.38562{3} 0.49124{6} 0.35156{2} 0.39104{4} 0.50148{7}
ω^ 0.05915{1} 0.08784{6} 0.06773{4} 0.09129{7} 0.05978{2} 0.06705{3} 0.07480{5}
θ^ 0.52921{1} 0.95843{6} 0.64870{4} 1.00887{7} 0.53615{2} 0.63260{3} 0.94792{5}
100 MSE ν^ 0.12142{1} 0.23734{5} 0.14870{3} 0.24131{6} 0.12360{2} 0.15291{4} 0.25148{7}
ω^ 0.00350{1} 0.00772{6} 0.00459{4} 0.00833{7} 0.00357{2} 0.00450{3} 0.00560{5}
θ^ 0.24249{1} 0.32633{6} 0.26847{4} 0.33481{7} 0.24407{2} 0.26512{3} 0.32454{5}
MRE ν^ 0.17423{1} 0.24359{5} 0.19281{3} 0.24562{6} 0.17578{2} 0.19552{4} 0.25074{7}
ω^ 0.11830{1} 0.17569{6} 0.13545{4} 0.18258{7} 0.11957{2} 0.13411{3} 0.14961{5}
RANKS 9.0{1} 51.0{5.5} 33.0{4} 60.0{7} 18.0{2} 30.0{3} 51.0{5.5}
θ^ 0.42368{2} 0.57365{7} 0.44019{3} 0.56734{6} 0.39367{1} 0.46296{4} 0.55727{5}
BIAS ν^ 0.20329{2} 0.28118{5} 0.22107{3} 0.28147{6} 0.17295{1} 0.23061{4} 0.29062{7}
ω^ 0.03492{2} 0.05134{6} 0.03862{3} 0.05141{7} 0.03021{1} 0.03907{4} 0.04410{5}
θ^ 0.17950{2} 0.32907{7} 0.19377{3} 0.32187{6} 0.15497{1} 0.21433{4} 0.31055{5}
300 MSE ν^ 0.04133{2} 0.07906{5} 0.04887{3} 0.07923{6} 0.02991{1} 0.05318{4} 0.08446{7}
ω^ 0.00122{2} 0.00264{6.5} 0.00149{3} 0.00264{6.5} 0.00091{1} 0.00153{4} 0.00195{5}
θ^ 0.14123{2} 0.19122{7} 0.14673{3} 0.18911{6} 0.13122{1} 0.15432{4} 0.18576{5}
MRE ν^ 0.10164{2} 0.14059{5} 0.11053{3} 0.14074{6} 0.08648{1} 0.11531{4} 0.14531{7}
ω^ 0.06985{2} 0.10268{6} 0.07723{3} 0.10282{7} 0.06042{1} 0.07814{4} 0.08821{5}
RANKS 18.0{2} 54.5{6} 27.0{3} 56.5{7} 9.0{1} 36.0{4} 51.0{5}
θ^ 0.31666{2} 0.43372{5} 0.34594{3} 0.44379{7} 0.05705{1} 0.35603{4} 0.44102{6}
BIAS ν^ 0.15894{2} 0.21239{5} 0.17117{3} 0.21484{6} 0.11282{1} 0.17722{4} 0.23302{7}
ω^ 0.02612{2} 0.03988{6} 0.03001{3} 0.04067{7} 0.02268{1} 0.03051{4} 0.03389{5}
θ^ 0.10027{2} 0.18811{5} 0.11968{3} 0.19695{7} 0.00325{1} 0.12676{4} 0.19450{6}
500 MSE ν^ 0.02526{2} 0.04511{5} 0.02930{3} 0.04616{6} 0.01273{1} 0.03141{4} 0.05430{7}
ω^ 0.00068{2} 0.00159{6} 0.00090{3} 0.00165{7} 0.00051{1} 0.00093{4} 0.00115{5}
θ^ 0.10555{2} 0.14457{5} 0.11531{3} 0.14793{7} 0.01902{1} 0.11868{4} 0.14701{6}
MRE ν^ 0.07947{2} 0.10620{5} 0.08559{3} 0.10742{6} 0.05641{1} 0.08861{4} 0.11651{7}
ω^ 0.05224{2} 0.07975{6} 0.06001{3} 0.08133{7} 0.04536{1} 0.06101{4} 0.06778{5}
RANKS 18.0{2} 48.0{5} 27.0{3} 60.0{7} 9.0{1} 36.0{4} 54.0{6}
Table 5. Simulation results of seven different estimators for θ=0.75, ν=2, ω=1.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 0.42172{1} 0.57424{7} 0.50458{4} 0.57303{6} 0.42428{2} 0.43142{3} 0.53491{5}
BIAS ν^ 0.74503{1} 1.02601{6} 0.87498{4} 0.99396{5} 0.76302{2} 0.79326{3} 1.04921{7}
ω^ 0.60323{2} 0.83924{7} 0.72169{4} 0.83175{6} 0.59830{1} 0.61337{3} 0.73835{5}
θ^ 0.17785{1} 0.32975{7} 0.25460{4} 0.32837{6} 0.18001{2} 0.18612{3} 0.28612{5}
30 MSE ν^ 0.55507{1} 1.05270{6} 0.76559{4} 0.98797{5} 0.58220{2} 0.62926{3} 1.10085{7}
ω^ 0.36388{2} 0.70432{7} 0.52083{4} 0.69182{6} 0.35797{1} 0.37623{3} 0.54516{5}
θ^ 0.56230{1} 0.76565{7} 0.67278{4} 0.76404{6} 0.56571{2} 0.57522{3} 0.71321{5}
MRE ν^ 0.37251{1} 0.51301{6} 0.43749{4} 0.49698{5} 0.38151{2} 0.39663{3} 0.52461{7}
ω^ 0.40215{2} 0.55949{7} 0.48112{4} 0.55450{6} 0.39887{1} 0.40891{3} 0.49223{5}
RANKS 12.0{1} 60.0{7} 36.0{4} 51.0{5.5} 15.0{2} 27.0{3} 51.0{5.5}
θ^ 0.24584{1} 0.34864{6} 0.27997{4} 0.35745{7} 0.24991{2} 0.26879{3} 0.34626{5}
BIAS ν^ 0.43540{1} 0.63631{5} 0.49653{3} 0.64512{6} 0.45069{2} 0.49849{4} 0.67553{7}
ω^ 0.34382{1} 0.51140{6} 0.40168{4} 0.52632{7} 0.35419{2} 0.38432{3} 0.47426{5}
θ^ 0.06044{1} 0.12155{6} 0.07838{4} 0.12777{7} 0.06245{2} 0.07225{3} 0.11989{5}
80 MSE ν^ 0.18957{1} 0.40490{5} 0.24654{3} 0.41618{6} 0.20312{2} 0.24850{4} 0.45634{7}
ω^ 0.11821{1} 0.26153{6} 0.16134{4} 0.27702{7} 0.12545{2} 0.14770{3} 0.22492{5}
θ^ 0.32779{1} 0.46486{6} 0.37329{4} 0.47660{7} 0.33321{2} 0.35839{3} 0.46168{5}
MRE ν^ 0.21770{1} 0.31816{5} 0.24827{3} 0.32256{6} 0.22535{2} 0.24925{4} 0.33777{7}
ω^ 0.22921{1} 0.34093{6} 0.26778{4} 0.35088{7} 0.23612{2} 0.25621{3} 0.31617{5}
RANKS 9.0{1} 51.0{5.5} 33.0{4} 60.0{7} 18.0{2} 30.0{3} 51.0{5.5}
θ^ 0.22403{2} 0.31942{7} 0.23891{3} 0.31925{6} 0.21762{1} 0.24604{4} 0.30050{5}
BIAS ν^ 0.40735{2} 0.56195{5} 0.43483{3} 0.57730{6} 0.40013{1} 0.44494{4} 0.58704{7}
ω^ 0.31320{2} 0.46026{6} 0.34414{3} 0.46805{7} 0.30932{1} 0.34696{4} 0.40286{5}
θ^ 0.05019{2} 0.10203{7} 0.05708{3} 0.10192{6} 0.04736{1} 0.06054{4} 0.09030{5}
100 MSE ν^ 0.16594{2} 0.31579{5} 0.18908{3} 0.33327{6} 0.16010{1} 0.19797{4} 0.34462{7}
ω^ 0.09809{2} 0.21184{6} 0.11843{3} 0.21907{7} 0.09568{1} 0.12038{4} 0.16230{5}
θ^ 0.29871{2} 0.42590{7} 0.31854{3} 0.42567{6} 0.29016{1} 0.32806{4} 0.40067{5}
MRE ν^ 0.20368{2} 0.28098{5} 0.21741{3} 0.28865{6} 0.20006{1} 0.22247{4} 0.29352{7}
ω^ 0.20880{2} 0.30684{6} 0.22943{3} 0.31203{7} 0.20621{1} 0.23131{4} 0.26858{5}
RANKS 18.0{2} 54.0{6} 27.0{3} 57.0{7} 9.0{1} 36.0{4} 51.0{5}
θ^ 0.12397{1} 0.18442{6} 0.13681{3} 0.19156{7} 0.12571{2} 0.14237{4} 0.17920{5}
BIAS ν^ 0.22906{1} 0.33171{5} 0.24706{3} 0.34894{6} 0.23285{2} 0.25831{4} 0.35679{7}
ω^ 0.17568{2} 0.26853{6} 0.19072{3} 0.27352{7} 0.17123{1} 0.20423{4} 0.23953{5}
θ^ 0.01537{1} 0.03401{6} 0.01872{3} 0.03670{7} 0.01580{2} 0.02027{4} 0.03211{5}
300 MSE ν^ 0.05247{1} 0.11003{5} 0.06104{3} 0.12176{6} 0.05422{2} 0.06672{4} 0.12730{7}
ω^ 0.03086{2} 0.07211{6} 0.03637{3} 0.07481{7} 0.02932{1} 0.04171{4} 0.05737{5}
θ^ 0.16529{1} 0.24590{6} 0.18241{3} 0.25542{7} 0.16761{2} 0.18982{4} 0.23893{5}
MRE ν^ 0.11453{1} 0.16585{5} 0.12353{3} 0.17447{6} 0.11643{2} 0.12916{4} 0.17839{7}
ω^ 0.11712{2} 0.17902{6} 0.12715{3} 0.18234{7} 0.11415{1} 0.13615{4} 0.15968{5}
RANKS 12.0{1} 51.0{5.5} 27.0{3} 60.0{7} 15.0{2} 36.0{4} 51.0{5.5}
θ^ 0.09502{1} 0.14651{6} 0.10324{3} 0.14789{7} 0.09760{2} 0.11155{4} 0.14061{5}
BIAS ν^ 0.17342{2} 0.25702{5} 0.18680{3} 0.26567{6} 0.16564{1} 0.20379{4} 0.26977{7}
ω^ 0.13259{2} 0.21317{7} 0.14517{3} 0.21208{6} 0.12653{1} 0.15936{4} 0.18936{5}
θ^ 0.00903{1} 0.02147{6} 0.01066{3} 0.02187{7} 0.00953{2} 0.01244{4} 0.01977{5}
500 MSE ν^ 0.03007{2} 0.06606{5} 0.03489{3} 0.07058{6} 0.02744{1} 0.04153{4} 0.07277{7}
ω^ 0.01758{2} 0.04544{7} 0.02107{3} 0.04498{6} 0.01601{1} 0.02540{4} 0.03586{5}
θ^ 0.12670{1} 0.19535{6} 0.13765{3} 0.19719{7} 0.13014{2} 0.14874{4} 0.18748{5}
MRE ν^ 0.08671{2} 0.12851{5} 0.09340{3} 0.13283{6} 0.08282{1} 0.10190{4} 0.13488{7}
ω^ 0.08839{2} 0.14211{7} 0.09678{3} 0.14139{6} 0.08435{1} 0.10624{4} 0.12624{5}
RANKS 15.0{2} 54.0{6} 27.0{3} 57.0{7} 12.0{1} 36.0{4} 51.0{5}
Table 6. Simulation results of seven different estimators for θ=1.5, ν=0.5, ω=0.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 0.71191{4} 0.78264{7} 0.70816{3} 0.76040{6} 0.66802{1} 0.67976{2} 0.73203{5}
BIAS ν^ 0.09484{2} 0.11084{6} 0.10181{4} 0.11035{5} 0.09794{3} 0.09481{1} 0.11937{7}
ω^ 0.11737{2} 0.15240{7} 0.13500{5} 0.15101{6} 0.11535{1} 0.11866{3} 0.11902{4}
θ^ 0.50681{4} 0.61253{7} 0.50149{3} 0.57822{6} 0.44625{1} 0.46207{2} 0.53586{5}
30 MSE ν^ 0.00899{1.5} 0.01229{6} 0.01037{4} 0.01218{5} 0.00959{3} 0.00899{1.5} 0.01425{7}
ω^ 0.01377{2} 0.02323{7} 0.01822{5} 0.02280{6} 0.01331{1} 0.01408{3} 0.01417{4}
θ^ 0.47460{4} 0.52176{7} 0.47211{3} 0.50694{6} 0.44535{1} 0.45317{2} 0.48802{5}
MRE ν^ 0.18968{2} 0.22169{6} 0.20362{4} 0.22071{5} 0.19587{3} 0.18962{1} 0.23874{7}
ω^ 0.23473{2} 0.30481{7} 0.27000{5} 0.30202{6} 0.23071{1} 0.23733{3} 0.23805{4}
RANKS 23.5{3} 60.0{7} 36.0{4} 51.0{6} 15.0{1} 18.5{2} 48.0{5}
θ^ 0.42498{4} 0.46003{6} 0.42394{3} 0.48181{7} 0.40274{1} 0.42227{2} 0.44965{5}
BIAS ν^ 0.05453{1} 0.06595{5} 0.05880{4} 0.06677{6} 0.05682{2} 0.05823{3} 0.07008{7}
ω^ 0.06856{1} 0.09180{6} 0.07478{5} 0.09219{7} 0.06880{2} 0.07182{4} 0.07172{3}
θ^ 0.18061{4} 0.21163{6} 0.17973{3} 0.23214{7} 0.16220{1} 0.17831{2} 0.20218{5}
80 MSE ν^ 0.00297{1} 0.00435{5} 0.00346{4} 0.00446{6} 0.00323{2} 0.00339{3} 0.00491{7}
ω^ 0.00470{1} 0.00843{6} 0.00559{5} 0.00850{7} 0.00473{2} 0.00516{4} 0.00514{3}
θ^ 0.28332{4} 0.30669{6} 0.28263{3} 0.32121{7} 0.26850{1} 0.28151{2} 0.29976{5}
MRE ν^ 0.10905{1} 0.13190{5} 0.11760{4} 0.13355{6} 0.11364{2} 0.11646{3} 0.14015{7}
ω^ 0.13712{1} 0.18361{6} 0.14956{5} 0.18437{7} 0.13760{2} 0.14363{4} 0.14343{3}
RANKS 18.0{2} 51.0{6} 36.0{4} 60.0{7} 15.0{1} 27.0{3} 45.0{5}
θ^ 0.37645{2} 0.41873{6} 0.39679{4} 0.41977{7} 0.36523{1} 0.37858{3} 0.39810{5}
BIAS ν^ 0.04801{1} 0.05964{6} 0.05340{4} 0.05912{5} 0.04976{2} 0.05189{3} 0.06171{7}
ω^ 0.06022{1} 0.07999{6} 0.06842{5} 0.08104{7} 0.06113{2} 0.06520{4} 0.06451{3}
θ^ 0.14171{2} 0.17533{6} 0.15744{4} 0.17621{7} 0.13339{1} 0.14332{3} 0.15848{5}
100 MSE ν^ 0.00230{1} 0.00356{6} 0.00285{4} 0.00350{5} 0.00248{2} 0.00269{3} 0.00381{7}
ω^ 0.00363{1} 0.00640{6} 0.00468{5} 0.00657{7} 0.00374{2} 0.00425{4} 0.00416{3}
θ^ 0.25096{2} 0.27915{6} 0.26453{4} 0.27985{7} 0.24349{1} 0.25239{3} 0.26540{5}
MRE ν^ 0.09601{1} 0.11929{6} 0.10680{4} 0.11825{5} 0.09951{2} 0.10378{3} 0.12342{7}
ω^ 0.12044{1} 0.15997{6} 0.13683{5} 0.16209{7} 0.12226{2} 0.13041{4} 0.12903{3}
RANKS 12.0{1} 54.0{6} 39.0{4} 57.0{7} 15.0{2} 30.0{3} 45.0{5}
θ^ 0.20467{1} 0.24398{6} 0.22662{4} 0.25065{7} 0.20658{2} 0.21942{3} 0.22712{5}
BIAS ν^ 0.02747{1} 0.03469{6} 0.02947{3} 0.03315{5} 0.02801{2} 0.03009{4} 0.03626{7}
ω^ 0.03332{1} 0.04706{6} 0.03898{5} 0.04820{7} 0.03353{2} 0.03716{4} 0.03690{3}
θ^ 0.04189{1} 0.05953{6} 0.05136{4} 0.06283{7} 0.04268{2} 0.04814{3} 0.05158{5}
300 MSE ν^ 0.00075{1} 0.00120{6} 0.00087{3} 0.00110{5} 0.00078{2} 0.00091{4} 0.00131{7}
ω^ 0.00111{1} 0.00221{6} 0.00152{5} 0.00232{7} 0.00112{2} 0.00138{4} 0.00136{3}
θ^ 0.13645{1} 0.16266{6} 0.15108{4} 0.16710{7} 0.13772{2} 0.14628{3} 0.15142{5}
MRE ν^ 0.05495{1} 0.06937{6} 0.05894{3} 0.06630{5} 0.05602{2} 0.06018{4} 0.07252{7}
ω^ 0.06665{1} 0.09412{6} 0.07796{5} 0.09639{7} 0.06706{2} 0.07433{4} 0.07380{3}
RANKS 9.0{1} 54.0{6} 36.0{4} 57.0{7} 18.0{2} 33.0{3} 45.0{5}
θ^ 0.16748{2} 0.19256{7} 0.16870{3} 0.19072{6} 0.16725{1} 0.17112{4} 0.18424{5}
BIAS ν^ 0.02220{2} 0.02659{5} 0.02387{4} 0.02674{6} 0.02209{1} 0.02313{3} 0.02814{7}
ω^ 0.02676{2} 0.03681{7} 0.02896{4} 0.03658{6} 0.02653{1} 0.02875{3} 0.02923{5}
θ^ 0.02805{2} 0.03708{7} 0.02846{3} 0.03637{6} 0.02797{1} 0.02928{4} 0.03395{5}
500 MSE ν^ 0.00049{1.5} 0.00071{5} 0.00057{4} 0.00072{6} 0.00049{1.5} 0.00053{3} 0.00079{7}
ω^ 0.00072{2} 0.00136{7} 0.00084{4} 0.00134{6} 0.00070{1} 0.00083{3} 0.00085{5}
θ^ 0.11165{2} 0.12837{7} 0.11246{3} 0.12715{6} 0.11150{1} 0.11408{4} 0.12283{5}
MRE ν^ 0.04439{2} 0.05317{5} 0.04773{4} 0.05349{6} 0.04417{1} 0.04626{3} 0.05627{7}
ω^ 0.05352{2} 0.07363{7} 0.05792{4} 0.07317{6} 0.05305{1} 0.05750{3} 0.05846{5}
RANKS 17.5{2} 57.0{7} 33.0{4} 54.0{6} 9.5{1} 30.0{3} 51.0{5}
Table 7. Simulation results of seven different estimators for θ=3, ν=0.5, ω=1.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 1.44196{2} 1.69204{6} 1.50686{4} 1.74484{7} 1.41440{1} 1.46484{3} 1.60815{5}
BIAS ν^ 0.09835{1} 0.12618{5} 0.11039{4} 0.12722{6} 0.10605{3} 0.10380{2} 0.13179{7}
ω^ 0.57603{2} 0.73125{7} 0.62770{5} 0.72313{6} 0.55467{1} 0.58443{3} 0.62115{4}
θ^ 2.07924{2} 2.86300{6} 2.27062{4} 3.04447{7} 2.00052{1} 2.14575{3} 2.58614{5}
30 MSE ν^ 0.00967{1} 0.01592{5} 0.01219{4} 0.01619{6} 0.01125{3} 0.01077{2} 0.01737{7}
ω^ 0.33181{2} 0.53473{7} 0.39401{5} 0.52292{6} 0.30766{1} 0.34156{3} 0.38582{4}
θ^ 0.48065{2} 0.56401{6} 0.50229{4} 0.58161{7} 0.47147{1} 0.48828{3} 0.53605{5}
MRE ν^ 0.19669{1} 0.25236{5} 0.22078{4} 0.25445{6} 0.21210{3} 0.20759{2} 0.26357{7}
ω^ 0.38402{2} 0.48750{7} 0.41847{5} 0.48209{6} 0.36978{1} 0.38962{3} 0.41410{4}
RANKS 15.0{1.5} 54.0{6} 39.0{4} 57.0{7} 15.0{1.5} 24.0{3} 48.0{5}
θ^ 0.86852{2} 1.05648{6} 0.92675{4} 1.11411{7} 0.85049{1} 0.91682{3} 0.97671{5}
BIAS ν^ 0.05995{1} 0.07473{5} 0.06625{4} 0.07788{6} 0.06069{2} 0.06248{3} 0.08012{7}
ω^ 0.34488{2} 0.45143{6} 0.37538{5} 0.47545{7} 0.33018{1} 0.36698{3} 0.37375{4}
θ^ 0.75432{2} 1.11616{6} 0.85887{4} 1.24125{7} 0.72333{1} 0.84055{3} 0.95397{5}
80 MSE ν^ 0.00359{1} 0.00558{5} 0.00439{4} 0.00607{6} 0.00368{2} 0.00390{3} 0.00642{7}
ω^ 0.11894{2} 0.20379{6} 0.14091{5} 0.22606{7} 0.10902{1} 0.13467{3} 0.13969{4}
θ^ 0.28951{2} 0.35216{6} 0.30892{4} 0.37137{7} 0.28350{1} 0.30561{3} 0.32557{5}
MRE ν^ 0.11990{1} 0.14945{5} 0.13251{4} 0.15576{6} 0.12138{2} 0.12496{3} 0.16024{7}
ω^ 0.22992{2} 0.30096{6} 0.25025{5} 0.31697{7} 0.22012{1} 0.24465{3} 0.24917{4}
RANKS 15.0{2} 51.0{6} 39.0{4} 60.0{7} 12.0{1} 27.0{3} 48.0{5}
θ^ 0.75610{1} 0.96527{7} 0.82996{4} 0.96330{6} 0.78031{2} 0.80111{3} 0.86594{5}
BIAS ν^ 0.05237{1} 0.06765{6} 0.05654{4} 0.06640{5} 0.05369{2} 0.05541{3} 0.06972{7}
ω^ 0.29658{1} 0.40519{7} 0.34089{4} 0.40424{6} 0.30493{2} 0.32993{3} 0.34092{5}
θ^ 0.57168{1} 0.93174{7} 0.68883{4} 0.92794{6} 0.60888{2} 0.64178{3} 0.74985{5}
100 MSE ν^ 0.00274{1} 0.00458{6} 0.00320{4} 0.00441{5} 0.00288{2} 0.00307{3} 0.00486{7}
ω^ 0.08796{1} 0.16418{7} 0.11621{4} 0.16341{6} 0.09298{2} 0.10886{3} 0.11623{5}
θ^ 0.25203{1} 0.32176{7} 0.27665{4} 0.32110{6} 0.26010{2} 0.26704{3} 0.28865{5}
MRE ν^ 0.10474{1} 0.13530{6} 0.11307{4} 0.13280{5} 0.10737{2} 0.11083{3} 0.13945{7}
ω^ 0.19772{1} 0.27013{7} 0.22726{4} 0.26950{6} 0.20329{2} 0.21996{3} 0.22728{5}
RANKS 9.0{1} 60.0{7} 36.0{4} 51.0{5.5} 18.0{2} 27.0{3} 51.0{5.5}
θ^ 0.44661{2} 0.57449{7} 0.45941{3} 0.55834{6} 0.40301{1} 0.48267{4} 0.51675{5}
BIAS ν^ 0.03041{1} 0.03986{6} 0.03241{3} 0.03737{5} 0.03042{2} 0.03329{4} 0.04069{7}
ω^ 0.17477{2} 0.24359{7} 0.18902{3} 0.24097{6} 0.13908{1} 0.19177{4} 0.20436{5}
θ^ 0.19946{2} 0.33004{7} 0.21106{3} 0.31175{6} 0.16242{1} 0.23297{4} 0.26703{5}
300 MSE ν^ 0.00092{1} 0.00159{6} 0.00105{3} 0.00140{5} 0.00093{2} 0.00111{4} 0.00166{7}
ω^ 0.03055{2} 0.05933{7} 0.03573{3} 0.05806{6} 0.01934{1} 0.03677{4} 0.04176{5}
θ^ 0.14887{2} 0.19150{7} 0.15314{3} 0.18611{6} 0.13434{1} 0.16089{4} 0.17225{5}
MRE ν^ 0.06082{1} 0.07972{6} 0.06482{3} 0.07473{5} 0.06084{2} 0.06658{4} 0.08137{7}
ω^ 0.11651{2} 0.16239{7} 0.12602{3} 0.16064{6} 0.09272{1} 0.12784{4} 0.13624{5}
RANKS 15.0{2} 60.0{7} 27.0{3} 51.0{5.5} 12.0{1} 36.0{4} 51.0{5.5}
θ^ 0.34256{2} 0.44063{7} 0.34721{3} 0.43195{6} 0.02944{1} 0.37626{4} 0.39231{5}
BIAS ν^ 0.02400{2} 0.03049{6} 0.02499{3} 0.02981{5} 0.02191{1} 0.02528{4} 0.03148{7}
ω^ 0.13510{2} 0.18960{7} 0.14366{3} 0.18545{6} 0.07460{1} 0.15145{4} 0.15185{5}
θ^ 0.11735{2} 0.19416{7} 0.12056{3} 0.18658{6} 0.00087{1} 0.14157{4} 0.15390{5}
500 MSE ν^ 0.00058{2} 0.00093{6} 0.00062{3} 0.00089{5} 0.00048{1} 0.00064{4} 0.00099{7}
ω^ 0.01825{2} 0.03595{7} 0.02064{3} 0.03439{6} 0.00556{1} 0.02294{4} 0.02306{5}
θ^ 0.11419{2} 0.14688{7} 0.11574{3} 0.14398{6} 0.00981{1} 0.12542{4} 0.13077{5}
MRE ν^ 0.04801{2} 0.06099{6} 0.04997{3} 0.05963{5} 0.04382{1} 0.05055{4} 0.06296{7}
ω^ 0.09007{2} 0.12640{7} 0.09577{3} 0.12364{6} 0.04973{1} 0.10097{4} 0.10123{5}
RANKS 18.0{2} 60.0{7} 27.0{3} 51.0{5.5} 9.0{1} 36.0{4} 51.0{5.5}
Table 8. Simulation results of seven different estimators for θ=0.75, ν=2, ω=0.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 0.35033{1} 0.45753{6} 0.54028{7} 0.35423{2} 0.43731{4.5} 0.36102{3} 0.43731{4.5}
BIAS ν^ 0.65498{2} 0.84455{5} 0.37021{1} 0.66749{3} 0.88746{6.5} 0.69873{4} 0.88746{6.5}
ω^ 0.12022{1} 0.17120{6} 0.28452{7} 0.12145{2} 0.14491{4.5} 0.12795{3} 0.14491{4.5}
θ^ 0.12273{1} 0.20933{7} 0.16419{4} 0.12548{2} 0.19124{5.5} 0.13033{3} 0.19124{5.5}
30 MSE ν^ 0.42900{1} 0.71326{5} 0.54822{4} 0.44554{2} 0.78759{6.5} 0.48822{3} 0.78759{6.5}
ω^ 0.01445{1} 0.02931{7} 0.02024{4} 0.01475{2} 0.02100{5.5} 0.01637{3} 0.02100{5.5}
θ^ 0.46710{2} 0.61003{7} 0.40521{1} 0.47231{3} 0.58308{5.5} 0.48136{4} 0.58308{5.5}
MRE ν^ 0.32749{1} 0.42227{4} 0.74042{7} 0.33374{2} 0.44373{5.5} 0.34936{3} 0.44373{5.5}
ω^ 0.24044{2} 0.34241{7} 0.14226{1} 0.24289{3} 0.28981{5.5} 0.25591{4} 0.28981{5.5}
RANKS 12.0{1} 54.0{7} 36.0{4} 21.0{2} 49.5{5.5} 30.0{3} 49.5{5.5}
θ^ 0.20179{2} 0.27857{6} 0.30512{7} 0.20107{1} 0.26896{4.5} 0.21287{3} 0.26896{4.5}
BIAS ν^ 0.38707{2} 0.53325{5} 0.22052{1} 0.39326{3} 0.56475{6.5} 0.41982{4} 0.56475{6.5}
ω^ 0.06616{1} 0.10016{6} 0.15995{7} 0.06842{2} 0.08461{4.5} 0.07368{3} 0.08461{4.5}
θ^ 0.04072{2} 0.07760{7} 0.05237{4} 0.04043{1} 0.07234{5.5} 0.04531{3} 0.07234{5.5}
80 MSE ν^ 0.14983{1} 0.28436{5} 0.19451{4} 0.15465{2} 0.31894{6.5} 0.17625{3} 0.31894{6.5}
ω^ 0.00438{1} 0.01003{7} 0.00640{4} 0.00468{2} 0.00716{5.5} 0.00543{3} 0.00716{5.5}
θ^ 0.26905{3} 0.37142{7} 0.22884{1} 0.26810{2} 0.35861{5.5} 0.28383{4} 0.35861{5.5}
MRE ν^ 0.19354{1} 0.26663{4} 0.44103{7} 0.19663{2} 0.28237{5.5} 0.20991{3} 0.28237{5.5}
ω^ 0.13232{2} 0.20032{7} 0.07997{1} 0.13684{3} 0.16922{5.5} 0.14736{4} 0.16922{5.5}
RANKS 15.0{1} 54.0{7} 36.0{4} 18.0{2} 49.5{5.5} 30.0{3} 49.5{5.5}
θ^ 0.18500{2} 0.25608{6} 0.27807{7} 0.17408{1} 0.24411{4.5} 0.20231{3} 0.24411{4.5}
BIAS ν^ 0.35037{3} 0.49218{5} 0.20165{1} 0.34995{2} 0.51120{6.5} 0.39421{4} 0.51120{6.5}
ω^ 0.05903{1} 0.09138{6} 0.14213{7} 0.06020{2} 0.07569{4.5} 0.06835{3} 0.07569{4.5}
θ^ 0.03422{2} 0.06558{7} 0.04350{4} 0.03030{1} 0.05959{5.5} 0.04093{3} 0.05959{5.5}
100 MSE ν^ 0.12276{2} 0.24224{5} 0.16265{4} 0.12247{1} 0.26133{6.5} 0.15540{3} 0.26133{6.5}
ω^ 0.00349{1} 0.00835{7} 0.00505{4} 0.00362{2} 0.00573{5.5} 0.00467{3} 0.00573{5.5}
θ^ 0.24666{3} 0.34144{7} 0.20855{1} 0.23210{2} 0.32548{5.5} 0.26975{4} 0.32548{5.5}
MRE ν^ 0.17518{2} 0.24609{4} 0.40330{7} 0.17498{1} 0.25560{5.5} 0.19710{3} 0.25560{5.5}
ω^ 0.11807{2} 0.18275{7} 0.07107{1} 0.12040{3} 0.15139{5.5} 0.13671{4} 0.15139{5.5}
RANKS 18.0{2} 54.0{7} 36.0{4} 15.0{1} 49.5{5.5} 30.0{3} 49.5{5.5}
θ^ 0.09983{1} 0.14352{6} 0.15355{7} 0.10039{2} 0.13550{4.5} 0.11555{3} 0.13550{4.5}
BIAS ν^ 0.19849{2} 0.28408{5} 0.11199{1} 0.20130{3} 0.29346{6.5} 0.22521{4} 0.29346{6.5}
ω^ 0.03315{1} 0.05220{6} 0.07953{7} 0.03462{2} 0.04282{4.5} 0.03962{3} 0.04282{4.5}
θ^ 0.00997{1} 0.02060{7} 0.01326{3} 0.01008{2} 0.01836{5.5} 0.01335{4} 0.01836{5.5}
300 MSE ν^ 0.03940{1} 0.08070{5} 0.05017{3} 0.04052{2} 0.08612{6.5} 0.05072{4} 0.08612{6.5}
ω^ 0.00110{1} 0.00272{7} 0.00158{4} 0.00120{2} 0.00183{5.5} 0.00157{3} 0.00183{5.5}
θ^ 0.13311{2} 0.19137{7} 0.11516{1} 0.13386{3} 0.18067{5.5} 0.15406{4} 0.18067{5.5}
MRE ν^ 0.09924{1} 0.14204{4} 0.22398{7} 0.10065{2} 0.14673{5.5} 0.11261{3} 0.14673{5.5}
ω^ 0.06630{2} 0.10439{7} 0.03977{1} 0.06923{3} 0.08564{5.5} 0.07923{4} 0.08564{5.5}
RANKS 12.0{1} 54.0{7} 34.0{4} 21.0{2} 49.5{5.5} 32.0{3} 49.5{5.5}
θ^ 0.07766{2} 0.11386{6} 0.11696{7} 0.07683{1} 0.10434{4.5} 0.08623{3} 0.10434{4.5}
BIAS ν^ 0.15565{2} 0.21937{5} 0.08564{1} 0.15772{3} 0.22284{6.5} 0.17202{4} 0.22284{6.5}
ω^ 0.02562{2} 0.04004{6} 0.06012{7} 0.02550{1} 0.03365{4.5} 0.02965{3} 0.03365{4.5}
θ^ 0.00603{2} 0.01296{7} 0.00769{4} 0.00590{1} 0.01089{5.5} 0.00744{3} 0.01089{5.5}
500 MSE ν^ 0.02423{1} 0.04813{5} 0.02933{3} 0.02488{2} 0.04966{6.5} 0.02959{4} 0.04966{6.5}
ω^ 0.00066{2} 0.00160{7} 0.00090{4} 0.00065{1} 0.00113{5.5} 0.00088{3} 0.00113{5.5}
θ^ 0.10355{3} 0.15181{7} 0.08772{1} 0.10244{2} 0.13911{5.5} 0.11497{4} 0.13911{5.5}
MRE ν^ 0.07783{1} 0.10969{4} 0.17127{7} 0.07886{2} 0.11142{5.5} 0.08601{3} 0.11142{5.5}
ω^ 0.05125{3} 0.08008{7} 0.03006{1} 0.05100{2} 0.06730{5.5} 0.05931{4} 0.06730{5.5}
RANKS 18.0{2} 54.0{7} 35.0{4} 15.0{1} 49.5{5.5} 31.0{3} 49.5{5.5}
Table 9. Simulation results of seven different estimators for θ=1.5, ν=2, ω=1.5 .
n Est. Est. Par. MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ^ 0.82272{1} 1.17051{7} 1.00884{4} 1.13921{6} 0.86375{3} 0.85938{2} 1.0715{5}
BIAS ν^ 0.72236{1} 1.02020{5} 0.89204{4} 1.02715{6} 0.76335{2} 0.78657{3} 1.06928{7}
ω^ 0.58169{1} 0.83673{7} 0.71925{4} 0.82518{6} 0.59881{2} 0.62772{3} 0.73020{5}
θ^ 0.67686{1} 1.37008{7} 1.01775{4} 1.29780{6} 0.74606{3} 0.73853{2} 1.14810{5}
30 MSE ν^ 0.52180{1} 1.04080{5} 0.79573{4} 1.05503{6} 0.58270{2} 0.61869{3} 1.14335{7}
ω^ 0.33836{1} 0.70012{7} 0.51732{4} 0.68092{6} 0.35857{2} 0.39403{3} 0.53320{5}
θ^ 0.54848{1} 0.78034{7} 0.67256{4} 0.75947{6} 0.57583{3} 0.57292{2} 0.71433{5}
MRE ν^ 0.36118{1} 0.51010{5} 0.44602{4} 0.51357{6} 0.38167{2} 0.39328{3} 0.53464{7}
ω^ 0.38779{1} 0.55782{7} 0.47950{4} 0.55012{6} 0.39921{2} 0.41848{3} 0.48680{5}
RANKS 9.0{1} 57.0{7} 36.0{4} 54.0{6} 21.0{2} 24.0{3} 51.0{5}
θ^ 0.49804{2} 0.72479{7} 0.58439{4} 0.72298{6} 0.48981{1} 0.55086{3} 0.67489{5}
BIAS ν^ 0.45446{2} 0.64825{7} 0.52473{4} 0.63570{5} 0.44444{1} 0.48552{3} 0.64301{6}
ω^ 0.34350{1} 0.52277{7} 0.41424{4} 0.51841{6} 0.34928{2} 0.39698{3} 0.45441{5}
θ^ 0.24804{2} 0.52532{7} 0.34151{4} 0.52269{6} 0.23991{1} 0.30344{3} 0.45547{5}
80 MSE ν^ 0.20653{2} 0.42023{7} 0.27534{4} 0.40412{5} 0.19753{1} 0.23573{3} 0.41347{6}
ω^ 0.11799{1} 0.27328{7} 0.17159{4} 0.26875{6} 0.12200{2} 0.15759{3} 0.20649{5}
θ^ 0.33202{2} 0.48319{7} 0.38959{4} 0.48198{6} 0.32654{1} 0.36724{3} 0.44992{5}
MRE ν^ 0.22723{2} 0.32413{7} 0.26236{4} 0.31785{5} 0.22222{1} 0.24276{3} 0.32151{6}
ω^ 0.22900{1} 0.34851{7} 0.27616{4} 0.34561{6} 0.23285{2} 0.26465{3} 0.30294{5}
RANKS 15.0{2} 63.0{7} 36.0{4} 51.0{6} 12.0{1} 27.0{3} 48.0{5}
θ^ 0.42927{1} 0.65573{7} 0.49781{4} 0.63655{6} 0.44759{2} 0.48927{3} 0.63378{5}
BIAS ν^ 0.38669{1} 0.59203{6} 0.44666{3} 0.57252{5} 0.41076{2} 0.44670{4} 0.61439{7}
ω^ 0.30647{1} 0.47299{7} 0.35886{4} 0.46302{6} 0.31459{2} 0.34601{3} 0.41967{5}
θ^ 0.18427{1} 0.42998{7} 0.24781{4} 0.40520{6} 0.20034{2} 0.23939{3} 0.40168{5}
100 MSE ν^ 0.14953{1} 0.35050{6} 0.19950{3} 0.32778{5} 0.16872{2} 0.19954{4} 0.37747{7}
ω^ 0.09392{1} 0.22372{7} 0.12878{4} 0.21439{6} 0.09896{2} 0.11972{3} 0.17612{5}
θ^ 0.28618{1} 0.43715{7} 0.33187{4} 0.42437{6} 0.29840{2} 0.32618{3} 0.42252{5}
MRE ν^ 0.19335{1} 0.29602{6} 0.22333{3} 0.28626{5} 0.20538{2} 0.22335{4} 0.30719{7}
ω^ 0.20431{1} 0.31532{7} 0.23924{4} 0.30868{6} 0.20972{2} 0.23067{3} 0.27978{5}
RANKS 9.0{1} 60.0{7} 33.0{4} 51.0{5.5} 18.0{2} 30.0{3} 51.0{5.5}
θ^ 0.24936{1} 0.36485{6} 0.28494{3} 0.38158{7} 0.25562{2} 0.28529{4} 0.36160{5}
BIAS ν^ 0.22467{2} 0.32956{5} 0.24855{3} 0.34611{6} 0.22002{1} 0.26118{4} 0.34790{7}
ω^ 0.17451{2} 0.26813{6} 0.20160{3} 0.27122{7} 0.17133{1} 0.20287{4} 0.23938{5}
θ^ 0.06218{1} 0.13312{6} 0.08119{3} 0.14560{7} 0.06534{2} 0.08139{4} 0.13075{5}
300 MSE ν^ 0.05048{2} 0.10861{5} 0.06178{3} 0.11979{6} 0.04841{1} 0.06822{4} 0.12103{7}
ω^ 0.03045{2} 0.07189{6} 0.04064{3} 0.07356{7} 0.02935{1} 0.04116{4} 0.05730{5}
θ^ 0.16624{1} 0.24323{6} 0.18996{3} 0.25438{7} 0.17041{2} 0.19019{4} 0.24106{5}
MRE ν^ 0.11233{2} 0.16478{5} 0.12428{3} 0.17306{6} 0.11001{1} 0.13059{4} 0.17395{7}
ω^ 0.11634{2} 0.17875{6} 0.13440{3} 0.18081{7} 0.11422{1} 0.13525{4} 0.15959{5}
RANKS 15.0{2} 51.0{5.5} 27.0{3} 60.0{7} 12.0{1} 36.0{4} 51.0{5.5}
θ^ 0.19292{2} 0.29228{6} 0.21255{3} 0.29493{7} 0.16821{1} 0.22580{4} 0.28260{5}
BIAS ν^ 0.17568{2} 0.26739{6} 0.19333{3} 0.26126{5} 0.13532{1} 0.20934{4} 0.27913{7}
ω^ 0.13619{2} 0.21229{6} 0.15372{3} 0.21392{7} 0.10918{1} 0.15987{4} 0.18837{5}
θ^ 0.03722{2} 0.08543{6} 0.04518{3} 0.08698{7} 0.02829{1} 0.05098{4} 0.07986{5}
500 MSE ν^ 0.03086{2} 0.07149{6} 0.03738{3} 0.06826{5} 0.01831{1} 0.04382{4} 0.07792{7}
ω^ 0.01855{2} 0.04507{6} 0.02363{3} 0.04576{7} 0.01192{1} 0.02556{4} 0.03548{5}
θ^ 0.12861{2} 0.19485{6} 0.14170{3} 0.19662{7} 0.11214{1} 0.15053{4} 0.18840{5}
MRE ν^ 0.08784{2} 0.13369{6} 0.09667{3} 0.13063{5} 0.06766{1} 0.10467{4} 0.13957{7}
ω^ 0.09079{2} 0.14153{6} 0.10248{3} 0.14261{7} 0.07279{1} 0.10658{4} 0.12558{5}
RANKS 18.0{2} 54.0{6} 27.0{3} 57.0{7} 9.0{1} 36.0{4} 51.0{5}
Table 10. Partial and overall ranks of all estimation methods for various combinations of ψ.
ψT n MLEs LSEs WLSEs CRVMEs MPSEs ADEs RADEs
θ=0.75, ν=0.5, ω=0.5 30 3 6 4 7 2 1 5
80 2 6 4 7 1 3 5
100 2 7 4 6 1 3 5
300 1 5.5 4 7 2 3 5.5
500 2 7 4 6 1 3 5
θ=1.5, ν=0.5, ω=1.5 30 1 7 4 6 2 3 5
80 2 7 4 6 1 3 5
100 2 6 4 7 1 3 5
300 1 7 4 6 2 3 5
500 1 5.5 3 7 2 4 5.5
θ=3, ν=2, ω=0.5 30 3 5.5 4 7 1 2 5.5
80 1 6 4 7 2 3 5
100 1 5.5 4 7 2 3 5.5
300 2 6 3 7 1 4 5
500 2 5 3 7 1 4 6
θ=0.75, ν=2, ω=1.5 30 1 7 4 5.5 2 3 5.5
80 1 5.5 4 7 2 3 5.5
100 2 6 3 7 1 4 5
300 1 5.5 3 7 2 4 5.5
500 1 5.5 3 7 2 4 5.5
θ=1.5, ν=0.5, ω=0.5 30 3 7 4 6 1 2 5
80 2 6 4 7 1 3 5
100 1 6 4 7 2 3 5
300 1 6 4 7 2 3 5
500 2 7 4 6 1 3 5
θ=3, ν=0.5, ω=1.5 30 1.5 6 4 7 1.5 3 5
80 2 6 4 7 1 3 5
100 1 7 4 5.5 2 3 5.5
300 2 7 3 5.5 1 4 5.5
500 2 7 3 5.5 1 4 5.5
θ=0.75, ν=2, ω=0.5 30 1 7 4 2 5.5 3 5.5
80 1 7 4 2 5.5 3 5.5
100 2 7 4 1 5.5 3 5.5
300 1 7 4 2 5.5 3 5.5
500 2 7 4 1 5.5 3 5.5
θ=1.5, ν=2, ω=1.5 30 1 7 4 6 2 3 5
80 2 7 4 6 1 3 5
100 1 7 4 5.5 2 3 5.5
300 2 5.5 3 7 1 4 5.5
500 2 6 3 7 1 4 5
Ranks 64.5 254 150 236.5 79 129 210
Overall Rank 1 7 4 6 2 3 5

7. Real-Life Data Analysis

In this section, the FExILL distribution is applied to three real-world data sets. The first set, sourced from Hinkley (1977), comprises thirty consecutive measurements of March precipitation (in inches) recorded in Minneapolis/St. Paul. The observed data values are: 0.81, 1.74, 0.77, 1.20, 1.20, 1.95, 0.47, 3.37, 1.43, 2.20, 3.09, 3.00, 1.51, 0.52, 2.10, 1.62, 0.32, 1.31, 0.59, 2.81, 0.81, 1.87, 1.35, 1.18, 4.75, 0.96, 2.48, 1.89, 2.05, 0.90.

The second real-world data set consists of service time measurements (in hours) for 63 aircraft windshields, as reported by Murthy et al. (2004). The recorded values begin with: 2.065, 0.046, 1.492, 2.592, 2.600, 0.140, 0.150, 2.670, 1.580, 0.248, 2.717, 1.7190, 0.2800, 2.819, 1.794, 0.3130, 2.820, 1.915, 0.389, 2.878, 1.920, 0.487, 2.950, 1.9630, 0.622, 3.0030, 1.978, 0.900, 3.1020, 2.053, 0.952, 0.9960, 3.3040, 2.117, 1.0030, 3.483, 2.137, 1.0100, 3.500, 2.141, 1.085, 3.6220, 2.163, 1.092, 3.6650, 2.183, 1.1520, 3.695, 2.240, 1.183, 4.015, 2.341, 1.244, 4.628, 2.435, 1.249, 4.806, 2.464, 1.436, 4.881, 1.262, 5.140, 2.5430.

The third data set contains the original time-to-failure records for 40 turbocharger units, as documented by Xu et al. (2003). The data values begin with: 2.0, 1.6, 8.5, 6.1, 3.0, 7.3, 2.6, 7.7, 3.5, 8.0, 4.5, 3.9, 4.6, 5.0, 4.8, 5.1, 8.8, 5.4, 5.3, 5.6, 6.0, 5.8, 6.0, 8.4, 6.7, 6.5, 7.0, 6.5, 7.1, 7.3, 6.3, 7.3, 7.8, 7.7, 7.9, 8.1, 8.4, 8.3, 8.7, 9.0.

The FExILL model is compared with other some competitive models called, the Fréchet Topp-Leone Lomax (FTLL) (Reyad et al., 2021), McDonal-Lomax (MCL), Kumaraswamy–Lomax (KwL) (Lemonte and Cordeiro, 2013), Burr-X Lomax (BXL) (Yousof et al., 2017), the odd Lomax log-logistic (OLLL) (Cordeiro et al., 2019), exponentiated Lomax (EL) (Abdul-Moniem, 2012), Topp-Leone inverse Lomax (TLIL) (Hassan and Ismail, 2021), alpha power Lomax (APL) (Bulut et al., 2021), half-logistic Lomax (HLL) (Anwar and Zahoor, 2018), Lomax-logarithmic (LL) (Al-Zahrani and Sagor, 2015), IL, and L distributions.

Fig. 6 displays the total time on test (TTT) plots for the three data sets, all of which suggest an increasing HRF. Fig. 7 illustrates the HRF curves of the FExILL distribution, derived from parameter estimates based on each data set. These curves align with the TTT plots, reinforcing the suitability of the FExILL model for modeling the given data. The ML estimates of the parameters for competing models, along with their standard errors (SEs), have been summarized in Tables 11-13 for the respective data sets. Tables 14-16 present various goodness-of-fit statistics, which indicate that the FExILL distribution outperforms other generalized LL extensions. Additionally, Figs. 8-10 offer visual comparisons through the PDF, CDF, SF, and probability-probability (PP) plots for the FExILL model across the three data sets.

The TTT plots for March precipitation (left panel), aircraft Windshield (middle panel), and failure data (right panel) datasets.
Fig. 6.
The TTT plots for March precipitation (left panel), aircraft Windshield (middle panel), and failure data (right panel) datasets.
The HRF plots for March precipitation (left panel), aircraft windshield (middle panel), and failure data (right panel) datasets.
Fig. 7.
The HRF plots for March precipitation (left panel), aircraft windshield (middle panel), and failure data (right panel) datasets.
Table 11. Findings from the fitted distributions for March precipitation in Minneapolis data.
Distribution Estimates
FExILL 0.7115 3.7391 0.98840
(θ^,ν^,ω^ ) (0.6932) (2.9820) (0.5338)
McL 0.2057 2126.4913 3.6745 4189.6837 0.7739
(α^,β^,a^, η^,c^) (1.2955) (699.0721) (3.3386) (2511.2968) (0.7779)
FTLL 0.2629 300.5891 1.8769 539.4416 211.6519
(α^,β^,λ^, a^,b^) (0.0390) (733.5824) (3.7565) (1.6050) (1.1310)
KwL 20384.1998 19606.5576 3.2733 1.1630
(α^,β^,a^, b^) (17579.6230) (416.3407) (1.5226) (1.3339)
OLxLL 100.5575 0.0134 252.7611 1.8215
(α^,β^,a^, b^) (492.8470) (0.0176) (597.2891) (0.2445)
BXL 0.4360 0.3465 1.7601
(λ^,θ^,b^) (0.2566) (0.5791) (1.4309)
EL 3.4611 111771.4000 95773.0800
(α^,a^,b^) (1.4596) (31650.9339) (203.8890)
TLIL 23.4040 0.4911 0.6124
(α^,β^,λ^) (158.9021) (1.0350) (3.3012)
APL 345.7780 14.6080 9.3450
(α^,β^,λ^) (1034.7376) (39.9857) (29.8543)
LL 99.6899 0.0186 157.2634
(α^,β^,θ^) (179.3670) (0.0349) (388.7139)
HLL 50.0190 0.0177
(α^,β^) (59.7709) (0.0215)
IL 99.9383 0.0115
(α^,β^) 127.9619 0.0147
Table 12. Findings from the fitted distributions for service times of aircraft Windshield data.
Distribution Estimates
FExILL 7.2308 0.9230 4.3278
(θ^,ν^,ω^ ) (4.8337) (0.2774) (2.6869)
McL 60.7028 2124.7607 1.1949 4190.0342 3.6917
(α^,β^,a^,η^,c^) 98.3339 1261.8036 0.1986 14196.1415 1.7280
FTLL 0.1730 680.5261 2.1775 540.4306 211.2330
(α^,β^,λ^, a^,b^) (0.0166) (546.2034) (0.5490) (0.3889) (0.4654)
KwL 22.6234 14237.6126 1.6302 9369.8568
(α^,β^,a^, b^) (27.3999) (315.4126) (0.1696) (16250.0355)
OLxLL 100.5463 0.0463 252.7687 1.6350
(α^,β^,a^, b^) (258.9727) (0.1371) (626.7750) (0.1700)
BXL 4.1821 17.0536 0.5524
(λ^,θ^,b^) (8.9978) (41.1722) (0.1142)
EL 1.8799 80355.8600 117294.1000
(α^,a^,b^) (0.3282) (10398.6948) (301.4956)
TLIL 2.1170 1.7020 1.0760
(α^,β^,λ^) (2.6872) (0.9751) (1.2497)
APL 28.6909 73464.2579 83713.5546
(α^,β^,λ^) (24.0481) (9567.6909) (360.7489)
LL 118.8279 0.0165 1407.2760
(α^,β^,θ^) (152.2697) (0.0225) (4847.9887)
HLL 50.0227 0.0140
(α^,β^) (36.8370) (0.0104)
IL 2.5508 0.5561
(α^,β^) (0.8685) (0.2449)
Table 13. Findings from the fitted distributions for turbochargers failure data.
Distribution Estimates
FExILL 1847.4002 0.6941 1004.8514
(θ^,ν^,ω^ ) (1830.0906) (0.1425) (1031.0275)
McL 0.9662 0.0381 306.9175 1861.4810 1499.2050
(α^,β^,a^,η^,c^) (0.2329) (0.0218) (270.3906) (2100.9540) (1876.3835)
FTLL 0.5603 8118.0001 0.0095 20030.0000 47910.0000
(α^,β^,λ^, a^,b^) (0.0646) (12470.4000) (0.0144) (466.1780) (571.2512)
KwL 17.8118 3724.7000 3.9112 661740.0000
(α^,β^,a^, b^) (8.5202) (70.4684) (0.5459) (16997.1148)
OLxLL 46.0418 0.0134 55.6426 3.8993
(α^,β^,a^, b^) (83.0662) (0.0144) (34.6146) (0.5228)
BXL 1629.2851 14474.7365 1.5509
(λ^,θ^,b^) (118.6123) (680.9998) (0.3105)
EL 9.5150 63830.5500 141890.2000
(α^, a^,b^) (3.0448) (8768.9267) (457.2670)
TLIL 143.6227 0.8259 0.5594
(α^,β^,λ^) (1055.5074) (1.7767) (3.1302)
APL 209519.5300 34656.4600 72362.8100
(α^,β^,λ^) (16782.2372) (2249.7287) (410.4981)
LL 88.1158 0.0068 180.8977
(α^,β^,θ^) (106.1205) (0.0083) (137.7786)
HLL 52.0862 0.0047
(α^,β^) 20.8767 0.0018
IL 99.9046 0.0533
(α^,β^) (180.7576) (0.0970)
Table 14. Adequacy measures for March precipitation in Minneapolis data.
Distribution AIC CAIC BIC HQIC W* A* L KS P-value
FExILL 82.1121 83.0352 86.3157 83.4570 0.0143 0.1038 38.0561 0.0625 0.999802
McL 86.1305 88.6305 93.1365 88.3718 0.0144 0.1042 38.0653 0.0630 0.999769
FTLL 86.6644 89.1644 93.6704 88.9057 0.0149 0.1149 38.3322 0.0700 0.998534
KwL 84.1872 85.7872 89.7920 85.9802 0.0146 0.1053 38.0936 0.0626 0.999796
OLxLL 85.2365 86.8365 90.8413 87.0295 0.0214 0.1655 38.6182 0.0676 0.999162
BXL 82.1436 83.0667 86.3472 83.4884 0.0144 0.1044 38.0718 0.0630 0.999770
EL 82.1885 83.1116 86.3921 83.5333 0.0152 0.1083 38.0943 0.0655 0.999514
TLIL 86.9053 87.8284 91.1089 88.2501 0.0760 0.4709 40.4526 0.1155 0.818597
APL 82.9157 83.8388 87.1193 84.2605 0.0161 0.1195 38.4578 0.0647 0.999620
LL 88.2237 89.1467 92.4272 89.5684 0.0479 0.3299 41.1118 0.1424 0.576697
HLL 89.4877 89.9322 92.2901 90.3842 0.0151 0.1177 42.7439 0.1923 0.217236
IL 96.6912 97.1357 99.4936 97.5877 0.0830 0.5140 46.3456 0.2548 0.040664
Table 15. Adequacy measures for service times of aircraft windshield data.
Distribution AIC CAIC BIC HQIC W* A* L KS P-value
FExILL 202.2569 202.6637 208.6863 204.7856 0.0363 0.2452 98.1284 0.0668 0.923824
McL 206.6628 207.7154 217.3785 210.8773 0.0491 0.3139 98.3314 0.0772 0.819058
FTLL 209.1741 210.2267 219.8897 213.3886 0.0851 0.5047 99.5870 0.1072 0.433855
KwL 208.6722 209.3618 217.2447 212.0438 0.1048 0.6353 100.3361 0.1090 0.412801
OLxLL 208.7831 209.4727 217.3556 212.1547 0.1061 0.6433 100.3915 0.1092 0.410991
BXL 202.4959 202.9027 208.9253 205.0246 0.0459 0.2988 98.2480 0.0721 0.874986
EL 213.0992 213.5060 219.5286 215.6279 0.2032 1.2300 103.5496 0.1417 0.144358
TLIL 231.7116 232.1183 238.1410 234.2403 0.4372 2.5912 112.8558 0.1431 0.137078
APL 206.7111 207.1179 213.1406 209.2399 0.0975 0.5930 100.3556 0.1056 0.452207
LL 204.0118 204.4186 210.4412 206.5405 0.0484 0.3169 99.0059 0.0980 0.547289
HLL 212.6155 212.8155 216.9018 214.3013 0.1270 0.7726 104.3077 0.1653 0.056617
IL 248.8840 249.0840 253.1703 250.5698 0.6180 3.5629 122.4420 0.2305 0.001996
Table 16. Adequacy measures for turbochargers failure data.
Distribution AIC CAIC BIC HQIC W* A* L KS P-value
FExILL 166.2765 166.9432 171.3431 168.1084 0.0330 0.2435 80.1383 0.0909 0.895863
McL 177.2589 179.0236 185.7033 180.3121 0.1135 0.8176 83.6294 0.1344 0.465702
FTLL 188.5174 190.2821 196.9618 191.5706 0.2439 1.5821 89.2587 0.1552 0.290415
KwL 173.1086 174.2515 179.8642 175.5512 0.0790 0.5866 82.5543 0.1083 0.736169
OLxLL 173.2599 174.4027 180.0154 175.7025 0.0799 0.5924 82.6299 0.1076 0.743881
BXL 170.9086 171.5753 175.9753 172.7405 0.0797 0.5908 82.4543 0.1111 0.706889
EL 186.2860 186.9526 191.3526 188.1179 0.2758 1.7601 90.1430 0.1542 0.297515
TLIL 206.8750 207.5417 211.9416 208.7069 0.5100 2.9947 100.4375 0.2813 0.003569
APL 183.9854 184.6521 189.0520 185.8173 0.2340 1.5269 88.9927 0.1518 0.315644
LL 204.2716 204.9383 209.3383 206.1036 0.0990 0.7181 99.1358 0.3473 0.000129
HLL 218.6917 219.0160 222.0695 219.9130 0.1785 1.2049 107.3459 0.3438 0.000156
IL 233.4837 233.8080 236.8614 234.7049 0.4394 2.6333 114.7418 0.4454 0.000000
The fitted PDF, CDF, SF, and PP plots of the FEXILL distribution for March precipitation data in Minneapolis.
Fig. 8.
The fitted PDF, CDF, SF, and PP plots of the FEXILL distribution for March precipitation data in Minneapolis.
The fitted PDF, CDF, SF, and PP plots of the FEXILL distribution for service times of aircraft windshield data.
Fig. 9.
The fitted PDF, CDF, SF, and PP plots of the FEXILL distribution for service times of aircraft windshield data.
The fitted PDF, CDF, SF, and PP plots of the FEXILL distribution for turbochargers failure data.
Fig. 10.
The fitted PDF, CDF, SF, and PP plots of the FEXILL distribution for turbochargers failure data.

In addition, Figs. 11-13 provide histogram-based visual comparisons between the FExILL distribution and several well-established lifetime models. For each dataset, the histogram is overlaid with the fitted density curves of all competing distributions. These visualizations offer an intuitive and direct assessment of the relative goodness-of-fit, thereby complementing the numerical results.

Histograms of March precipitation in Minneapolis with the fitted densities of the FEXILL distribution and competing models.
Fig. 11.
Histograms of March precipitation in Minneapolis with the fitted densities of the FEXILL distribution and competing models.
Histograms of service times of aircraft windshield data with the fitted densities of the FEXILL distribution and competing models.
Fig. 12.
Histograms of service times of aircraft windshield data with the fitted densities of the FEXILL distribution and competing models.
Histograms of turbochargers failure data with the fitted densities of the FEXILL distribution and competing models.
Fig. 13.
Histograms of turbochargers failure data with the fitted densities of the FEXILL distribution and competing models.

8. Conclusions

This study introduced the FEx-G family, a broad class of probability distributions that generalizes several well-known models while retaining attractive statistical properties. Key theoretical results, including quantile function, moments, skewness, kurtosis, and characterizations via the HR function, were established to highlight its versatility. A notable submodel, the FEx inverse Lomax-Lomax (FExILL) distribution, was investigated in greater detail. Various estimation techniques were applied and evaluated through simulation studies under different parameter settings and sample sizes, showing consistent and reliable performance. Applications to multiple real data sets further confirmed that the FExILL distribution provides a superior fit over competing exponential-type models, underscoring its practical value for statisticians and applied researchers.

In addition to the above findings, this study opens several avenues for future research. First, the proposed FEx-G family and its special case (FExILL distribution) can be further extended to regression frameworks and survival analysis models, allowing the inclusion of covariates in practical settings. Second, Bayesian estimation approaches may be explored to complement the classical methods considered here, particularly for small sample scenarios or censored data. Third, further applications in fields such as reliability engineering, biomedical survival data, and financial risk modeling would provide deeper insights into the flexibility and practical relevance of the model. Finally, new subfamilies of the FEx-G distribution could be derived to handle more complex data structures, such as heavy-tailed or skewed data, which would significantly broaden its applicability.

CRediT authorship contribution statement

Jamal N. Al Abbasi: Writingoriginal draft, conceptualization, methodology, Writing, review & editing; Ibrahim Elbatal: Methodology, writingoriginal draft, data interpretation, Writing, review & editing; Ahmed Z. Afify: Writingoriginal draft, software, data interpretation, project administration, Writing, review & editing; Hisham A. Mahran: Writingoriginal draft, software, data interpretation, Writing, review & editing. All authors have read and agreed to the published version of the manuscript.

Declaration of competing interest

The authors declare that they have no competing financial interests or personal relationships that could have influenced the work presented in this paper.

Data availability

The datasets are mentioned in the paper.

Declaration of Generative AI and AI-assisted technologies in the writing process

The authors confirm that there was no use of Artificial Intelligence (AI)-Assisted Technology for assisting in the writing or editing of the manuscript and no images were manipulated using AI.

Funding

This work was supported and funded by the Deanship of Scientific Research at Imam Mohammad Ibn Saud Islamic University (IMSIU)(grant number IMSIU-DDRSP2502).

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