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The extended Weibull distribution with its properties, estimation and modeling skewed data
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Received: ,
Accepted: ,
This article was originally published by Elsevier and was migrated to Scientific Scholar after the change of Publisher.
Abstract
The present article introduces a new distribution called the odd log–logistic Lindley-Weibull (OLLLW) distribution that provides greater flexibility in modeling data in applied areas such as medicine and engineering. The OLLLW model provides left-skewed, symmetric, right-skewed, and reversed-J shaped densities. Its hazard function can be bathtub, unimodal, increasing or decreasing. The OLLLW density was expressed as a linear mixture of Weibull densities. Some distributional properties of the introduced model are derived. Its parameters are estimated using five classical estimators called, the maximum likelihood, Anderson–Darling, least-squares, Cramér-von Mises, and weighted least squares estimators. The performance of the proposed estimators is explored by detailed simulation results. The flexibility of the OLLLW distribution is studied by two real data sets from medicine and engineering sciences, showing that its capability to fit the data effectively than the Weibull, Fréchet Weibull, transmuted Weibull, gamma Weibull, transmuted exponentiated Weibull, and modified Weibull distributions.
Keywords
Anderson–Darling estimators
Cramér-von Mises estimation
Moments
odd log–logistic Lindley family
Simulation
Weibull distribution
60E05
62F10

1 Introduction
Recently, many researchers proposed different ways for generating new extended distributions to enhance and increase its capability to model diverse lifetime data which have a high degree of skewness and kurtosis. These extended distributions can provide more flexibility in modeling several data sets in practice. The exponential, generalized exponential, Weibull, and gamma distributions are adopted for modeling monotonic hazard rates over other models. However, these models are not reasonable for modeling non-monotone hazard rates such as the unimodal and bathtub-shaped hazard rates. The distributions that provide bathtub or/and upside-down bathtub failure rates are very useful in survival and reliability analysis (Kotz et al., 2000).
Several models were proposed to model real lifetime data such as the Weibull distribution as one of the most important distributions for this purpose. Further, the Weibull distribution is adopted to generate families of distributions such as the Weibull-G family Bourguignon et al. (2014), exponentiated Weibull-H family Cordeiro et al. (2017), extended odd Weibull-G family Alizadeh et al. (2018), Weibull Marshall-Olkin family Korkmaz et al. (2019), and new extended-X family by Zichuan et al. (2020), and new Weibull-X family by Ahmad et al. (2018), among others.
Recently many authors proposed several extended versions and generalizations of the Weibull distribution to increase its flexibility. For example, exponentiated-Weibull by Mudholkar and Srivastava (1993), extended-Weibull by Marshall and Olkin (1997), modified Weibull by Xie et al. (2002), beta-Weibull by Lee et al. (2007), Kumaraswamy-Weibull by Cordeiro et al. (2010), truncated-Weibull by Zhang and Xie (2011), new extended-Weibull by Peng et al. (2014), alpha logarithmic transformed-Weibull by Nassar et al. (2018) Nassar et al. (2018), Kumaraswamy complementary Weibull geometric by Afify et al. (2017), Weibull-Weibull by Abouelmagd et al. (2017), odd log–logistic exponentiated-Weibull by Afify et al. (2018), alpha power exponentiated-Weibull by Mead et al. (2019), odd Lomax-Weibull by Cordeiro et al. (2019), new extended Weibull by Elbatal et al. (2019), Marshall-Olkin power generalized Weibull by Afify et al. (2020), odd Dagum-Weibull by Afify et al. (2020), extended inverse Weibull by Alkarni et al. (2020), logarithmic transformed Weibull by Nassar et al. (2020), and arcsine exponentiated-Weibull distributions by He et al. (2020).
In this article, we propose a new extension of the Weibull distribution, referred to as the log–logistic Lindley-Weibull (OLLLW) distribution which contains the log–logistic Lindley-exponential and log–logistic Lindley-Rayleigh distributions as special cases. The OLLLW distribution can be considered as a suitable model for modeling skewed data encountered in different applied fields such as biomedical studies, public health, engineering, and survival and reliability analysis. The OLLLW density can be viewed as a mixture of Weibull densities. The OLLLW distribution exhibits monotone, increasing and decreasing, as well as non-monotone, unimodal and bathtub, hazard rates which makes it a superior to other lifetime distributions, which exhibit only increasing or/and decreasing, constant hazard rates. The OLLLW distribution outperforms many common lifetime distributions with respect to real data examples from medicine and engineering sciences.
Furthermore, we study how different classical estimators of the OLLLW parameters perform for several sample sizes and several parameter combinations. The studied classical estimation methods include the maximum likelihood estimators (MLE), least-squares estimators (LSE), Anderson Darling estimators (ADE), weighted least squares estimators (WLSE), and Cramér–von Mises estimators (CVME). The statistical literature contains comprehensive comparisons of different estimation methods for many distributions, such as the quasi xgamma-geometric Sen et al. (2019), Weibull Marshall-Olkin Lindley Afify et al. (2020), odd exponentiated half-logistic exponential Aldahlan and Afify (2020), alpha power exponentiated exponential Afify et al. (2020), generalized Ramos-Louzada Al-Mofleh et al. (2020), and logarithmic transformed Weibull Nassar et al. (2020) distributions.
The OLLLW model is constructed using the odd log–logistic Lindley-G (OLLLi-G) family (Alizadeh et al. Alizadeh et al. (2020)) which is defined by the following cumulative distribution function (CDF)
The corresponding probability density function (PDF) of (1) is
The paper is organized as follows. In Section 2, we introduce the OLLLW distribution. The properties of the OLLLW distribution are discussed Section 3. Section 4 presents five methods of estimation. In Section 5, detailed simulation results are presented to compare the performance of these estimation methods. In Section 6, the importance of the OLLLW distribution is discussed by two real data sets. Finally, some concluding remarks are given in Section 7.
2 The OLLLW distribution
The CDF of the OLLLW distribution follows, by inserting the CDF and survival function (SF) of the Weibull distribution in Eq. (1), for
and
) as
Some possible shapes of the PDF of the OLLLW distribution.
Some possible shapes of the HRF of the OLLLW distribution.
3 Mathematical Properties
3.1 Linear Representation
By using Eq. (10) introduced by Alizadeh et al. Alizadeh et al. (2020), we have then by using the binomial expansion , we have where and is the PDF of Weibull distribution with shape parameter and scale parameter .
3.2 Moments
The rth moments of the OLLLW distribution has the form Setting , and 4, respectively, we obtain the first four moments about the origin of the OLLLW distribution.
The nth central moment of X, say , follows as The cumulants ( ) of X can be obtained as the following
3.3 Incomplete Moments
The sth incomplete moment of Weibull distribution is where is lower incomplete gamma function.
The sth incomplete moments of the OLLLW distribution is The mean residual life of the OLLLW distribution is The mean inactivity time of the OLLLW distribution is
3.4 Generating Function
the moment generating function (MGF) of Weibull distribution is given by By expanding the first exponential and calculating the integral, we can write Consider the Wright generalized hyper geometric function which is defined by Hence, we can write the MGF as Hence, the MGF of the OLLLW model is given by Characteristic function of the OLLLW distribution can be determined from the last equation by setting .
3.5 Order Statistics
The PDF and CDF of the order statistic for the OLLLW distribution are where is beta function. where is a hyper geometric regularized function.
4 Methods of Estimation
In this section, we discuss the estimation of the OLLLW parameters by different estimators including the MLE, ADE, CVME, LSE and WLSE.
4.1 Maximum Likelihood Estimation
Let
be a random sample from the PDF (4), then the log-likelihood function reduces to
4.2 Ordinary Least-Squares and Weighted Least-Squares Estimators
Let be the order statistics of a random sample of size n from the OLLLW distribution. Hence, we have the OLSE of the OLLLW parameters by minimizing the following equation: The OLSE of the OLLLW parameters can also be obtained by solving the following nonlinear equations: where , and .
The WLSE of the OLLLW parameters can be calculated by minimizing the following equation: Furthermore, the WLSE of the OLLLW parameters follow by solving the following nonlinear equations:
4.3 Anderson–Darling Estimation
The ADE of the OLLLW parameters are obtained by minimizing the following equation: The ADE can also be calculated by solving the following nonlinear equations:
4.4 Cramér–von Mises Estimation
The CVME of OLLLW parameters are obtained by minimizing the following equation: or by solving the following nonlinear equations
5 Simulation Results
This section is devoted to exploring the behavior of the previous estimation methods for estimating the OLLLW parameters based on a detailed simulation study. Some different sample sizes, , are considered along with some different parametric values of and , where and . The simulations were repeated times, where the random samples are generated from the OLLLW distribution to determine the following measures such as, average estimates (AEs) with their associated mean square error (MSEs), average absolute biases (ABBs), and mean relative errors of the estimates (MREs) for all studied sample sizes and parameters combinations using the statistical R software©.
The ABBs, MSEs, and MREs are given by:
where
.the simulation results include the AEs, MSEs, ABBs and MREs for the OLLLW parameters were obtained for the five estimation methods and reported in Tables 1–4. It is noted that the estimates of the OLLLW parameters obtained using the five estimation methods are quite reliable and close to the true values of the parameters, showing small MSEs, ABBs and MREs in all parameter combinations. The five estimators, MLE, ADE, CVME, LSE and WLSE, show the consistency property, where the MSEs decrease as n increases for all considered parameter combinations. In summary, we can conclude that the MLE, ADE, CVME, LSE and WLSE approaches perform very good in estimating the parameters the OLLLW model.
n
Est.
Est. Par.
MLE
ADE
CVME
LSE
WLSE
20
AEs
0.37223
0.51074
0.55029
0.63779
0.97212
0.65793
0.54499
0.57692
0.53378
0.57701
0.52270
0.56383
0.54524
0.52665
0.53563
0.71352
0.62252
0.62519
0.57207
0.83341
ABBs
0.21138
0.23141
0.35266
0.33645
0.76128
0.18493
0.11925
0.17748
0.16140
0.21868
0.11798
0.13697
0.19243
0.18946
0.20673
0.27923
0.24677
0.33873
0.31430
0.63312
MSEs
0.06868
0.08729
0.13617
0.13933
0.91268
0.06639
0.03076
0.05331
0.04326
0.10101
0.03056
0.04216
0.06004
0.05726
0.10237
0.12409
0.10255
0.14956
0.12441
0.67105
MREs
0.42276
0.46282
0.64531
0.67290
1.52256
0.36986
0.23850
0.35496
0.32281
0.43736
0.23596
0.27395
0.38486
0.37893
0.41345
0.55847
0.49354
0.65374
0.62175
1.30622
30
AEs
0.38296
0.49641
0.53979
0.60426
0.88481
0.61424
0.54051
0.56506
0.53475
0.57499
0.52219
0.54683
0.53903
0.52592
0.50547
0.70172
0.62755
0.65368
0.60927
0.86915
ABBs
0.18335
0.20960
0.31309
0.33148
0.70540
0.13172
0.09440
0.15693
0.14589
0.18752
0.08564
0.09803
0.16262
0.15973
0.14469
0.24935
0.22346
0.32364
0.29692
0.60557
MSEs
0.05706
0.07850
0.12006
0.13496
0.81529
0.04125
0.02244
0.04219
0.03564
0.06127
0.01898
0.02582
0.04422
0.04220
0.04033
0.11310
0.09313
0.13341
0.11700
0.66178
MREs
0.36669
0.41920
0.62618
0.66296
1.41080
0.26343
0.18879
0.31387
0.29178
0.37503
0.17128
0.19607
0.32524
0.31945
0.28937
0.49869
0.44691
0.64727
0.59383
1.21114
50
AEs
0.39306
0.47858
0.53531
0.58913
0.77840
0.58001
0.53397
0.55464
0.53025
0.58495
0.51806
0.52813
0.52119
0.51285
0.49067
0.67093
0.60877
0.65169
0.61320
0.88552
ABBs
0.13175
0.14864
0.30883
0.32435
0.61053
0.09040
0.06684
0.12809
0.11680
0.17510
0.05425
0.06016
0.11940
0.11728
0.10472
0.19068
0.16782
0.29954
0.28470
0.58576
MSEs
0.03873
0.05339
0.11753
0.12927
0.65511
0.02578
0.01450
0.02843
0.02341
0.05181
0.00972
0.01217
0.02503
0.02380
0.01939
0.08718
0.07044
0.12238
0.11163
0.64481
MREs
0.26351
0.29727
0.61767
0.64871
1.22106
0.18079
0.13367
0.25617
0.23359
0.35020
0.10850
0.12032
0.23880
0.23455
0.20943
0.38135
0.33564
0.59908
0.56940
1.17151
100
AEs
0.43693
0.47596
0.53570
0.57791
0.65754
0.53636
0.51950
0.55015
0.53402
0.56879
0.50769
0.50803
0.49923
0.49549
0.48535
0.59155
0.55544
0.62674
0.59622
0.76327
ABBs
0.06698
0.06741
0.29317
0.30538
0.45102
0.03795
0.02797
0.10406
0.09751
0.13486
0.01845
0.01885
0.07748
0.07719
0.07010
0.09765
0.08068
0.26707
0.25408
0.42273
MSEs
0.01846
0.02070
0.10874
0.11822
0.40129
0.00777
0.00488
0.01892
0.01666
0.03201
0.00206
0.00239
0.01055
0.01024
0.00777
0.04373
0.03293
0.10275
0.09403
0.37701
MREs
0.13395
0.13483
0.58634
0.61075
0.90205
0.07591
0.05593
0.20813
0.19502
0.26972
0.03689
0.03770
0.15496
0.15439
0.14019
0.19529
0.16136
0.53414
0.50816
0.84545
200
AEs
0.48270
0.48961
0.53164
0.55683
0.57714
0.50990
0.50641
0.54171
0.53223
0.55620
0.50063
0.50052
0.49494
0.49322
0.48836
0.52459
0.51536
0.60689
0.58806
0.69250
ABBs
0.01730
0.01583
0.27122
0.27779
0.35175
0.00990
0.00704
0.09254
0.08849
0.10685
0.00308
0.00297
0.05785
0.05760
0.05027
0.02478
0.01823
0.22915
0.22056
0.31578
MSEs
0.00487
0.00429
0.09690
0.10238
0.26557
0.00188
0.00109
0.01325
0.01201
0.01897
0.00023
0.00025
0.00538
0.00530
0.00398
0.01056
0.00703
0.07859
0.07338
0.21204
MREs
0.03459
0.03166
0.54245
0.55558
0.70351
0.01980
0.01409
0.18507
0.17697
0.21371
0.00617
0.00593
0.11570
0.11520
0.10053
0.04957
0.03646
0.45830
0.44111
0.63155
400
AEs
0.49937
0.49939
0.53569
0.55121
0.49936
0.50044
0.50036
0.52805
0.52258
0.54322
0.49993
0.49995
0.49392
0.49310
0.49304
0.50100
0.50095
0.57092
0.55951
0.62871
ABBs
0.00063
0.00061
0.23134
0.23418
0.23527
0.00044
0.00036
0.07262
0.07058
0.07707
0.00007
0.00005
0.04078
0.04081
0.03632
0.00100
0.00095
0.18371
0.17947
0.21208
MSEs
0.00020
0.00018
0.07736
0.07994
0.11972
0.00010
0.00007
0.00806
0.00759
0.01010
0.00000
0.00000
0.00271
0.00271
0.00209
0.00050
0.00046
0.05470
0.05205
0.09328
MREs
0.00125
0.00121
0.46268
0.46836
0.47055
0.00088
0.00072
0.14525
0.14117
0.15415
0.00014
0.00010
0.08156
0.08161
0.07264
0.00200
0.00191
0.36742
0.35894
0.42417
n
Est.
Est. Par.
MLE
ADE
CVME
LSE
WLSE
20
AEs
0.60662
0.58062
0.60480
0.59165
0.60372
0.38281
0.33324
0.36076
0.33855
0.32811
2.12735
2.30821
2.25169
2.23353
2.26736
1.94566
1.84618
1.88502
1.83063
1.81747
ABBs
0.35295
0.37936
0.37244
0.38723
0.40001
0.14585
0.10963
0.13446
0.12526
0.11310
0.72387
0.66685
0.71679
0.74239
0.69585
0.46381
0.41852
0.42103
0.39541
0.42251
MSEs
0.14965
0.16473
0.16006
0.17014
0.17800
0.03855
0.02427
0.03388
0.02976
0.02490
0.68675
0.58697
0.66203
0.71097
0.63339
0.22836
0.19951
0.20122
0.18486
0.19945
MREs
0.70590
0.75871
0.74488
0.77446
0.80003
0.58338
0.43851
0.53783
0.50104
0.45240
0.28955
0.26674
0.28672
0.29696
0.27834
0.30920
0.27901
0.28069
0.26361
0.28168
30
AEs
0.57553
0.56142
0.56486
0.56092
0.58151
0.35775
0.31403
0.34303
0.32729
0.31773
2.18043
2.36659
2.29935
2.28934
2.31682
1.92034
1.81370
1.88002
1.83660
1.81784
ABBs
0.33721
0.37049
0.36164
0.37358
0.39361
0.12234
0.09084
0.11753
0.11128
0.09965
0.68138
0.60885
0.68481
0.69667
0.65656
0.45378
0.40992
0.41350
0.39233
0.42213
MSEs
0.13980
0.15835
0.15327
0.16062
0.17102
0.02688
0.01679
0.02647
0.02376
0.01940
0.59416
0.48601
0.59620
0.62019
0.54451
0.22160
0.19564
0.19844
0.18579
0.19915
MREs
0.67442
0.74098
0.72328
0.74717
0.78722
0.48937
0.36335
0.47010
0.44513
0.39859
0.27255
0.24354
0.27393
0.27867
0.26262
0.30252
0.27430
0.27567
0.26155
0.28142
50
AEs
0.53156
0.52859
0.54069
0.54574
0.54924
0.33227
0.30273
0.32414
0.31294
0.30297
2.25327
2.40549
2.33426
2.33746
2.39520
1.88757
1.81115
1.85212
1.81235
1.80534
ABBs
0.31748
0.35421
0.35998
0.36909
0.38035
0.09605
0.07845
0.09746
0.09285
0.08534
0.60962
0.57085
0.63606
0.63893
0.60944
0.43523
0.40767
0.39665
0.38037
0.41695
MSEs
0.12606
0.14828
0.15139
0.15980
0.16289
0.01798
0.01330
0.01927
0.01778
0.01473
0.48968
0.43010
0.51754
0.52650
0.47179
0.21048
0.19181
0.18834
0.17739
0.19864
MREs
0.63497
0.70841
0.71968
0.73925
0.76070
0.38418
0.31381
0.38983
0.37138
0.34135
0.24385
0.22834
0.25442
0.25557
0.24378
0.29015
0.27178
0.26443
0.25358
0.27695
100
AEs
0.49688
0.54568
0.55172
0.56469
0.55990
0.30508
0.28811
0.31615
0.30864
0.29570
2.33352
2.41247
2.31595
2.32343
2.37830
1.83147
1.74308
1.81700
1.78208
1.76966
ABBs
0.28503
0.34351
0.35830
0.36792
0.37706
0.06935
0.05944
0.08804
0.08482
0.07109
0.49696
0.48371
0.60743
0.60602
0.54822
0.40362
0.35723
0.38196
0.36595
0.39950
MSEs
0.10827
0.14425
0.14930
0.15604
0.16140
0.00991
0.00786
0.01568
0.01461
0.01052
0.34879
0.32328
0.47267
0.47191
0.38506
0.19202
0.16256
0.17874
0.16881
0.18310
MREs
0.57006
0.68702
0.71659
0.73584
0.75412
0.27741
0.23775
0.35215
0.33928
0.28435
0.19878
0.19348
0.24297
0.24241
0.21929
0.26908
0.23816
0.25464
0.24397
0.26633
200
AEs
0.46952
0.53347
0.54130
0.55761
0.55846
0.28388
0.27314
0.30165
0.29681
0.28224
2.40986
2.45782
2.34591
2.35310
2.41006
1.77638
1.69180
1.78321
1.75370
1.72396
ABBs
0.24461
0.29458
0.33986
0.34714
0.35044
0.04812
0.04446
0.07290
0.07104
0.05665
0.37204
0.38208
0.54866
0.54642
0.46543
0.36257
0.32611
0.36465
0.35395
0.38061
MSEs
0.08926
0.12005
0.13808
0.14292
0.14542
0.00493
0.00418
0.01053
0.00998
0.00610
0.21224
0.21573
0.38326
0.38029
0.27856
0.17022
0.14664
0.16702
0.16069
0.17139
MREs
0.48922
0.58916
0.67972
0.69428
0.70087
0.19249
0.17784
0.29159
0.28417
0.22659
0.14881
0.15283
0.21946
0.21857
0.18617
0.24171
0.21740
0.24310
0.23597
0.25374
400
AEs
0.44691
0.53808
0.55211
0.56510
0.56397
0.27323
0.26307
0.28519
0.28221
0.27214
2.44607
2.48730
2.39294
2.39861
2.43828
1.74363
1.63971
1.71920
1.69882
1.68089
ABBs
0.20993
0.26812
0.32984
0.33697
0.33900
0.03557
0.03223
0.05731
0.05616
0.04545
0.26300
0.28064
0.45825
0.45652
0.37903
0.32595
0.28731
0.34307
0.33580
0.36802
MSEs
0.07275
0.10981
0.13339
0.13833
0.13961
0.00276
0.00233
0.00633
0.00602
0.00369
0.12468
0.13408
0.27307
0.27087
0.19427
0.15112
0.12645
0.15352
0.14879
0.15984
MREs
0.41986
0.53623
0.65968
0.67394
0.67801
0.14226
0.12892
0.22925
0.22464
0.18180
0.10520
0.11226
0.18330
0.18261
0.15161
0.21730
0.19154
0.22872
0.22387
0.24535
n
Est.
Est. Par.
MLE
ADE
CVME
LSE
WLSE
20
AEs
3.57711
3.49269
3.51955
3.49103
3.50103
0.87859
0.80235
0.82525
0.78589
0.78077
1.46297
1.53845
1.55203
1.49161
1.52253
3.03006
2.74771
2.81906
2.66580
2.65335
ABBs
0.49528
0.47334
0.46764
0.46305
0.47471
0.19829
0.18195
0.19001
0.18907
0.18176
0.34083
0.35374
0.35820
0.36926
0.35542
0.71318
0.59115
0.60660
0.54899
0.57486
MSEs
0.25322
0.23250
0.22843
0.22574
0.23349
0.04570
0.03996
0.04255
0.04237
0.04020
0.14741
0.15747
0.16112
0.17123
0.16068
0.82908
0.57485
0.63813
0.50113
0.52679
MREs
0.14579
0.13524
0.13361
0.13230
0.13563
0.26439
0.24261
0.25335
0.25209
0.24235
0.22722
0.23583
0.23880
0.24617
0.23695
0.28527
0.23646
0.24264
0.21960
0.22995
30
AEs
3.54434
3.48021
3.48944
3.47791
3.48086
0.86189
0.78799
0.80407
0.77495
0.77411
1.46098
1.55211
1.56165
1.51426
1.54771
2.98947
2.70341
2.74405
2.63074
2.64750
ABBs
0.47709
0.46473
0.46416
0.46200
0.47037
0.19286
0.17555
0.18317
0.18465
0.17937
0.31610
0.33989
0.34155
0.34946
0.34809
0.68274
0.55341
0.53421
0.52160
0.55095
MSEs
0.23450
0.22657
0.22679
0.22499
0.23008
0.04354
0.03776
0.04047
0.04050
0.03890
0.12995
0.14295
0.14620
0.15263
0.14961
0.78596
0.49393
0.47391
0.42686
0.48991
MREs
0.13631
0.13278
0.13262
0.13200
0.13182
0.25715
0.23407
0.24422
0.24620
0.23916
0.21074
0.22659
0.22770
0.23297
0.23206
0.27310
0.22136
0.21368
0.20864
0.22038
50
AEs
3.48420
3.44891
3.46880
3.46706
3.42226
0.84124
0.77383
0.79097
0.76563
0.76170
1.46864
1.56256
1.55456
1.53940
1.57001
2.93522
2.66253
2.70476
2.60559
2.62870
ABBs
0.45557
0.46138
0.45818
0.45881
0.46743
0.18050
0.16962
0.17687
0.17914
0.17381
0.30481
0.33234
0.33565
0.33981
0.33697
0.65419
0.52981
0.52216
0.51142
0.53310
MSEs
0.22124
0.22465
0.22254
0.22223
0.22787
0.03932
0.03575
0.03798
0.03814
0.03644
0.12040
0.13672
0.13851
0.14234
0.13880
0.68648
0.44853
0.44195
0.40228
0.44850
MREs
0.13016
0.13182
0.13091
0.13109
0.13355
0.24067
0.22616
0.23583
0.23885
0.23175
0.20320
0.22156
0.22377
0.22654
0.22465
0.26168
0.21193
0.20887
0.20457
0.21324
100
AEs
3.46434
3.49114
3.49617
3.48573
3.48138
0.82486
0.77743
0.79404
0.76735
0.77365
1.46594
1.53252
1.52438
1.53865
1.53659
2.86677
2.63901
2.69151
2.59591
2.63248
ABBs
0.43473
0.45539
0.45718
0.44898
0.46036
0.16379
0.15676
0.17323
0.17625
0.16600
0.28156
0.29216
0.31753
0.32566
0.30546
0.61248
0.49417
0.52033
0.50297
0.52196
MSEs
0.20712
0.22107
0.22125
0.21641
0.22330
0.03389
0.03136
0.03530
0.03653
0.03393
0.10289
0.11068
0.12231
0.12846
0.11785
0.59312
0.38493
0.43046
0.37688
0.41540
MREs
0.12421
0.13011
0.13059
0.12828
0.13153
0.21839
0.20902
0.22931
0.23499
0.22134
0.18770
0.19477
0.21169
0.21711
0.20364
0.24499
0.19767
0.19155
0.20119
0.20878
200
AEs
3.45888
3.48395
3.49535
3.49008
3.48466
0.80864
0.77811
0.79329
0.76738
0.77812
1.46850
1.51662
1.50986
1.53413
1.51692
2.81096
2.66719
2.70223
2.60960
2.66916
ABBs
0.43699
0.44175
0.45634
0.44513
0.43977
0.13988
0.14369
0.17044
0.16312
0.15119
0.24322
0.26079
0.30074
0.29726
0.27266
0.56029
0.51587
0.49363
0.49213
0.51789
MSEs
0.20775
0.21188
0.22060
0.21323
0.21102
0.02645
0.02719
0.03494
0.03257
0.02912
0.07918
0.09152
0.11117
0.11094
0.09674
0.49958
0.41744
0.42426
0.35570
0.40321
MREs
0.12485
0.12621
0.13038
0.12718
0.12565
0.18651
0.19158
0.22725
0.21750
0.20159
0.16215
0.17386
0.20049
0.19817
0.18177
0.22412
0.20635
0.17369
0.19485
0.20016
400
AEs
3.40977
3.49330
3.49301
3.49528
3.49212
0.79701
0.77285
0.78897
0.77691
0.77740
1.47092
1.50701
1.50078
1.50993
1.50195
2.79809
2.64219
2.69488
2.65183
2.66125
ABBs
0.40179
0.43012
0.43453
0.43481
0.41370
0.11238
0.11757
0.15228
0.14799
0.12648
0.18542
0.21003
0.25919
0.25921
0.22225
0.51760
0.46092
0.44598
0.46982
0.48987
MSEs
0.18786
0.20605
0.20719
0.20673
0.20246
0.01912
0.02001
0.02972
0.02824
0.02232
0.05192
0.06431
0.08804
0.08823
0.06930
0.45702
0.34780
0.41094
0.31580
0.37366
MREs
0.11480
0.12289
0.12415
0.12423
0.10677
0.14984
0.15676
0.20304
0.19732
0.16864
0.12361
0.14002
0.17279
0.17281
0.14817
0.20704
0.18437
0.13065
0.16590
0.19595
n
Est.
Est. Par.
MLE
ADE
CVME
LSE
WLSE
20
AEs
1.67118
1.62893
1.62859
1.60130
1.63080
1.82043
1.67441
1.73593
1.65012
1.62134
1.52594
1.60519
1.60013
1.57086
1.59288
2.25130
2.21103
2.24074
2.20566
2.15454
ABBs
0.34568
0.38125
0.37960
0.40829
0.40482
0.26676
0.29186
0.27827
0.31683
0.32190
0.33449
0.36924
0.37299
0.39652
0.38300
0.65242
0.72251
0.82364
0.67691
0.75381
MSEs
0.14759
0.17231
0.17315
0.19398
0.18986
0.09753
0.11846
0.10261
0.14092
0.14742
0.14325
0.16749
0.17093
0.18795
0.17735
0.52459
0.63664
0.55614
0.60349
0.69667
MREs
0.25698
0.25417
0.25307
0.27219
0.26988
0.16823
0.16678
0.15901
0.18105
0.18394
0.22299
0.24616
0.24866
0.26435
0.25533
0.26097
0.28900
0.46243
0.27076
0.40152
30
AEs
1.65463
1.60902
1.59409
1.58006
1.60762
1.78781
1.65221
1.70467
1.64036
1.62231
1.52835
1.61895
1.61149
1.59412
1.61250
2.26799
2.24242
2.29199
2.25364
2.21051
ABBs
0.33568
0.36597
0.36502
0.39227
0.38737
0.25254
0.28739
0.27746
0.30743
0.31532
0.30434
0.35184
0.35367
0.36822
0.36484
0.64430
0.70017
0.79064
0.66879
0.72541
MSEs
0.14009
0.16141
0.16207
0.18007
0.17463
0.92364
0.11598
0.10118
0.12767
0.13510
0.12293
0.15173
0.10036
0.16554
0.16126
0.51302
0.62742
0.42523
0.57262
0.64078
MREs
0.22378
0.24398
0.24335
0.26151
0.25825
0.14431
0.16799
0.15855
0.17568
0.18018
0.20290
0.23456
0.23578
0.24548
0.24322
0.25772
0.28007
0.40243
0.26752
0.38103
50
AEs
1.62621
1.59909
1.58694
1.58518
1.59894
1.75500
1.62817
1.67240
1.62225
1.60466
1.53790
1.62917
1.61117
1.60751
1.63321
2.30873
2.24960
2.29271
2.25148
2.23593
ABBs
0.30329
0.35146
0.35242
0.37364
0.36282
0.25093
0.27385
0.27740
0.30245
0.31140
0.29121
0.33748
0.33737
0.34812
0.34765
0.63464
0.69767
0.73956
0.57649
0.71817
MSEs
0.12187
0.14992
0.15420
0.16805
0.15756
0.08031
0.11681
0.10319
0.12454
0.13453
0.11209
0.14306
0.14268
0.14960
0.14875
0.50510
0.61742
0.40692
0.49496
0.63704
MREs
0.20220
0.23431
0.23495
0.24910
0.24188
0.14339
0.16792
0.15851
0.17283
0.17795
0.19414
0.22499
0.22491
0.23208
0.23177
0.25386
0.27907
0.31684
0.22085
0.32048
1000
AEs
1.62533
1.62120
1.60816
1.60981
1.62067
1.72280
1.62042
1.66680
1.63662
1.61695
1.53573
1.60259
1.58090
1.58071
1.59907
2.28846
2.19379
2.24384
2.21033
2.19756
ABBs
0.28104
0.33260
0.35141
0.36136
0.34624
0.24402
0.26905
0.26891
0.27948
0.28079
0.25451
0.28001
0.30678
0.31008
0.29089
0.63003
0.69036
0.67410
0.48158
0.70870
MSEs
0.10848
0.13800
0.15023
0.15738
0.14602
0.08089
0.09765
0.09421
0.10306
0.10611
0.08943
0.10746
0.12028
0.12272
0.11257
0.50036
0.56328
0.37692
0.42096
0.62923
MREs
0.18736
0.22173
0.23428
0.24091
0.23083
0.13944
0.15374
0.15366
0.15971
0.16045
0.16967
0.18667
0.20452
0.20672
0.19393
0.25201
0.27640
0.27003
0.20369
0.29148
200
AEs
1.60913
1.62931
1.62010
1.62919
1.63196
1.70545
1.62023
1.65700
1.63292
1.62038
1.53803
1.59251
1.57324
1.57737
1.58788
2.32143
2.19953
2.22888
2.19192
2.19187
ABBs
0.24243
0.29461
0.32201
0.33374
0.29560
0.23393
0.26805
0.27119
0.28070
0.27109
0.21064
0.24598
0.27912
0.28214
0.24841
0.60607
0.68798
0.66633
0.38991
0.69639
MSEs
0.08837
0.11739
0.13175
0.13881
0.11748
0.07736
0.09021
0.09760
0.10567
0.10316
0.06563
0.08716
0.10323
0.10493
0.08812
0.49680
0.48637
0.24796
0.31065
0.62571
MREs
0.16162
0.19640
0.21468
0.22249
0.19707
0.13368
0.15317
0.15197
0.16040
0.15491
0.14043
0.16399
0.18608
0.18809
0.16561
0.24243
0.27519
0.19834
0.17805
0.27856
400
AEs
1.59730
1.62742
1.63220
1.64094
1.62687
1.70274
1.62619
1.64474
1.62583
1.63480
1.53346
1.57671
1.56757
1.57309
1.56914
2.35961
2.21556
2.21076
2.17330
2.22312
ABBs
0.20670
0.26024
0.28932
0.29651
0.25943
0.22484
0.24451
0.26355
0.26985
0.24459
0.16497
0.19331
0.23095
0.23350
0.19642
0.59316
0.67554
0.66595
0.20991
0.67097
MSEs
0.07103
0.09835
0.11517
0.11900
0.09698
0.07321
0.08733
0.09532
0.10047
0.08798
0.04444
0.05948
0.07736
0.07861
0.06022
0.48572
0.45036
0.20396
0.16903
0.58889
MREs
0.13780
0.17349
0.19288
0.19767
0.17296
0.12848
0.13972
0.15060
0.15420
0.13977
0.10998
0.12887
0.15397
0.15567
0.13095
0.23726
0.27022
0.10356
0.13895
0.26839
6 Real Data Applications
In this section, we analyze two real data sets to show the flexibility of the proposed OLLLW model. The first data were previously studied by Lee and Wang (2003) and represent the remission times (in months) of 128 bladder cancer patients. The data were studied by Abouelmagd et al. (2018). The second data contain 40 times to failure of turbocharger of one type of engine. The two data sets are listed below.
Remission times of bladder cancer patients data.
0.08
2.09
13.29
0.40
2.26
3.57
5.06
7.09
9.22
13.80
25.74
0.50
3.48
4.87
23.63
0.20
2.23
6.94
8.66
13.11
3.52
4.98
6.97
9.02
3.88
5.32
7.39
10.34
14.83
34.26
0.90
2.69
4.18
5.34
7.59
10.66
2.46
3.64
5.09
7.26
9.47
14.24
25.82
0.51
2.54
3.70
5.17
7.28
15.96
36.66
1.05
2.69
4.23
5.41
7.62
10.75
16.62
43.01
1.19
2.75
9.74
14.76
26.31
0.81
2.62
3.82
5.32
7.32
10.06
14.77
32.15
2.64
11.79
18.10
1.46
4.40
5.85
8.26
11.98
19.13
1.76
3.25
4.50
6.25
79.05
1.35
2.87
5.62
7.87
11.64
17.36
1.40
3.02
4.34
5.71
7.93
4.26
5.41
7.63
17.12
46.12
1.26
2.83
4.33
5.49
7.66
11.25
17.14
21.73
2.07
3.36
6.93
8.37
12.02
2.02
12.07
20.28
2.02
3.36
6.76
12.03
3.31
4.51
6.54
8.53
8.65
12.63
22.69
Time to failure of turbocharger of one type of engine data.
1.6
2.0
2.6
3.0
8.0
8.1
8.3
8.4
6.7
6.5
6.0
6.3
4.5
3.9
3.5
5.0
5.1
7.1
5.8
3.9
4.8
4.6
5.4
5.3
5.6
8.4
8.5
7.3
7.9
6.1
7.8
6.5
7.0
8.8
7.7
6.0
7.3
7.7
8.7
9
We compare the OLLLW models with some competitive models including Weibull (W), Frechet Weibull (FW) Teamah et al. (2020), transmuted Weibull (TW) Aryal and Tsokos (2011), gamma Weibull (GW) Provost et al. (2011), transmutted exponetiated Weibull (TExW) Saboor et al. (2015), modified Weibull (MW) Saboor et al. (2019) distributions, using some discrimination criteria namely, Akaike information (AKI), Anderson Darling (ANDA), consistent Akaike information (CAKI), Cramér–von Mises (CRVMI) and Kolmogorov–Smirnov (KOSM) with its p-Value.
Table 5 lists the estimated parameters by the maximum likelihood for both data sets and the standard errors of these estimates for all studied models. the values of the AKI, CAKI, ANDA, CRVMI, KOSM and p-Value for the fitted models are shown in Table 6. The figures in this table illustrate the superiority of the OLLLW model over other distributions for the two the analyzed sets of data. The plots of fitted PDF, CDF and SF, and probability-probability (PP) plot for the OLLLW distribution are displayed in Figs. 3 and 4. These plots support the results in Table 6 that the new model presents close fit for both data sets.
Model
Estimated Parameters (SEs) for cancer data
OLLLW
W
FW
TW
GW
TExW
MW
Model
Estimated Parameters (SEs) for failure time data
OLLLW
W
FW
TW
GW
TExW
MW
Model
AKI
CAKI
ANDA
CRVMI
KOSM
p-Value
Cancer Data
OLLLW
826.841
827.166
0.0945263
0.0145323
0.0312801
0.999627
W
832.174
832.27
0.957709
0.153703
0.0700169
0.556965
FW
896.002
896.327
6.11825
0.978722
0.140799
0.0125018
TW
829.917
830.11
0.560038
0.0879162
0.0587652
0.76866
GW
827.708
827.902
0.299079
0.0450846
0.0468432
0.941492
TExW
831.917
832.242
0.560038
0.0879163
0.0587652
0.76866
MW
834.174
834.367
0.957709
0.153703
0.0700169
0.556965
Failure Time Data
OLLLW
163.937
165.0799
0.1101666
0.01690258
0.06358482
0.9969685
W
168.951
169.275
0.658411
0.0814692
0.107703
0.742309
FW
211.184
212.326
3.52662
0.623063
0.243817
0.0172041
TW
170.373
171.039
0.587896
0.0691302
0.102282
0.796815
GW
170.951
171.618
0.658411
0.0814692
0.107703
0.742309
TExW
167.253
168.395
0.227123
0.0339386
0.0693949
0.990554
MW
167.961
168.628
0.311013
0.0434882
0.0898908
0.903026
The fitted PDF, CDF, SF and PP plots of the OLLLW model for cancer data.
The fitted PDF, CDF, SF and PP plots of the OLLLW model for failure time data.
7 Concluding Remarks
This paper proposed a more flexible extension of the Weibull model called the odd log–logistic Lindley-Weibull (OLLLW) distribution to improve the fitting of the Weibull distribution. The OLLLW density can be expressed as a linear mixture of Weibull densities. The hazard function of the OLLEW provides all important failure rate shapes including bathtub, decreasing, unimodel, increasing, J shaped or reversed-J shaped. Some basic properties are calculated. The parameters of the OLLLW distribution are estimated using some classical estimators including the maximum likelihood, least-squares, Cramér-von Mises, Anderson–Darling and weighted least squares estimators. The simulation results illustrated that the five estimation methods are performing very well for estimating the parameters of the OLLLW model. The importance and flexibility of the OLLLW distribution are studied using two real data sets from medicine and engineering fields. The OLLLW model provides better fit to the analyzed data as compared with other competing models.
Acknowledgments
The author would like to thank the Editorial Board and the reviewers for their valuable suggestions, which improved the current version of the paper.
Declaration of Competing Interest
The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
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