Reliability Engineering and System Safety 102 (2012) 5–15

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Reliability Engineering and System Safety

journal homepage: www.elsevier.com/locate/ress

The Beta Generalized Weibull distribution: Properties and applications

Neetu Singla n, Kanchan Jain, Suresh Kumar Sharma
Department of Statistics, Panjab University, Chandigarh 160014, India

a r t i c l e i n f o abstract

Article history: A five-parameter distribution called Beta Generalized Weibull (BGW) distribution is introduced. Beta
Received 28 June 2011 Generalized Exponential (BGE), Beta Weibull (BW), Generalized or Exponentiated Weibull (GW or EW),
Received in revised form Generalized Rayleigh (GR), Beta Exponential (BE), Generalized Exponential (GE), Weibull, Rayleigh and
9 February 2012
Exponential are its sub models. The cumulative distribution function (cdf) and the probability density
Accepted 12 February 2012
Available online 25 February 2012
function (pdf) have been expressed as mixtures of the Generalized Weibull cdfs and pdfs. The kth order
moment has been derived. The non-linear equations for deriving the maximum likelihood estimators
Keywords: and the elements of the observed information matrix are presented. The distribution is found to be
Weibull superior to the existing sub models on being fitted to two real data sets.
Beta Weibull distribution
& 2012 Elsevier Ltd. All rights reserved.
Generalized Weibull distribution
Maximum likelihood estimation (MLE)
Information matrix

1. Introduction review of some of the generalizations or modifications of Weibull

For complex electronic and mechanical systems, the failure
rate often exhibits non-monotonic (bathtub or upside-down
bathtub (unimodal) shaped) failure rates (Lai and Xie [1]).
Distributions with such failure rates have attracted a considerable
attention of researchers in reliability engineering. In software
reliability, bathtub shaped failure rate is encountered in firmware,
an embedded software in hardware devices. Firmware plays an
important role in functioning of hard drives of large computers,
spacecraft and high performance aircraft control systems,
advanced weapon systems, safety critical control systems used
for monitoring the industrial process in chemical and nuclear
plants (Zhang et al. [2]). The upside down bathtub shaped failure
rate is used in data of motor bus failures (Mudholkar et al. [3]), for
optimal burn-in decisions (Block and Savits [4], Chang [5]) and for
ageing properties in reliability (Gupta and Gupta [6], Jiang et al. [7]).
Weibull distribution introduced by Weibull [8] is a popular
distribution for modeling phenomenon with monotonic failure
rates. But this distribution does not provide a good fit to data sets
with bathtub shaped or upside-down bathtub shaped (unimodal)
failure rates, often encountered in reliability, engineering and
biological studies. Hence a number of new distributions modeling
the data in a better way have been constructed in literature as
ramifications of Weibull distribution. Pham and Lai [9] present a
n
Corresponding author. Tel.: þ91 9888931886.
E-mail addresses: neetu.singla12@gmail.com (N. Singla),
jaink14@gmail.com (K. Jain), ssharma643@yahoo.co.in (S. Kumar Sharma).
distribution.
Xie and Lai [10] introduced the additive Weibull model
obtained by adding two Weibull survival functions. They showed
that the failure rate function of the proposed model is expressible
as the sum of two Weibull failure rate functions. They demon-
strated the graphical estimation technique based on conventional
Weibull plot technique. This model is applicable in case of bathtub
shaped failure rate function. Xie et al. [11] studied a generalization
of the Weibull distribution, the modified Weibull extension, for
modeling the systems with a bathtub shaped failure rate function.
They explored the distributional properties and found the max-
imum likelihood estimates of the parameters. They used two
lifetime data sets for illustrating the applications of new model.
Beta Exponential (BE) distribution, generated from the logit of a
Beta random variable, was introduced by Nadarajah and Kotz [12].
They provided mathematical properties of BE model and also
derived expressions for the mgf, first four moments, variance,
skewness and kurtosis. They provided estimates of the parameters
using the methods of moments and maximum likelihood estimate
and gave expressions for the Fisher Information matrix. Bebbing-
ton et al. [13] proposed a new distribution called the new flexible
Weibull distribution. They characterized its failure rate function
and considered parametric estimation. They found the new dis-
tribution to be quite flexible for modeling IFR, IFRA and modified
bathtub (MBT). Jiang et al. [7] studied the ageing properties of
unimodal failure rate models. Jiang and Murthy [14] studied three
different models, each involving two parameter Weibull distribu-
tions, to analyze the failure data and discussed parameter estima-
tion. Bucar et al. [15] proved that the reliability of an arbitrary
system can be approximated well by a finite Weibull mixture with

0951-8320/$ - see front matter & 2012 Elsevier Ltd. All rights reserved.
doi:10.1016/j.ress.2012.02.003
6 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15

positive component weights. They estimated the unknown para- proposed distribution provides a better fit than all its sub models.
meters and the weights of the Weibull mixture. Calculation of AICs Hence, the new distribution is expected to provide a more general
was done for comparing the fitted models to the empirical ones. and flexible framework having wider applications in reliability
Some other variants of Weibull distribution are Generalized or engineering and survival studies.
Exponentiated Weibull (GW or EW) (Mudholkar et al. [16,17]), The paper is organized as follows. In Section 2, the proposed BGW
the modified Weibull (MW) distribution (Lai et al. [18], Nadrajah distribution is introduced. In Section 3, we derive some alternative
and Kotz [19]), the Beta Weibull (BW) distribution (Lee et al. [20]) forms of the cdf and the pdf of the BGW distribution. It is shown that
and the Generalized Modified Weibull (GMW) distribution the BGW pdf can be expressed as an infinite (or finite) weighted
(Carrasco et al. [21]). linear combination of the pdfs of the GW random variables. The pdf of
Beta Generalized (Beta G), introduced by Singh et al. [22] is a order statistics is also derived. Section 4 derives the moments through
rich class of generalized distributions. This class has captured a the definition as well as Laplace transformation. In Section 5, the non-
considerable attention over the last few years. linear equations for deriving the maximum likelihood estimators and
Sepanshi and Kang [23] applied the Beta G distribution to the elements of the observed information matrix are presented. The
model the size distribution of income. This distribution has been importance of the proposed distribution is further emphasized in
studied in literature for various forms of G. The distributions Section 6 by fitting it to two real data sets. It is observed that the
that have been explored are the Beta Normal (BN) (Eugene et al. BGW provides a better fit than BGE, BW, GW, BE, GE and Weibull
[24]), the Beta Gumbel (BGu) distribution (Nadarajah and distributions. Concluding remarks are presented in Section 7. Some
Kotz [25]), the Beta Fréchet (BFr) distribution (Nadarajah and proofs and mathematical expressions are included in the appendix.
Gupta [26]), the Beta Exponential (BE) distribution (Nadarajah
and Kotz [12]), the Beta Weibull (BW) distribution (Famoye et al.
[27], Lee et al. [20] and Cordeiro et al. [28]). Souza et al. [29]
introduced the Beta Generalized Exponential (BGE) distribution 2. Beta Generalized Weibull distribution
and the Beta Modified Weibull (BMW) distribution was discussed
by Silva et al. [30]. Beta Inverse Weibull (BInw) (Khan [31]), Beta In this section, we introduce the five-parameter Beta General-
Generalized Pareto (BGP) (Mahmoudi [32]) and Beta Dagum (BDa) ized Weibull (BGW) distribution by assuming G(x) to be the cdf of
(Domma and Contino [33]) are some new extensions of the Beta G the Generalized Weibull (GW) distribution.
class of distributions. The Generalized Weibull distribution with two shape para-
The cumulative distribution function (cdf) of the Beta G meters a, b 40 and a scale parameter l 40 was introduced by
distribution has the form Mudholkar et al. [16]. The cdf of the GW is given by
Z GðxÞ b
1 BGðxÞ ða,bÞ GGW ðxÞ ¼ ð1eðlxÞ Þa , x 4 0, a 4 0, b 4 0, l 4 0: ð3Þ
FðxÞ ¼ wa1 ð1wÞb1 dw ¼ ¼ IGðxÞ ða,bÞ,a,b4 0,
Bða,bÞ 0 Bða,bÞ
The pdf corresponding to (3) is
ð1Þ
b b b
g GW ðxÞ ¼ abl xb1 ð1eðlxÞ Þa1 eðlxÞ , x 4 0, a 40, b 4 0, l 40:
where G(x) is an arbitrary parent/baseline cdf of a random
variable; ð4Þ
Ry
By ða,bÞ ¼ 0 wa1 ð1wÞb1 dw is the incomplete beta function Using (3) in (1), the cdf of the BGW distribution can be written
with B(a,b) ¼B1(a,b) and Iy(a,b)¼(By(a,b)/B(a,b)) is the incomplete as
beta function ratio. Z b
ð1eðlxÞ Þa
The density corresponding to (1) is written as 1
FðxÞ ¼ wa1 ð1wÞb1 dw, x 40,a,b, a, b and l 4 0:
Bða,bÞ 0
1
f ðxÞ ¼ GðxÞa1 ð1GðxÞÞb1 gðxÞ, ð2Þ ð5Þ
Bða,bÞ
The pdf and the failure rate function of the new distribution
where g(x)¼(dG(x)/dx) is the probability density function (pdf) of
take the form
the parent/baseline distribution.
In this paper, we introduce a new five-parameter distribution ablb xb1  b
aa1 n   o
b a b1 b
f ðxÞ ¼ 1eðlxÞ 1 1eðlxÞ eðlxÞ , x 40
called Beta Generalized Weibull (BGW) distribution by taking G(x) Bða,bÞ
to be the cumulative distribution function of Generalized Weibull ð6Þ
(GW). The GW family was applied for analyzing bathtub failure
data for bus motor failure data, head and neck cancer clinical trial and
data (Mudholkar and Srivastava [3]) and flood data (Mudholkar ablb xb1  
b aa1
n   o
b a b1 b
hðxÞ ¼ 1eðlxÞ 1 1eðlxÞ eðlxÞ :
and Hutson [34]). The BGW distribution unifies many existing Bða,bÞI  b
a  ða,bÞ
1 1eðlxÞ
distributions as its sub models with applications in reliability
ð7Þ
engineering. These distributions are Beta Generalized Exponential
(BGE), Beta Weibull (BW), Generalized or Exponentiated Weibull If X is a random variable with pdf (6), we use the notation
(GW or EW), Generalized Rayleigh (GR) (Kundu and Rakab [35]), X BGW (a, b, l, a, b).
Beta Exponential (BE), Generalized Exponential (GE) (Gupta and Special cases:
Kundu [36]), Weibull, Rayleigh and Exponential distributions. The
addition of new parameters helps in controlling the skewness and 1. For b ¼1, we get the Beta Generalized Exponential (BGE (a, b, l,
the tail weight. This new distribution exhibits increasing, decreas- a)) distribution.
ing, bathtub and upside down bathtub shaped failure rate func- 2. If a¼b ¼1, then (6) reduces to the Generalized Weibull (GW)
tions for different parametric combinations. The motive behind distribution. If in addition b ¼2, we obtain Generalized Ray-
introducing this new distribution is its flexibility in modeling a leigh (GR) distribution.
wide spectrum of real data sets in reliability and biological 3. Beta Weibull (BW) distribution arises as a special case of BGW
sciences. Although other variants of Weibull or Beta G distribu- by taking a ¼1.
tions also possess various shapes of the failure rate function, it has 4. Applying a ¼b¼ b ¼1, we can obtain Generalized Exponential
been observed through two data sets and simulations that the (GE) distribution.
 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15 7

5. With a ¼ b ¼1 in (6), Beta Exponential distribution can be If V follows Beta distribution with parameters a and b, then
obtained.
6. For a¼ b¼ a ¼1, we obtain the Weibull distribution with 1=b
flogð1V 1=a Þg
parameters l and b. If in addition b ¼2, the BGW distribution X ¼ G1 ðVÞ ¼
l
becomes Rayleigh distribution.

follows BGW distribution with parameters a, b, l, a and b.

The above special cases are also depicted in pictorial form in Fig. 1. This follows easily from the result of Jones [37] which states
The following result helps in simulating observations from the that if Y follows Beta distribution with parameters a and b, then
BGW distribution. X¼G  1(Y) follows Beta Generalized distribution given by (1).

=1  =1
BGW

a = b =1
BW
BGE
=1 GW

 =1 a = b =1  =1 a = b =1

 =1 = 2

BE GE  =1 BE W
W GR
a = b =1  =1 =2  =1 a = b =1  =1

E R
E

Fig. 1. Sub models of BGW.

Fig. 2. Plot for comparison of exact and empirical cdf of BGW to simulated random numbers.

Fig. 3. Plots for BGW densities for simulated data sets: (a) a ¼8, b¼ .5, a ¼ .5, l ¼1, b ¼ 1 and (b) a ¼.5, b¼ .5, a ¼ 1.5, l ¼ .5, b ¼ 4.5.
8 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15

Fig. 4. Plots of BGW density for some values of the parameters.

Fig. 5. Plots of failure rate of BGW for some specific values of the parameters.

For checking the correctness of the procedure for simulating a data The mathematical relation given below will be used in
set from BGW distribution, we plot, the exact and the empirical cdf of Theorem 1 and Section 4.
BGW in Fig. 2 using a pseudo random sample of size 1000. The !
histograms for two generated data sets and the exact BGW density X
1
ð1Þj GðbÞ
ð1zÞb1 ¼ zj ð8Þ
plots are displayed in Fig. 3. These plots show that the simulated GðbjÞGðj þ 1Þ
j¼0
values are consistent with the BGW distribution. For some values of
the parameters, the plots of the density and the failure rate function
are shown in Figs. 4 and 5 respectively. It is depicted by Fig. 5 that the when b is a positive real non-integer and 9z9o1.
failure rate function of the BGW distribution can take monotonic, The following theorem shows that the cdf (pdf) of the BGW
bathtub and upside-down bathtub shapes for different parametric can be expressed as an infinite (finite for integer b) weighted sum
combinations. of the cdfs (pdfs) of the GW distribution. Alternative expressions
for the pdf and cdf are given. The density function of the ith order
statistic is also presented.
3. Some results for the cumulative distribution and density
function
Theorem 1. Let Gl, b, aða þ jÞ ðxÞ and g l, b, aða þ jÞ ðxÞ be the cdf and pdf of
For any device/equipment, the interest might be in determin- the GW distribution with scale parameter l and shape parameters
ing the survival probabilities which can be obtained directly or b and aða þjÞ and
through the cdf. The probability of failure of a device within an ð1Þj Gða þ bÞ
interval of infinitesimal length dx is given by f(x)dx. Hence, we oj ¼ be the simple weights:
GðaÞGðbjÞGðj þ 1Þða þ jÞ
present various representations of the cdf, the survival function
and the pdf which can be helpful in numerical applications. Then
 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15 9

2 0 !k 13
(A) For real and non-integer b40, Z
aGðbÞ 4 X
1
@ ð1Þ
j 1
ðyÞ1=b
¼ ð1e y d y
Þ e dyA5
X
1 Bða,bÞ j¼0
GðbjÞj! 0 l
(i) FðxÞ ¼ ðoj Gl, b, aða þ jÞ ðxÞÞ,
j¼0
where d ¼ a(aþj) 1.
Using binomial expansion and writing
X
1
dðd1Þ. . .ðdi þ 1Þ
(ii) f ðxÞ ¼ ðoj g l, b, aða þ jÞ ðxÞÞ, ai ¼ ð1Þi , ð9Þ
j¼0
i!
" Z ! #
aGðbÞ X
1
ð1Þj 1 k X
1
EðX k Þ ¼ k
ðyÞb 1 þ ai eyi ey dy
! Bða,bÞl j¼0
GðbjÞj! 0 i¼1
ablb xb1 b X
1
ð1Þj GðbÞ " !#
(iii) f ðxÞ ¼ eðlxÞ Gl, b,aa1 ðxÞ Gl, b, aj ðxÞ : X
1 j Z 1 X
1 Z 1
Bða,bÞ GðbjÞj!ða þ jÞ aGðbÞ ð1Þ k=b y
j¼0 ¼ k
ðyÞ e dy þ ai ðyÞk=b eyði þ 1Þ dy
Bða,bÞl j¼0
GðbjÞj! 0 i¼1 0

"  X !#
(B) For general a and b and aGðbÞ X
1
ð1Þj k 1
Gððk=bÞþ 1Þ
P1 i ¼ G þ1 þ ai
2 F 1 ða, b, g; xÞ ¼ i ¼ 0 ðððaÞi ðbÞi =ðyÞi i!Þx Þ, the hypergeometric k
Bða,bÞl j¼0
GðbjÞj! b i¼1 ði þ1Þðk=bÞ þ 1
function (Gradshteyn and Ryzhik [38])  X " !#
aGðbÞ k 1
ð1Þj X1

a ¼ G þ1 1þ ai ði þ 1Þððk=bÞ þ 1Þ : ð10Þ
1 ðGðxÞÞ Bða,bÞl
k b j¼0
GðbjÞj! i¼1
(i) FðxÞ ¼ 2 F 1 ða,1b,a þ 1; GðxÞÞ,
Bða,bÞ a
Eq. (10) gives the general expression for the kth moment of
BGW distribution.
(ii) The survival function
If a is a positive integer, then the last expression in the
parentheses is
1 ð1GðxÞÞb
FðxÞ ¼ 2 F 1 ðb,1a,b þ1,1GðxÞÞ:
a1 
X
Bða,bÞ b dðd1Þ. . .ðdiþ 1Þ
1þ ð1Þi ði þ1Þððk=bÞ þ 1Þ
i¼1
i!

(C) For a random sample of size n, the density function of ith a1  d
X
order statistic X(i) is given by ¼ ð1Þi ði þ1Þððk=bÞ þ 1Þ :
i¼0
i
b b
1 abl xb1 eðlxÞ
f i:n ðxÞ ¼ G ðxÞ Substituting in (10), this gives
Bði,niþ 1Þ ðBða,bÞÞn ai1 bni l, b,aa1
"  #
a1
ð1Gl, b, a ðxÞÞbð1 þ niÞ1 :Gl, b, aaði1Þ ðxÞ  f2 F 1 ða,1b,a þ1; aGðbÞGððk=bÞ þ 1Þ X
1
ð1Þj X d
EðX k Þ ¼ k
ð1Þi ði þ 1Þððk=bÞ þ 1Þ :
ni Bða,bÞl GðbjÞj! i ¼ 0 i
Gl, b, a ðxÞÞgi1 f2 F 1 ðb,1a,b þ 1; 1Gl, b, a ðxÞÞg j¼0

where ðaÞi ¼ aða þ 1Þ. . .ða þ i1Þ denotes the ascending factorial. Special cases:
The representations given in (A) are important as they help in
deriving some mathematical properties of the BGW distribution  For a¼b ¼1,
directly from the corresponding properties of the GW distribu- a1
 
aGððk=bÞ þ 1Þ X a1
tion. The theorem also shows that the cdf F(x), the survival EðX k Þ ¼ k
ð1Þi ði þ1Þððk=bÞ þ 1Þ ,
l i
function FðxÞ and the density function of ith order statistic can i¼0

be expressed in terms of the well known hypergeometric

which gives the kth order moment of the Generalized Weibull
function.
distribution given by Mudholkar et al. [3,16].
k
Remark 1. In Theorem 1, the sum stops at b–1 when b is an For a¼b ¼ a ¼1, EðX k Þ ¼ ðGððk=bÞ þ1Þ=l Þ is the kth order
integer. moment of the Weibull distribution.
If b is a positive non-integer and a ¼1, then
!
4. Moments of the BGW distribution GðbÞGððk=bÞ þ1Þ X1
ð1Þj
EðX k Þ ¼ k
Bða,bÞl j¼0
GðbjÞj!
In this section, we derive the expression for kth order moment
of BGW. The moments of different orders will help in determining gives the kth moment of the Beta Weibull distribution.
the expected life time of a device and also the dispersion, Cordeiro et al. [28] found the moments of the Beta Weibull
skewness and kurtosis in a given set of observations arising in when a is a positive non-integer.
reliability applications. The general expression for the kth moment of BGW can also be
The definition of the kth moment of the BGW distribution found using the Laplace transformation technique as discussed
helps us in writing below.
Z 1 The Laplace transform of the BGW is
ablb xb1 b b b1
EðX k Þ ¼ xk ð1eðlxÞ Þaa1 f1ð1eðlxÞ Þa g
Bða,bÞ Z
0 1
ablb xb1  b
aa1 n   o
b a b1 b
ðlxÞb LðsÞ ¼ exs 1eðlxÞ 1 1eðlxÞ eðlxÞ dx:
e dx, k Z1: 0 Bða,bÞ
b b
Using Eq. (8) and letting y¼(lx) , Letting v ¼ eðlxÞ and using Eq. (8), we get
2 0 !k 13 !
Z 1 Z
k aGðbÞ 4 X1
@ ð1Þj ðyÞ1=b y aa þ aj1 y aGðbÞ X
1
ð1Þj 1
sððlogvÞ1=b =lÞ aa þ aj1
EðX Þ ¼ ð1e Þ e dyA5 LðsÞ ¼ e ð1vÞ dv ,
Bða,bÞ j ¼ 0 GðbjÞj! 0 l Bða,bÞ j ¼ 0 GðbjÞj! 0
10 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15

b b
Interchanging the summation and integration and using bino- ðb1Það1eðlxÞ Þa1 eðlxÞ ðlxÞb logðlxÞ
mial theorem, 
1ð1eðlxÞ Þa
b

"
aGðbÞ X 1
ð1Þj X 1
ðsÞr ð1Þr=b ðlxÞb logðlxÞ:
LðsÞ ¼
Bða,bÞ j ¼ 0 GðbjÞj! r ¼ 0 lr r!
Z 1 ! !# The expected value of the unit score vector vanishes leading to
X1
 1þ ai vi ðlog vÞr=b dv , the following equations:
0 i¼1 h b
i cðaÞcða þ bÞ
E logð1eðlxÞ Þ ¼
where ai is defined in (9). a
R1 P r=b h n oi
Writing I ¼ 0 ð1 þ 1 i
i ¼ 1 ai v Þðlog vÞ dv and substituting b
y E log 1ð1eðlxÞ Þa ¼ cðbÞcða þ bÞ;
e ¼ v, we get
Z 1 1  Z 1 " #
X b b
ð1eðlxÞ Þa logð1eðlxÞ Þ aðcðaÞcða þbÞÞþ 1
I¼ ðyÞr=b ey dy þ ai ðyÞr=b eyði þ 1Þ dy E ¼ :
1ð1eðlxÞ Þa aðb1Þ
b
0 i¼1 0
(  X !)
1
r Gððr=bÞ þ1Þ
¼ ð1Þr=b G þ1 þ ai For a random sample x ¼(x1,y,xn) of size n, the total log-
i¼1 ði þ 1Þðr=bÞ þ 1
b
likelihood is written as
 ( X1
)
r=b r ððr=bÞ þ 1Þ X
n
¼ ð1Þ G þ1 1þ ai ði þ1Þ ðiÞ
b i¼1
ln ¼ ln ða,b, l, a, bÞ ¼ l ,
i¼1
Hence, (i)
( where l denotes the log-likelihood for the ith observation
1

aGðbÞ X
1
ð1Þj X ðsÞr r (i¼ 1,y, n).
LðsÞ ¼ G þ 1 P
Bða,bÞ j ¼ 0 GðbjÞj! r ¼ 0 lr r! b The total score function is U n ¼ ni¼ 1 U ðiÞ where U(i) is the
!# score vector for the ith observation. The MLE h^ of y can be
X
1
 1þ ai ði þ 1Þððr=bÞ þ 1Þ g: obtained numerically from the non-linear equations Un ¼ 0.
i¼1 For interval estimation and testing of hypotheses for the
This gives parameters in y, the 5  5 information matrix is obtained as
  2 3
d LðsÞ K a,a K a,b K a, l K a, a K a, b
k
k k aGðbÞ k
EðX Þ ¼ ð1Þ  ¼ G þ 1 6K
dsk  Bða,bÞl
k b 6 a,b K b,b K b, l K b, a K b, b 7
7
" s¼0
!# 6 7
X ð1Þ
1 j X1 K ¼ KðyÞ ¼ 6 K
6 a, l
K b, l K l, l K l, a K l, b 7:
7
 1þ ai ði þ 1Þððk=bÞ þ 1Þ , 6 K a, a
4 K b, a K l, a K a, a K a, b 7
5
j¼0
GðbjÞj! i¼1
K a, b K b, b K l, b K a, b K b, b
which is same as (10).
Hence, the moments can be determined using any one of the
The expressions for the elements of K are given in the
two approaches.
appendix. The total information matrix is Kn ¼Kn(y)¼nK(y).
Under certain regularity conditions which include that the true
5. Estimation and inference parameter values must lie in the interior of the parametric space,

In this section, we derive the non-linear equations for finding Table 1

Mean estimates and Root mean squared errors based on Monte Carlo simulation
the maximum likelihood estimates (MLEs) of the parameters. It is
study.
assumed that X follows BGW (a, b, l, a, b) and h ¼(a, b, l, a, b)T
denotes the parameter vector. The log likelihood for a single n Parameter Mean RMSE
observation x of X can be written as
50 a^ 7.9999 .000250
l ¼ lða,b, l, a, bÞ b^ .5020 .00672
¼ log a þ log b þ b log l þ ðb1Þlog xlog Bða,bÞ þ ðaa1Þlogð1 l^ 1.0018 .00859
ðlxÞb ðlxÞb a b a^ .4996 .00384
e Þ þ ðb1Þlog½1ð1e Þ ðlxÞ , x 4 0:
b^ 1.5480 .08640
Let c(.) denote the digamma function, the logarithmic deriva- a^ 7.9998 .000010
tive of the gamma function. Then the components of the unit b^ .5013 .003490
score vector U¼((@l/@a),(@l/@b),(@l/@l),(@l/@a),(@l/@b))T are given by 100 1.0012 .003681
l^
@l b a^ .4997 .001691
¼ cðaÞ þ cða þ bÞ þ alogð1eðlxÞ Þ, 1.5342 .05969
@a b^
@l n b
o a^ 7.9999 .000045
¼ cðbÞ þ cða þ bÞ þ log 1ð1eðlxÞ Þa , .5005 .001338
@b b^
b b b
@l b ðaa1ÞeðlxÞ bðlxÞb1 x ðb1Þabð1eðlxÞ Þa1 eðlxÞ ðlxÞb1 x 200 l^ 1.0005 .001418
¼ þ b
 b a
@l l ð1e ðl xÞ Þ 1ð1e ðl xÞ Þ a^ .4998 .000702
b^ 1.5229 .03927
bðlxÞb1 x, a^ 7.9999 .000032
b b
@l 1 b ðb1Þð1eðlxÞ Þa logð1eðlxÞ Þ b^ .5003 .001134
¼ þ a logð1eðlxÞ Þ ,
@a a 1ð1eðlxÞ Þa
b
300 l^ 1.0003 .001180
b
@l 1 ðaa1ÞeðlxÞ ðlxÞb logðlxÞ a^ .4999 .00050
¼ þ log l þlog x þ b b^ 1.5186 .03394
@b b ð1eðlxÞ Þ
 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15 11

Fig. 6. TTT plot to time-to-failure of turbocharger of one type of engine data set.

Table 2
Estimates of the parameters for some models fitted to given data set and the values of the AIC, BIC and AICc.

Model MLEs AIC BIC AICc

a b l a b

BGW .011 70.46 .115 22.021 10.28 165.561 174.005 167.325

BGE .171 91.54 .224 32.27 1 170.307 177.062 171.449
BW .907 .380 .177 1 4.282 172.258 179.014 173.401
GW 1 1 .481 11.93 1.010 186.859 191.926 187.526
BE 7.701 17.47 .059 1 1 180.929 185.995 181.595
GE 1 1 .449 9.514 1 184.285 187.663 184.609

Fig. 7. Estimated densities of the BGW, BGE, BW, GW, BE and GE distributions for a real data set.

the asymptotic distribution of with significance level g for each parameter yi is given by
 qffiffiffiffiffiffiffiffiffiffi qffiffiffiffiffiffiffiffiffiffi
pffiffiffi ^
nðhhÞis N5 ð0,KðhÞ1 Þ: y^ i zg=2 kyi , yi , y^ i þzg=2 kyi , yi ,
y ,y
This provides a basis for the construction of tests of hypoth- where k i i is the ith diagonal element of Kn(h)  1 for i¼1, 2, 3, 4,
eses and confidence regions. An asymptotic confidence interval 5 and zg/2 is the upper g/2 point of standard normal distribution.
12 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15

To select the best model among a range of models, the criteria statistic. This statistic can be written as
used are Akaike Information Criterion (AIC), Bayesian Information 
likelihood under null hypothesis
Criterion (BIC) and the second order Akaike information criterion D ¼ 2 ln :
likelihood under alternative hypothesis
(AICc). For k as the number of free parameters in the model and
sample size n, these are defined as Under H0, D follows approximately Chi-square distribution with d
degrees of freedom, where d is the dimension of vector y1 of interest.
AIC ¼ 2k2 lnðlikelihoodÞ;
We apply the likelihood ratio test to a real data set in the next
BIC ¼ k ln n2 lnðlikelihoodÞ; section.

2kðk þ 1Þ
AICc ¼ AIC þ :
nk1
The likelihood can be increased by adding parameters, but
doing so may result in overfitting. The BIC resolves this problem
by introducing a penalty term for the number of parameters in
the model. AICc, the second order information criterion, takes into
account the sample size by increasing the relative penalty for
model complexity with small data sets.
The best model is the one with least values of AIC, BIC and
AICc. In case of small sample size or large no. of parameters, AICc
is preferred over AIC.
For partitioned h ¼ ðhT1 , hT2 ÞT , testing for
ð0Þ
H0. h1 ¼ hð0Þ
1 versus H1 h1 a h1
can be carried out using one of the three well known
asymptotically equivalent test statistics-namely, the likelihood
ratio (LR), Rao score (SR) and Wald (W) statistics. For testing the
validity of some sub models of the BGW distribution for fitting to
some available data, the maximum values of the restricted and
unrestricted likelihoods are used for construction of the LR
6. Simulations and applications
For validating the theoretical results reported in Section 5, we
carry out simulations by generating n observations from BGW
distribution with parametric values a¼8, b¼ .5, l ¼1, a ¼.5 and
b ¼1.5. The estimated values of the parameters are found using
the BFGS quasi-newton method in R package. The considered
sample sizes are n ¼50, 100, 200 and 300 and 10000 is the
number of repetitions. The estimates for different sample sizes
are reported in Table 1. The values in Table 1 substantiate the
theoretical results reported in Section 5. It is observed that for
n¼300, the estimated parameters are quite close to the assumed
parametric values.
We demonstrate the superiority of the new distribution over
its sub models using two real data sets arising in reliability
engineering.
Data set 1: This data set gives the time-to-failure (103 h) of
turbocharger of one type of engine given in Xu et al. [39]. The data

Table 4
Estimates of the parameters for some models fitted to Aarset data set and the
Table 3 values of the AIC, BIC and AICc.
Values of LR statistic and p-values for comparison of models.
Model MLEs AIC BIC AICc
Models Value of LR Statistics p-value
a b l a b
BGE versus BGW 6.745 .0093
BW versus BGW 8.697 .0031 BGW .587 .315 .016 .136 5.64 450.673 460.233 452.037
GW versus BGW 25.298 .0000 BGE .221 .043 .418 3.41 1 481.542 489.190 482.430
BE versus BGW 19.368 .0000 BW .124 .313 .015 1 5.63 455.886 463.535 456.776
GE versus BGW 24.724 .0000 GW 1 1 .013 .088 5.63 481.268 487.004 481.789

Fig. 8. TTT plot to time-to-failure of components of Aarset data.

 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15 13

set is: Acknowledgment

1:6, 2:0, 2:6, 3:0, 3:5, 3:9, 4:5, 4:6, 4:8, 5:0, 5:1, 5:3,
The authors are grateful to the anonymous referees for their
5:4, 5:6, 5:8, 6:0, 6:0, 6:1, 6:3, 6:5, 6:5,
valuable suggestions that helped in improving the paper to a great
6:7, 7:0, 7:1, 7:3, 7:3, 7:3, 7:7, 7:7, 7:8, 7:9, 8:0, extent. The first author is also thankful to University Grants Commis-
8:1, 8:3, 8:4, 8:4, 8:5, 8:7, 8:8, 9:0: sion, Government of India, for providing financial support for
this work.
As displayed in Fig. 6, the TTT plot for the above data has
concave shape implying that this data set possesses an increasing
failure rate. Appendix A
The superiority of BGW is established using AIC, BIC and the
AICc, LR statistic and plots of the histogram and the estimated
Proof of Theorem 1.
densities. Table 2 displays the values of the MLEs of the para-
meters and the values of the AIC, BIC and AICc for six fitted
(A) (i) Using (8) in (5), the cdf of the BGW distribution is
models. It is seen that the values of AIC, BIC and AICc for the BGW
model are the lowest. Hence our model can be labeled as the Z ð1eðlxÞb Þa
1
best model. FðxÞ ¼ wa1 ð1wÞb1 dw
Bða,bÞ 0 !
The histogram of the data set and the plots of the estimated Z ð1eðlxÞb Þa
GðbÞ X 1
ð1Þj a þ j1
densities of all six distributions are shown in Fig. 7. This figure ¼ w dw
Bða,bÞ j ¼ 0 GðbjÞGðj þ 1Þ 0
also depicts that the BGW distribution produces a better fit than b
!
all its sub models. Gða þ bÞ X 1
ð1Þj ð1eðlxÞ Þaða þ jÞ
¼ :
The values of the LR statistic for testing the goodness of fit of GðaÞ j ¼ 0 GðbjÞGðj þ 1Þ ða þ jÞ
BGW in comparison with its sub models BGE, BW, GW, BE and GE
are given in Table 3. For example, to test BGE versus BGW, the P
hypotheses are Hence FðxÞ ¼ 1 j ¼ 0 ðoj Gl, b, aða þ jÞ Þ:

H0: h1 : b ¼ 1 versus H1: y1:b a1 and for testing GW versus (ii) The result follows from A (i).
BGW, the hypotheses are (iii)
H0: y1:(a,b)¼1 versus H1: H0 is not true. ablb xb1 b b b b1
f ðxÞ ¼ eðlxÞ ð1eðlxÞ Þaa1 f1ð1eðlxÞ Þa g
The values in Table 3 indicate that the null hypothesis will be Bða,bÞ !
rejected in all the cases. This helps in concluding that the ablb xb1 ðlxÞb X1
ð1Þj GðbÞ
¼ e Gl, b,aa1 ðxÞ Gl, b, aj ðxÞ :
proposed distribution fits the data set more closely as compared Bða,bÞ j¼0
GðbjÞj!ðaþ jÞ
to some of its sub models.
Data set 2: We consider another data set from Aarset [40], on
lifetimes of 50 components. The data set is: (B) (i) For general a and b, using in (1), the relation
Z GðxÞ
ðGðxÞÞa
0:10,0:20,1,1,1,1,1,2,3,6,7,11,12,18,18,18,18,18,21,32,36,40, wa1 ð1wÞb1 dw ¼ F ða,1b,a þ 1; GðxÞÞ,
0 a 2 1
45,46,47,50,55,60,63,63,67,67,67,67,72,75,79,82,82,83,
we get
84,84,84,85,85,85,85,85,86,86:
1 ðGðxÞÞa
The TTT plot in Fig. 8 has first a convex shape and then a FðxÞ ¼ F ða,1b,a þ1; GðxÞÞ:
Bða,bÞ a 2 1
concave shape. It depicts that the data set possesses the bathtub P
where 2 F 1 ða, b, g; xÞ ¼ 1 i
i ¼ 0 ðððaÞi ðbÞi =ðyÞi i!Þx Þ is the hypergeo-
shaped failure rate. Table 4 displays the values of the MLEs of the
metric function and (a)i ¼ a(a þ1)y(a þi  1) denotes the
parameters and the values of the AIC, BIC and AICc for BGW, BGE,
ascending factorial.
BW and GW models. On the basis of tabulated values, we
(ii) The survival function
conclude that BGW provides the best fit as compared to its sub
models. 1 ð1GðxÞÞb
FðxÞ ¼ 2 F 1 ðb,1a,bþ 1,1GðxÞÞ:
Bða,bÞ b

7. Conclusions (iii)
Z 1GðxÞ
We propose a new five-parameter distribution, named as the FðxÞ ¼ 1FðxÞ ¼ I1GðxÞ ðb,aÞ ¼ Bða,bÞ1 ob1 ð1oÞa1 dw
Beta Generalized Weibull (BGW) distribution, which is a general- 0
ization of the BGE, BW, GW, GR, BE, GE, Weibull, Rayleigh and 1 ð1GðxÞÞb
Exponential distributions. As the proposed distribution can have ¼ 2 F 1 ðb,1a,b þ 1,1GðxÞÞ:
Bða,bÞ b
monotone, bathtub shaped and unimodal failure rate for different
parametric combinations, it is expected that this generalization
(C) It is well known that the density function of ith order statistic
will be widely applicable in reliability engineering and biological
Xi:n can be written as
sciences. It is shown that the BGW density can be expressed as a
mixture of GW densities. Some expansions for the cdf and pdf are 1
f i:n ðxÞ ¼ f ðxÞFðxÞi1 ð1FðxÞÞni , for i ¼ 1,. . .,n:
provided and the kth order moment of the BGW distribution has Bði,ni þ1Þ
been derived. It is also observed that the method of maximum
likelihood estimation can be applied by solving non-linear equa-
Using (6) and the results of (B) (i) and (ii),
tions through numerical methods. For testing goodness of fit of
b b
the BGW distribution versus some of its special cases, the like- 1 abl xb1 eðlxÞ
f i:n ðxÞ ¼ G ðxÞð1Gl, b, a ðxÞÞb1
lihood ratio test is applied. An application of the BGW distribution Bði,ni þ 1Þ ðBða,bÞÞn ai1 bni l, b,aa1
to two real data sets is provided to illustrate that this distribution i1
provides a better fit than its sub-models. :fðGl, b, a ðxÞÞa 2 F 1 ða,1b,a þ 1; Gl, b, a ðxÞÞg
14 N. Singla et al. / Reliability Engineering and System Safety 102 (2012) 5–15

ni " #
:fð1Gl, b, a ðxÞÞb 2 F 1 ðb,1a,b þ 1; 1Gl, b, a ðxÞÞg @2 l b  
K l, a ¼ E ¼ aT 0,1,1,1,0,0 ðb1Þ T 1,1,1,1,0,0 þ T 2,1,1,1,1,0 þ T 1,1,1,1,1,0 ,
ablb xb1 eðlxÞ
b
1 @l @a l
¼ Gl, b,aa1 ðxÞð1Gl, b, a ðxÞÞbð1 þ niÞ1
Bði,ni þ 1Þ ðBða,bÞÞn ai1 bni
" #
:Gl, b, aaði1Þ ðxÞf2 F 1 ða,1b,a þ1;
ni @2 l
Gl, b, a ðxÞÞgi1 f2 F 1 ðb,1a,b þ1; 1Gl, b, a ðxÞÞg : K l, b ¼ E
@l@b
2 3
ðb1ÞafT 1,1,1,1,0,0 þ bðT 1,1,1,1,0,1 þT 1,1,1,2,0,1 ða1ÞT 1,2,2,2,0,1 aT 2,2,2,2,0,1 Þg
16 7
¼ 4 þ 1ða a 1Þf b ðT 0,1,1,1,0,1 þT 0,1,1,2,0,1 T 0,2,2,2,0,1 Þ þT 0,1,1,1,0,0 g 5:
l
þ T 0,0,0,1,0,0 þ bT 0,0,0,1,0,1

A.1. Expressions for elements of information matrix K

For i, j, k, l, m, nA{0, 1, 2} and V following Beta distribution

with parameters a and b, we define
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