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10 5923 J Statistics 20170701 04
10 5923 J Statistics 20170701 04
DOI: 10.5923/j.statistics.20170701.04
Abstract A one parameter lifetime distribution named “Rama distribution” for modeling lifetime data has been proposed
and investigated. Its statistical and mathematical properties including its shape, moments, skewness, kurtosis, hazard rate
function, mean residual life function, stochastic ordering, mean deviations, Bonferroni and Lorenz curves, stress-strength
reliability have been discussed. The condition under which Rama distribution is over-dispersed, equi-dispersed, and
under-dispersed have been studied and compared with other one parameter lifetime distributions. Maximum likelihood
estimation and method of moments have been discussed for estimating its parameter. Finally the goodness of fit of the
proposed distribution has been discussed with a real lifetime data and the fit has been compared with other one parameter
lifetime distributions.
Keywords Lifetime distribution, Moments, Hazard rate function, Mean residual life function, Mean deviations,
Bonferroni and Lorenz Curves, Stress-strength reliability, Estimation of parameter, Goodness of fit
0.25 3
0.2 2.5
2
0.15
f(x)
1.5
f(x)
0.1
1
0.05
0.5
0
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
x x
Figure 1. Graph of the pdf of Rama distribution for varying values of the parameter θ
0.4 0.4
0.2 0.2
0 0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
x x
Figure 2. Graph of the cdf of Rama distribution for varying values of the parameter θ
θ4 1 6
= +
θ 3 + 6 θ − t (θ − t )4
k k
θ4 1 ∞ t 6 ∞ k + 3 t
= 3 ∑ + 4 ∑
=θ + 6 θ k 0=
θ θ k 0 k θ
∞ θ 3 + ( k + 1)( k + 2 )( k + 3) t k
=∑
k =0 θ3 + 6 θ
Thus the r th moment about origin of Rama distribution (1.1) can be obtained as
r !θ 3 + ( r + 1)( r + 2 )( r + 3)
=µr′ = ; r 1, 2,3,...
(
θr θ3 + 6 )
The first four moments about origin of Rama distribution (1.1) are as follows
28 Rama Shanker: Rama Distribution and Its Application
µ1′ =
θ 3 + 24
, µ2′ =
(
2 θ 3 + 60 ), µ3′ =
(
6 θ 3 + 120 ), µ4′ =
(
24 θ 3 + 210 )
(
θ θ3 + 6 ) θ 2
(θ + 6)
3
θ 3
(θ + 6) 3 4
θ θ +6( 3
)
Using relationship between moments about mean and moments about origin, central moments of Rama distribution (1.1)
are obtained as
θ 6 + 84θ 3 + 144
µ2 =
( )
2
θ2 θ3 + 6
µ3 =
(
2 θ 9 + 198θ 6 + 324θ 3 + 864 )
( )
3
θ3 θ3 + 6
µ4 =
(
9 θ 12 + 312θ 9 + 2304θ 6 + 10368θ 3 + 10368 )
( )
4
θ4 θ3 + 6
σ θ 6 + 84θ 3 + 144
C=
.V =
µ1′ θ 3 + 24
β1 =
=
µ3 (
2 θ 9 + 198θ 6 + 324θ 3 + 864 )
µ23/2
( )
3/2
θ 6 + 84θ 3 + 144
12 9
( 6 3
µ4 9 θ + 312θ + 2304θ + 10368θ + 10368
β2 =
=
)
µ22
( )
2
θ 6 + 84θ 3 + 144
σ2 θ 6 + 84θ 3 + 144
γ
= =
(
µ1′ θ θ 3 + 6 θ 3 + 24 )( )
The condition under which Rama distribution is over-dispersed, equi-dispersed, and under-dispersed has been discussed
along with condition under which Akash, Shanker, Aradhana, Amarendra Sujatha, Lindley and exponential distributions are
over-dispersed, equi-dispersed, and under-dispersed and are presented in table 1.
Table 1. Over-dispersion, equi-dispersion and under-dispersion of Rama, Akash, Shanker, Aradhana, Amarendra, Sujatha, Lindley and exponential
distributions for varying values of their parameter θ
P ( X < x + ∆x X > x ) f ( x)
=h( x) lim
= (3.1)
∆x →0 ∆x 1− F ( x)
and
1 ∞
m ( x )= E X − x X > x = ∫ 1 − F ( t ) dt (3.2)
1− F ( x) x
The corresponding hazard rate function, h ( x ) and the mean residual life function, m ( x ) of the Rama distribution are thus
obtained as
h( x) =
(
θ 4 1 + x3 ) (3.3)
θ 3
( x + 1) + 3θ
3
x + 6 (θ x + 1)
2 2
and
∞
1
m( x) ∫ θ ( t + 1) + 3θ t + 6 (θ t + 1) e dt
3 3 2 2 −θ t
θ
( x + 1) + 3θ x + 6 (θ x + 1) e
3 3 2 2 −θ x
x
θ ( x + 1) + 6θ x + 18θ x + 24
3 3 2 2
= (3.4)
θ θ ( x + 1) + 3θ x + 6 (θ x + 1)
3 3 2 2
0.4
1
0.2
0 0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
x x
Figure 3. Graphs of hazard rate function of Rama distribution for different values of parameter θ
25 2
20 1.5
15
m(x)
m(x)
1
10
5 0.5
0 0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15
x x
Figure 4. Graphs of mean residual life function of Rama distribution for different values of parameter θ
30 Rama Shanker: Rama Distribution and Its Application
θ4 θ 3 + 24
h ( 0)
It can be easily verified that = = f ( 0 ) =
and m ( 0 ) = µ1′ . The graphs of the hazard rate
θ3 + 6 3
θ θ +6 ( )
function and mean residual life function of Rama distribution for varying values of the parameter are shown in figures 3 and
4.
4. Stochastic Orderings
Stochastic ordering of positive continuous random variables is an important tool for judging their comparative behavior. A
random variable X is said to be smaller than a random variable Y in the
(i) stochastic order ( X ≤ st Y ) if FX ( x ) ≥ FY ( x ) for all x
(ii) hazard rate order ( X ≤ hr Y ) if hX ( x ) ≥ hY ( x ) for all x
(iii) mean residual life order ( X ≤ mrl Y ) if m X ( x ) ≤ mY ( x ) for all x
f X ( x)
(iv) likelihood ratio order ( X ≤lr Y ) if decreases in x .
fY ( x )
The following results due to Shaked and Shanthikumar (1994) are well known for establishing stochastic ordering of
distributions
X ≤lr Y ⇒ X ≤ hr Y ⇒ X ≤ mrl Y (4.1)
⇓
X ≤ st Y
The Rama distribution is ordered with respect to the strongest ‘likelihood ratio’ ordering as shown in the following
theorem:
Theorem: Let X ∼ Rama distribution (θ1 ) and Y ∼ Rama distribution (θ 2 ) . If θ1 > θ 2 , then X ≤lr Y and
hence X ≤ hr Y , X ≤ mrl Y and X ≤ st Y .
Proof: We have
fX ( x)
=
(
θ14 θ 23 + 6 ) e (θ
− 1 −θ 2 ) x
; x>0
fY ( x )
θ2 4
(θ 1
3
+ 6)
Now
f ( x)
ln fX ( x )
=
θ14 θ 23 + 6
ln
( ) − (θ − θ2 ) x
Y θ 2 4 θ13 + 6
( ) 1
This gives
d f ( x)
− (θ1 − θ 2 )
ln fX ( x ) =
dx Y
d f ( x)
Thus for θ1 > θ 2 , ln fX ( x ) < 0 . This means that X ≤lr Y and hence X ≤ hr Y , X ≤ mrl Y and X ≤ st Y .
dx Y
5. Mean Deviations
The amount of scatter in a population is measured to some extent by the totality of deviations usually from mean and
median. These are known as the mean deviation about the mean and the mean deviation about the median and are defined as
∞ ∞
δ1 ( X=) ∫ x − µ f ( x ) dx and δ 2 ( X=) ∫ x − M f ( x ) dx , respectively, where µ = E(X ) and
0 0
International Journal of Statistics and Applications 2017, 7(1): 26-35 31
µ
{θ ( µ 4 4
) ( )
+ µ + θ 3 4 µ 3 + 1 + 12θ µ (θ µ + 2 ) + 24 e−θ µ }
∫ x f ( x ) dx= µ− (5.3)
0 (
θ θ3 + 6 )
M
x f ( x ) dx=
{θ ( M
4 4
) (
+ M + θ 3 4M 3 + 1 + 12θ M (θ M + 2 ) + 24 e−θ M ) }
∫ µ− (5.4)
0 (
θ θ3 + 6 )
Using expressions from (5.1), (5.2), (5.3), and (5.4), the mean deviation about mean, δ1 ( X ) and the mean deviation about
median, δ 2 ( X ) of Rama distribution are obtained as
δ1 ( X ) =
{
2 θ 3 µ 3 + 6θ 2 µ 2 + 18θ µ + θ 3 + 24 e−θ µ ( )} (5.5)
(
θ θ3 + 6 )
δ2 ( X )
{ ( ) (
2 θ 4 M 4 + M + θ 3 4M 3 + 1 + 12θ M (θ M + 2 ) + 24 e−θ M ) } −µ (5.6)
θ θ3 + 6( )
32 Rama Shanker: Rama Distribution and Its Application
1 1
q ∞ ∞ ∞
1
B ( p ) =∫ x f ( x ) dx = ∫ x f ( x ) dx − ∫ x f ( x ) dx = µ − ∫ x f ( x ) dx (6.1)
pµ 0 pµ 0 p µ
q q
and
1 1
q ∞ ∞ ∞
1
L( p) = ( ) ( ) ( ) ( )
µ ∫0 µ ∫0 ∫ ∫
x f x dx = x f x dx − x f x dx = µ − x f x dx (6.2)
µ
q q
respectively or equivalently
p
1
B( p) = F −1 ( x ) dx
p µ ∫0
(6.3)
and
p
1
L( p) = ∫ F −1 ( x ) dx (6.4)
µ 0
∞
x f ( x ) dx =
{θ ( q4 4
) ( ) }
+ q + θ 3 4q3 + 1 + 12θ q (θ q + 2 ) + 24 e−θ q
∫ (6.7)
q θ θ3 + 6( )
Now using equation (6.7) in (6.1) and (6.2), we get
B (=
p)
1
1−
{ ( ) (
θ 4 q 4 + q + θ 3 4q3 + 1 + 12θ q (θ q + 2 ) + 24 e−θ q
) } (6.8)
p 3
θ + 24
and
L ( p )= 1−
{θ ( q + q ) + θ ( 4q + 1) + 12θ q (θ q + 2) + 24} e
4 4 3 3 −θ q
(6.9)
θ 3 + 24
Now using equations (6.8) and (6.9) in (6.5) and (6.6), the Bonferroni and Gini indices are obtained as
International Journal of Statistics and Applications 2017, 7(1): 26-35 33
B= 1−
{θ ( q + q ) + θ ( 4q + 1) + 12θ q (θ q + 2) + 24} e
4 4 3 3 −θ q
(6.10)
θ 3 + 24
G =−1 +
{ ( ) ( )
2 θ 4 q 4 + q + θ 3 4q3 + 1 + 12θ q (θ q + 2 ) + 24 e−θ q } (6.11)
3
θ + 24
7. Stress-Strength Reliability
The stress- strength reliability describes the life of a component which has random strength X that is subjected to a random
stress Y . When the stress applied to it exceeds the strength, the component fails instantly and the component will function
satisfactorily till X > Y . Therefore,= R P (Y < X ) is a measure of component reliability and in statistical literature it is
known as stress-strength parameter. It has wide applications in almost all areas of knowledge especially in engineering such
as structures, deterioration of rocket motors, static fatigue of ceramic components, aging of concrete pressure vessels etc.
Let X and Y are independent strength and stress random variables having Rama distribution (1.1) with parameter θ1
and θ 2 , respectively. Then, the stress-strength reliability R of Rama distribution can be obtained as
∞
R = P (Y < X ) = ∫ P (Y < X | X = x ) f X ( x ) dx
0
∞
= ∫ f ( x;θ1 ) F ( x;θ 2 ) dx
0
( )
θ 9 + 6θ1θ 28 + 15θ12θ 27 + 2 10θ13 + 9 θ 26 + 3 5θ14 + 30θ1 + 411 θ 25
2
( )
4 4
( 4
) 6 3
( 2
θ1 +6 θ1 + 31θ1 + 6 θ1θ 2 + θ1 + 204θ1 + 36θ1 + 1260 θ1θ 2 3
)
= 1−
(
3 2 2
) 3 2 3
+2 63θ1 + 6θ1 + 378 θ1θ 2 + 42 θ1 + 6 θ1 θ 2 + 6 θ1 + 6 θ1 ( 3
)
.
( )
( )(
θ13 + 6 θ 23 + 6 (θ1 + θ 2 )
7
)
8. Estimation of Parameter
8.1. Maximum Likelihood Estimation (MLE)
Let ( x1 , x2 , x3 , ... , xn ) be a random sample from Rama distribution (1.1). The likelihood function, L of (1.1) is given
by
n
θ4 n
=L 3 ∏ (1 + xi3 ) e−nθ x
θ + 6 i =1
d ln L
The MLE θˆ of θ is the solution of the equation = 0 and so it can be obtained by solving the following fourth
dθ
degree polynomial equation
xθ 4 − θ 3 + 6 xθ − 24 =
0 (8.1.1)
Equating the population mean of the Rama distribution to the corresponding sample mean, MOME θ of θ is the same
as given by equation (8.1.1).
9. Goodness of Fit
The goodness of fit of Rama distribution has been conducted with several lifetime data from biomedical science and
engineering and in majority of data sets the goodness of fit of Rama distribution has been found to be quite satisfactory. In this
section, the goodness of fit of one parameter Rama distribution has been discussed with a real lifetime data set and fit has been
compared with one parameter Akash, Shanker, Aradhana, Amarendra, Sujatha, Lindley and exponential distributions. The
following data set has been considered for the goodness of fit of Rama distribution.
The data set is the strength data of glass of the aircraft window reported by Fuller et al (1994)
18.83, 20.80, 21.657, 23.03, 23.23, 24.05, 24.321, 25.50, 25.52, 25.80, 26.69,
26.77, 26.78, 27.05, 27.67, 29.90, 31.11, 33.20, 33.73, 33.76, 33.89,
34.76, 35.75, 35.91, 36.98, 37.08, 37.09, 39.58, 44.045, 45.29, 45.381
In order to compare lifetime distributions, −2ln L , AIC (Akaike Information Criterion) and K-S Statistics
( Kolmogorov-Smirnov Statistics) for the above data set have been computed. The formulae for computing AIC and K-S
Statistics are as follows:
2k , K -S Sup Fn ( x ) − F0 ( x ) , where k = the number of parameters, n = the sample size and
−2ln L + =
AIC =
x
Fn ( x ) is the empirical distribution function.
The best distribution is the distribution which corresponds to lower values of −2ln L , AIC, and K-S statistics. The MLE
()ˆ ()
θ of θ , S.E θˆ , standard error of θ , −2ln L , AIC and K-S Statistic of the fitted distributions are presented in the
following table 2.
It can be easily seen from above table that the Rama distribution gives better fit than Akash, Shanker, Aradhana,
Amarendra, Sujatha, Lindley and exponential distributions and hence can be considered an important lifetime distribution for
modeling lifetime data.
( )
Table 2. MLE’s, S.E θˆ - 2ln L, AIC and K-S Statistics of the fitted distributions of data set
Distributions ()
MLE θˆ ()
S.E θˆ −2ln L AIC K-S statistic
10. Concluding Remarks [2] Fuller, E.J., Frieman, S., Quinn, J., Quinn, G., and Carter, W.
(1994): Fracture mechanics approach to the design of glass
A one parameter lifetime distribution named, “Rama aircraft windows: A case study, SPIE Proc 2286, 419-430.
distribution” has been proposed. Its statistical properties [3] Lindley, D.V. (1958): Fiducial distributions and Bayes’
including shape, moments, skewness, kurtosis, hazard rate theorem, Journal of the Royal Statistical Society, Series B, 20,
function, mean residual life function, stochastic ordering, 102- 107.
mean deviations, Bonferroni and Lorenz curves,
[4] Shaked, M. and Shanthikumar, J.G. (1994): Stochastic Orders
stress-strength reliability have been discussed. The condition and Their Applications, Academic Press, New York.
under which Rama distribution is over-dispersed,
equi-dispersed, and under-dispersed are presented along [5] Shanker, R., Hagos, F, and Sujatha, S. (2015): On modeling
other one parameter lifetime distributions. Maximum of Lifetimes data using exponential and Lindley distributions,
Biometrics & Biostatistics International Journal, 2 (5), 1-9.
likelihood estimation and method of moments have been
discussed for estimating its parameter. Finally, the goodness [6] Shanker, R. (2015 a): Akash distribution and its Applications,
of fit test using K-S Statistics (Kolmogorov-Smirnov International Journal of Probability and Statistics, 4(3), 65 -
Statistics) for a real lifetime data set has been presented and 75.
the fit has been compared with other one parameter lifetime [7] Shanker, R. (2015 b): Shanker distribution and its
distributions. Applications, International Journal of Statistics and
Applications, 5(6), 338 – 348.
[8] Shanker, R. (2016 a): Amarendra distribution and its
ACKNOWLEDGEMENTS Applications, American Journal of Mathematics and
Statistics, 6(1), 44 – 56.
The author is grateful to the editor- in - chief and the
anonymous reviewer for helpful comments which improved [9] Shanker, R. (2016 b): Aradhana distribution and its
the quality of the paper. Applications, International Journal of Statistics and
Applications, 6(1), 23 – 34.
[10] Shanker, R. (2016 c): Sujatha distribution and its
Applications, Statistics in Transition-new series, 17(3), 1 –
20.
REFERENCES
[1] Bonferroni, C.E. (1930): Elementi di Statistca generale,
Seeber, Firenze.