In 2019, a new lethal and mutant virus (COVID-19) spread around the world, causing the deaths of millions of people. COVID-19 demonstrates that scientists are involved in significant research efforts to face bacteria with less effort than that dedicated to viruses. Since then, engineers and bio-materials scientists have been trying to develop antiviral research and find a suitable effective medication. Strategies and opportunities for interference diagnostics, treatment strategies, and predicting future factors became mandatory. From a statistical point of view, estimating and modelling these factors play an important role in preventing future viral epidemics. In this article, modelling the recovery rate of COVID-19 is investigated through a new distribution which is called the unit exponential Pareto distribution. The new continuous distribution with three parameters displays a prominent level of flexibility to model decreasing, symmetric, and asymmetric data with a monotone failure rate. The recovery rates of COVID-19 in Turkey and France were examined; moreover, milk production data and components’ failure rates are presented for data modeling. The obtained results proved the superiority of the newly suggested model compared to other unit-based distributions. Several statistical features are studied such as the quantile function, the moments, the moment-generating function, some entropy measures, the ordered statistics, the stress–strength, and stochastic ordering. Two classical estimation methods are used in addition to the Bayesian method. The statistical features and estimation analysis are evaluated using numerical and simulation techniques. As a result, we obtain the efficiency of using the Bayesian method over the classical ones, with respect to the bias, average squared error, and the length of confidence intervals for the unknown parameters.
27 February 2020 in Pakistan Journal of Statistics and Operation Research
A new generalization of generalized Pareto Distribution is obtained using the generator Marshall-Olkin distribution (1997). The new distribution MOGP is more flexible and can be used to model non-monotonic failure rate functions. MOGP includes six different sub models: Generalized Pareto, Exponential, Uniform, Pareto type I, Marshall-Olkin Pareto and Marshall-Olkin exponential distribution. We consider different estimation procedures for estimating the model parameters, namely: Maximum likelihood estimator, Maximum product spacing, Least square method, weighted least square method and Bayesian Method. The Bayesian Method is considered under quadratic loss function and Linex loss function. Simulation analysis using MCMC technique is performed to compare between the proposed point estimation methods. The usefulness of MOGP is illustrated by means of real data set, which shows that this generalization is better fit than Pareto, GP and MOP distributions.
In this paper, the estimation of unknown parameters of Chen distribution is considered under progressive Type-II censoring in the presence of competing failure causes. It is assumed that the latent causes of failures have independent Chen distributions with the common shape parameter, but different scale parameters. From a frequentist perspective, the maximum likelihood estimate of parameters via expectation–maximization (EM) algorithm is obtained. Also, the expected Fisher information matrix based on the missing information principle is computed. By using the obtained expected Fisher information matrix of the MLEs, asymptotic 95% confidence intervals for the parameters are constructed. We also apply the bootstrap methods (Bootstrap-p and Bootstrap-t) to construct confidence intervals. From Bayesian aspect, the Bayes estimates of the unknown parameters are computed by applying the Markov chain Monte Carlo (MCMC) procedure, the average length and coverage rate of credible intervals are also carried out. The Bayes inference is based on the squared error, LINEX, and general entropy loss functions. The performance of point estimators and confidence intervals is evaluated by a simulation study. Finally, a real-life example is considered for illustrative purposes.
This paper deals with the statistical inference of the unknown parameters of three-parameter exponentiated power Lindley distribution under adaptive progressive type-II censored samples. The maximum likelihood estimator (MLE) cannot be expressed explicitly, hence approximate MLEs are conducted using the Newton–Raphson method. Bayesian estimation is studied and the Markov Chain Monte Carlo method is used for computing the Bayes estimation. For Bayesian estimation, we consider two loss functions, namely: squared error and linear exponential (LINEX) loss functions, furthermore, we perform asymptotic confidence intervals and the credible intervals for the unknown parameters. A comparison between Bayes estimation and the MLE is observed using simulation analysis and we perform an optimally criterion for some suggested censoring schemes by minimizing bias and mean square error for the point estimation of the parameters. Finally, a real data example is used for the illustration of the goodness of fit for this model.
In this article, reliability estimation for a system of multi-component stress-strength model is considered. Working under progressively censored samples is of great advantage over complete and usual censoring samples, therefore Type-II right progressive censored sample is selected. The lifetime of the components and the stress and strength components are following the power Lomax distribution. Consequently, the problem of point and interval estimation has been studied from different points of view. The maximum likelihood estimate and the maximum product spacing of reliability are evaluated. Also approximate confidence intervals are constructed using the Fisher information matrix. For the traditional methods, bootstrap confidence intervals are calculated. Bayesian estimation is obtained under the squared error and linear-exponential loss functions, where the numerical techniques such as Newton-Raphson and the Markov Chain Monte Carlo algorithm are implemented. For dependability, the largest posterior density credible intervals are generated. Simulations are used to compare the results of the proposed estimation methods, where it shows that the Bayesian estimation method of the reliability function is significantly better than the other methods. Finally, a real data of the water capacity of the Shasta reservoir is examined for illustration.
This paper studies three discretization methods to formulate discrete analogues of the well-known continuous generalized Pareto distribution. The generalized Pareto distribution provides a wide variety of probability spaces, which support threshold exceedances, and hence, it is suitable for modeling many failure time issues. Bayesian inference is applied to estimate the discrete models with different symmetric and asymmetric loss functions. The symmetric loss function being used is the squared error loss function, while the two asymmetric loss functions are the linear exponential and general entropy loss functions. A detailed simulation analysis was performed to compare the performance of the Bayesian estimation using the proposed loss functions. In addition, the applicability of the optimal discrete generalized Pareto distribution was compared with other discrete distributions. The comparison was based on different goodness-of-fit criteria. The results of the study reveal that the discretized generalized Pareto distribution is quite an attractive alternative to other discrete competitive distributions.