scholarly journals Mixture of Lindley and Lognormal Distributions: Properties, Estimation, and Application

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
A. S. Al-Moisheer

Finite mixture models provide a flexible tool for handling heterogeneous data. This paper introduces a new mixture model which is the mixture of Lindley and lognormal distributions (MLLND). First, the model is formulated, and some of its statistical properties are studied. Next, maximum likelihood estimation of the parameters of the model is considered, and the performance of the estimators of the parameters of the proposed models is evaluated via simulation. Also, the flexibility of the proposed mixture distribution is demonstrated by showing its superiority to fit a well-known real data set of 128 bladder cancer patients compared to several mixture and nonmixture distributions. The Kolmogorov Smirnov test and some information criteria are used to compare the fitted models to the real dataset. Finally, the results are verified using several graphical methods.

2021 ◽  
Author(s):  
◽  
Daniel Fernández Martínez

<p>Many of the methods which deal with the reduction of dimensionality in matrices of data are based on mathematical techniques. In general, it is not possible to use statistical inferences or select the appropriateness of a model via information criteria with these techniques because there is no underlying probability model. Furthermore, the use of ordinal data is very common (e.g. Likert or Braun-Blanquet scale) and the clustering methods in common use treat ordered categorical variables as nominal or continuous rather than as true ordinal data. Recently a group of likelihood-based finite mixture models for binary or count data has been developed (Pledger and Arnold, 2014). This thesis extends this idea and establishes novel likelihood-based multivariate methods for data reduction of a matrix containing ordinal data. This new approach applies fuzzy clustering via finite mixtures to the ordered stereotype model (Fernández et al., 2014a). Fuzzy allocation of rows and columns to corresponding clusters is achieved by performing the EM algorithm, and also Bayesian model fitting is obtained by performing a reversible jump MCMC sampler. Their performances for one-dimensional clustering are compared. Simulation studies and three real data sets are used to illustrate the application of these approaches and also to present novel data visualisation tools for depicting the fuzziness of the clustering results for ordinal data. Additionally, a simulation study is set up to empirically establish a relationship between our likelihood-based methodology and the performance of eleven information criteria in common use. Finally, clustering comparisons between count data and categorising the data as ordinal over a same data set are performed and results are analysed and presented.</p>


2021 ◽  
Author(s):  
◽  
Daniel Fernández Martínez

<p>Many of the methods which deal with the reduction of dimensionality in matrices of data are based on mathematical techniques. In general, it is not possible to use statistical inferences or select the appropriateness of a model via information criteria with these techniques because there is no underlying probability model. Furthermore, the use of ordinal data is very common (e.g. Likert or Braun-Blanquet scale) and the clustering methods in common use treat ordered categorical variables as nominal or continuous rather than as true ordinal data. Recently a group of likelihood-based finite mixture models for binary or count data has been developed (Pledger and Arnold, 2014). This thesis extends this idea and establishes novel likelihood-based multivariate methods for data reduction of a matrix containing ordinal data. This new approach applies fuzzy clustering via finite mixtures to the ordered stereotype model (Fernández et al., 2014a). Fuzzy allocation of rows and columns to corresponding clusters is achieved by performing the EM algorithm, and also Bayesian model fitting is obtained by performing a reversible jump MCMC sampler. Their performances for one-dimensional clustering are compared. Simulation studies and three real data sets are used to illustrate the application of these approaches and also to present novel data visualisation tools for depicting the fuzziness of the clustering results for ordinal data. Additionally, a simulation study is set up to empirically establish a relationship between our likelihood-based methodology and the performance of eleven information criteria in common use. Finally, clustering comparisons between count data and categorising the data as ordinal over a same data set are performed and results are analysed and presented.</p>


2015 ◽  
Vol 2015 ◽  
pp. 1-8 ◽  
Author(s):  
K. S. Sultan ◽  
A. S. Al-Moisheer

We discuss the two-component mixture of the inverse Weibull and lognormal distributions (MIWLND) as a lifetime model. First, we discuss the properties of the proposed model including the reliability and hazard functions. Next, we discuss the estimation of model parameters by using the maximum likelihood method (MLEs). We also derive expressions for the elements of the Fisher information matrix. Next, we demonstrate the usefulness of the proposed model by fitting it to a real data set. Finally, we draw some concluding remarks.


2017 ◽  
Vol 2017 ◽  
pp. 1-11
Author(s):  
A. S. Al-Moisheer ◽  
K. S. Sultan ◽  
M. A. Al-Shehri

The new mixture model of the two components of the inverse Weibull and inverse Burr distributions (MIWIBD) is proposed. First, the properties of the investigated mixture model are introduced and the behaviors of the probability density functions and hazard rate functions are displayed. Then, the estimates of the five-dimensional vector of parameters by using the classical method such as the maximum likelihood estimation (MLEs) and the approximation method by using Lindley’s approximation are obtained. Finally, a real data set for the proposed mixture model is applied to illustrate the proposed mixture model.


Author(s):  
Arun Kumar Chaudhary ◽  
Vijay Kumar

In this study, we have introduced a three-parameter probabilistic model established from type I half logistic-Generating family called half logistic modified exponential distribution. The mathematical and statistical properties of this distribution are also explored. The behavior of probability density, hazard rate, and quantile functions are investigated. The model parameters are estimated using the three well known estimation methods namely maximum likelihood estimation (MLE), least-square estimation (LSE) and Cramer-Von-Mises estimation (CVME) methods. Further, we have taken a real data set and verified that the presented model is quite useful and more flexible for dealing with a real data set. KEYWORDS— Half-logistic distribution, Estimation, CVME ,LSE, , MLE


2011 ◽  
Vol 83 (2) ◽  
pp. 357-373 ◽  
Author(s):  
Gauss M Cordeiro ◽  
Alexandre B Simas ◽  
Borko D Stošic

The beta Weibull distribution was first introduced by Famoye et al. (2005) and studied by these authors and Lee et al. (2007). However, they do not give explicit expressions for the moments. In this article, we derive explicit closed form expressions for the moments of this distribution, which generalize results available in the literature for some sub-models. We also obtain expansions for the cumulative distribution function and Rényi entropy. Further, we discuss maximum likelihood estimation and provide formulae for the elements of the expected information matrix. We also demonstrate the usefulness of this distribution on a real data set.


Mathematics ◽  
2020 ◽  
Vol 8 (5) ◽  
pp. 703
Author(s):  
David Elal-Olivero ◽  
Juan F. Olivares-Pacheco ◽  
Osvaldo Venegas ◽  
Heleno Bolfarine ◽  
Héctor W. Gómez

The main object of this paper is to develop an alternative construction for the bimodal skew-normal distribution. The construction is based upon a study of the mixture of skew-normal distributions. We study some basic properties of this family, its stochastic representations and expressions for its moments. Parameters are estimated using the maximum likelihood estimation method. A simulation study is carried out to observe the performance of the maximum likelihood estimators. Finally, we compare the efficiency of the new distribution with other distributions in the literature using a real data set. The study shows that the proposed approach presents satisfactory results.


2018 ◽  
Vol 33 (1) ◽  
pp. 31-43
Author(s):  
Bol A. M. Atem ◽  
Suleman Nasiru ◽  
Kwara Nantomah

Abstract This article studies the properties of the Topp–Leone linear exponential distribution. The parameters of the new model are estimated using maximum likelihood estimation, and simulation studies are performed to examine the finite sample properties of the parameters. An application of the model is demonstrated using a real data set. Finally, a bivariate extension of the model is proposed.


Symmetry ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 711
Author(s):  
Rana Ali Bakoban ◽  
Ashwaq Mohammad Al-Shehri

In this article, a new four-parameter lifetime model called the beta generalized inverse Rayleigh distribution (BGIRD) is defined and studied. Mixture representation of this model is derived. Curve’s behavior of probability density function, reliability function, and hazard function are studied. Next, we derived the quantile function, median, mode, moments, harmonic mean, skewness, and kurtosis. In addition, the order statistics and the mean deviations about the mean and median are found. Other important properties including entropy (Rényi and Shannon), which is a measure of the uncertainty for this distribution, are also investigated. Maximum likelihood estimation is adopted to the model. A simulation study is conducted to estimate the parameters. Four real-life data sets from difference fields were applied on this model. In addition, a comparison between the new model and some competitive models is done via information criteria. Our model shows the best fitting for the real data.


2020 ◽  
Vol 4 (2) ◽  
pp. 327-340
Author(s):  
Ahmed Ali Hurairah ◽  
Saeed A. Hassen

In this paper, we introduce a new family of continuous distributions called the beta transmuted Dagum distribution which extends the beta and transmuted familys. The genesis of the beta distribution and transmuted map is used to develop the so-called beta transmuted Dagum (BTD) distribution. The hazard function, moments, moment generating function, quantiles and stress-strength of the beta transmuted Dagum distribution (BTD) are provided and discussed in detail. The method of maximum likelihood estimation is used for estimating the model parameters. A simulation study is carried out to show the performance of the maximum likelihood estimate of parameters of the new distribution. The usefulness of the new model is illustrated through an application to a real data set.


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