scholarly journals Using Cauchy Distribution To Estimate Survival Function

2021 ◽  
Vol 12 (4) ◽  
pp. 1014-1023
Author(s):  
Hind Jawad Kadhim Al Bderi

This paper intends to estimate the unlabeled two parameters for Cauchy distribution model depend on employing the maximum likelihood estimator method  to obtain the derivation of the point estimators for all unlabeled parameters depending on iterative techniques , as Newton – Raphson method , then to derive “Lindley approximation estimator method and then to derive Ordinary least squares estimator method. Applying all these methods to estimate related probability functions; death density function, cumulative distribution function, survival function and hazard function (rate function)”. “When examining the numerical results for probability survival function by employing mean squares error measure and mean absolute percentage measure, this may lead to work on the best method in modeling a set of real data”

Author(s):  
Christophe Chesneau ◽  
Lishamol Tomy ◽  
Jiju Gillariose

AbstractThis note focuses on a new one-parameter unit probability distribution centered around the inverse cosine and power functions. A special case of this distribution has the exact inverse cosine function as a probability density function. To our knowledge, despite obvious mathematical interest, such a probability density function has never been considered in Probability and Statistics. Here, we fill this gap by pointing out the main properties of the proposed distribution, from both the theoretical and practical aspects. Specifically, we provide the analytical form expressions for its cumulative distribution function, survival function, hazard rate function, raw moments and incomplete moments. The asymptotes and shape properties of the probability density and hazard rate functions are described, as well as the skewness and kurtosis properties, revealing the flexible nature of the new distribution. In particular, it appears to be “round mesokurtic” and “left skewed”. With these features in mind, special attention is given to find empirical applications of the new distribution to real data sets. Accordingly, the proposed distribution is compared with the well-known power distribution by means of two real data sets.


In this paper, we have defined a new two-parameter new Lindley half Cauchy (NLHC) distribution using Lindley-G family of distribution which accommodates increasing, decreasing and a variety of monotone failure rates. The statistical properties of the proposed distribution such as probability density function, cumulative distribution function, quantile, the measure of skewness and kurtosis are presented. We have briefly described the three well-known estimation methods namely maximum likelihood estimators (MLE), least-square (LSE) and Cramer-Von-Mises (CVM) methods. All the computations are performed in R software. By using the maximum likelihood method, we have constructed the asymptotic confidence interval for the model parameters. We verify empirically the potentiality of the new distribution in modeling a real data set.


2014 ◽  
Vol 11 (2) ◽  
pp. 193-201
Author(s):  
Baghdad Science Journal

This paper interest to estimation the unknown parameters for generalized Rayleigh distribution model based on censored samples of singly type one . In this paper the probability density function for generalized Rayleigh is defined with its properties . The maximum likelihood estimator method is used to derive the point estimation for all unknown parameters based on iterative method , as Newton – Raphson method , then derive confidence interval estimation which based on Fisher information matrix . Finally , testing whether the current model ( GRD ) fits to a set of real data , then compute the survival function and hazard function for this real data.


2021 ◽  
Vol 3 (2) ◽  
pp. 65-80
Author(s):  
Usman Aliyu Abdullahi ◽  
Ahmad Abubakar Suleiman ◽  
Aliyu Ismail Ishaq ◽  
Abubakar Usman ◽  
Aminu Suleiman

Two parameters Maxwell – Exponential distribution was proposed using the Maxwell generalized family of distribution. The probability density function, cumulative distribution function, survival function, hazard function, quantile function, and statistical properties of the proposed distribution are discussed. The parameters of the proposed distribution have been estimated using the maximum likelihood estimation method. The potentiality of the estimators was shown using a simulation study. The overall assessment of the performance of Maxwell - Exponential distribution was determined by using two real-life datasets. Our findings reveal that the Maxwell – Exponential distribution is more flexible compared to other competing distributions as it has the least value of information criteria.


Author(s):  
Iwok Iberedem Aniefiok ◽  
Barinaadaa John Nwikpe

In this paper, a new continuous probability distribution named Iwok-Nwikpe distribution is proposed. Some essential statistical properties of the proposed probability distribution have been derived. The graphs of the survival function, probability density function (p.d.f) and cumulative distribution function (c.d.f) were plotted at different values of the parameter. The mathematical expression for the moment generating function (mgf) was derived. Consequently, the first three crude moments were obtained; the distribution of order statistics, the second and third moments corrected for the mean have also been derived. The parameter of the Iwok-Nwikpe distribution was estimated by means of maximum likelihood technique. To establish the goodness of fit of the Iwok-Nwikpe distribution, three real data sets from engineering and medical science were fitted to the distribution. Findings of the study revealed that the Iwok-Nwikpe distribution performed better than the one parameter exponential distribution and other competing models used for the study.


Author(s):  
Zafar Iqbal ◽  
Muhammad Rashad ◽  
Abdur Razaq ◽  
Muhammad Salman ◽  
Afsheen Javed

We introduce a new class of lifetime models called the transmuted powered moment exponential distribution. More specifically, the transmuted powered moment exponential distribution covers several new distributions. Survival analysis including survival function, hazard rate function and other related measures are computed. Analytical expressions for various mathematical properties of TPMED including rth moment, quantile function, inequality measures, and parameters are estimated by using maximum likelihood estimation and order statistics are also derived. A simulation study of the proposed distribution is performed. It is discovered that the Maximum Likelihood Estimators are consistent since the bias and Mean Square Error approach to zero when the sample size increases. The usefulness of the model associated with this distribution is illustrated by two real data sets and the new model provides a better fit than the models provided in literature.


2021 ◽  
Vol 20 (2) ◽  
pp. 61-72
Author(s):  
E.W. Okereke ◽  
S.N. Gideon ◽  
J. Ohakwe

A new one-parameter distribution named inverse Akash distribution, for modelling lifetime data, has been  introduced. Important statistical properties of the proposed distribution such as the density function, hazard rate function, survival function, stochastic ordering,  entropy   measure, stress-strength reliability and the maximum  likelihood estimation of the parameter of the distribution have been discussed. Two real data sets were employed in illustrating the usefulness of the new distribution. Comparatively, the inverse Akash distribution provided better fits to the data than each of the inverse exponential distribution and inverse Lindley distribution.


Entropy ◽  
2020 ◽  
Vol 22 (10) ◽  
pp. 1144
Author(s):  
Zakeia A. Al-Saiary ◽  
Rana A. Bakoban

In this article, a new three parameters lifetime model called the Topp-Leone Generalized Inverted Exponential (TLGIE) Distribution is introduced. Various properties of the model are derived, including moments, quantile function, survival function, hazard rate function, mean deviation and mode. The method of maximum likelihood is used to estimate the unknown parameters. The properties of the maximum likelihood estimators using Fisher information matrix are studied. Three real data sets are applied for illustrative purpose of this study.


2021 ◽  
Vol 9 (3) ◽  
pp. 529-554
Author(s):  
Ricardo Puziol de Oliveira ◽  
Marcos Vinicius de Oliveira Peres ◽  
Milene Regina dos Santos ◽  
Edson Zangiacomi Martinez ◽  
Jorge Aberto Achcar

Bivariate lifetime distributions are of great importance in studies related to interdependent components, especially in engineering applications. In this paper, we introduce two bivariate lifetime assuming three- parameter Weibull marginal distributions. Some characteristics of the proposed distributions as the joint survival function, hazard rate function, cross factorial moment and stress-strength parameter are also derived. The inferences for the parameters or even functions of the parameters of the models are obtained under a Bayesian approach. An extensive numerical application using simulated data is carried out to evaluate the accuracy of the obtained estimators to illustrate the usefulness of the proposed methodology. To illustrate the usefulness of the proposed model, we also include an example with real data from which it is possible to see that the proposed model leads to good fits to the data.


2019 ◽  
Vol 56 (1) ◽  
pp. 55-80
Author(s):  
Morad Alizadeh ◽  
Saeid Tahmasebi ◽  
Mohammad Reza Kazemi ◽  
Hamideh Siyamar Arabi Nejad ◽  
G. Hossein G. Hamedani

Abstract In this paper, we introduce a new three-parameter generalized version of the Gompertz model called the odd log-logistic Gompertz (OLLGo) distribution. It includes some well-known lifetime distributions such as Gompertz (Go) and odd log-logistic exponential (OLLE) as special sub-models. This new distribution is quite flexible and can be used effectively in modeling survival data and reliability problems. It can have a decreasing, increasing and bathtub-shaped failure rate function depending on its parameters. Some mathematical properties of the new distribution, such as closed-form expressions for the density, cumulative distribution, hazard rate function, the kth order moment, moment generating function and the quantile measure are provided. We discuss maximum likelihood estimation of the OLLGo parameters as well as three other estimation methods from one observed sample. The flexibility and usefulness of the new distribution is illustrated by means of application to a real data set.


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