scholarly journals Bayesian Study Using MCMC of Three-Parameter Frechet Distribution Based on Type-I Censored Data

2021 ◽  
Vol 09 (02) ◽  
pp. 220-232
Author(s):  
Al Omari Mohammed Ahmed
2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Omar Alzeley ◽  
Ehab M. Almetwally ◽  
Ahmed M. Gemeay ◽  
Huda M. Alshanbari ◽  
E. H. Hafez ◽  
...  

In reliability studies, the best fitting of lifetime models leads to accurate estimates and predictions, especially when these models have nonmonotone hazard functions. For this purpose, the new Exponential-X Fréchet (NEXF) distribution that belongs to the new exponential-X (NEX) family of distributions is proposed to be a superior fitting model for some reliability models with nonmonotone hazard functions and beat the competitive distribution such as the exponential distribution and Frechet distribution with two and three parameters. So, we concentrated our effort to introduce a new novel model. Throughout this research, we have studied the properties of its statistical measures of the NEXF distribution. The process of parameter estimation has been studied under a complete sample and Type-I censoring scheme. The numerical simulation is detailed to asses the proposed techniques of estimation. Finally, a Type-I censoring real-life application on leukaemia patient’s survival with a new treatment has been studied to illustrate the estimation methods, which are well fitted by the NEXF distribution among all its competitors. We used for the fitting test the novel modified Kolmogorov–Smirnov (KS) algorithm for fitting Type-I censored data.


2021 ◽  
Vol 2021 ◽  
pp. 1-8
Author(s):  
Abdullah Ali H. Ahmadini ◽  
Wali Khan Mashwani ◽  
Rehman Ahmad Khan Sherwani ◽  
Shokrya S. Alshqaq ◽  
Farrukh Jamal ◽  
...  

Modern reliability engineering accelerated life tests (ALT) and partially accelerated life tests (PALT) are widely used to obtain the timely information on the reliability of objects, products, elements, and materials as well as to save time and cost. The ALTs or PALTs are useful in determining the failed manners of the items at routine conditions by using the information of the data generated from the experiment. PALT is the most sensible method to be used for estimating both ordinary and ALTs. In this research, constant stress PALT design for the Fréchet distribution with type-I censoring has been investigated due to a wide applicability of the Fréchet distribution in engineering problems especially in hydrology. The distribution parameters and acceleration factor are obtained by using the maximum likelihood method. Fisher's information matrix is used to develop the asymptotic confidence interval estimates of the model parameters. A simulation study is conducted to illustrate the statistical properties of the parameters and the confidence intervals by using the R software. The results indicated that the constant stress PALT plan works well. Moreover, a numerical example is given to exemplify the performance of the proposed methods.


Stats ◽  
2018 ◽  
Vol 1 (1) ◽  
pp. 176-188 ◽  
Author(s):  
Durga Kutal ◽  
Lianfen Qian

This paper considers a non-mixture cure model for right-censored data. It utilizes the maximum likelihood method to estimate model parameters in the non-mixture cure model. The simulation study is based on Fréchet susceptible distribution to evaluate the performance of the method. Compared with Weibull and exponentiated exponential distributions, the non-mixture Fréchet distribution is shown to be the best in modeling a real data on allogeneic marrow HLA-matched donors and ECOG phase III clinical trial e1684 data.


2020 ◽  
Vol 70 (5) ◽  
pp. 1211-1230
Author(s):  
Abdus Saboor ◽  
Hassan S. Bakouch ◽  
Fernando A. Moala ◽  
Sheraz Hussain

AbstractIn this paper, a bivariate extension of exponentiated Fréchet distribution is introduced, namely a bivariate exponentiated Fréchet (BvEF) distribution whose marginals are univariate exponentiated Fréchet distribution. Several properties of the proposed distribution are discussed, such as the joint survival function, joint probability density function, marginal probability density function, conditional probability density function, moments, marginal and bivariate moment generating functions. Moreover, the proposed distribution is obtained by the Marshall-Olkin survival copula. Estimation of the parameters is investigated by the maximum likelihood with the observed information matrix. In addition to the maximum likelihood estimation method, we consider the Bayesian inference and least square estimation and compare these three methodologies for the BvEF. A simulation study is carried out to compare the performance of the estimators by the presented estimation methods. The proposed bivariate distribution with other related bivariate distributions are fitted to a real-life paired data set. It is shown that, the BvEF distribution has a superior performance among the compared distributions using several tests of goodness–of–fit.


2021 ◽  
Vol 63 (4) ◽  
pp. 1989-2007
Author(s):  
Saekyeol Kim ◽  
Su-gil Cho ◽  
Tae Hee Lee ◽  
Jong-Su Choi ◽  
Sanghyun Park ◽  
...  
Keyword(s):  

2016 ◽  
Vol 31 (1) ◽  
Author(s):  
Gadde Srinivasa Rao ◽  
Kanaparthi Rosaiah ◽  
Mothukuri Sridhar Babu ◽  
Devireddy Charanaudaya Sivakumar

AbstractIn this article, acceptance sampling plans are developed for the exponentiated Fréchet distribution based on percentiles when the life test is truncated at a pre-specified time. The minimum sample size necessary to ensure the specified life percentile is obtained under a given customer's risk and producer's risk simultaneously. The operating characteristic values of the sampling plans are presented. One example with real data set is also given as an illustration.


2021 ◽  
Author(s):  
Kaoru Sawazaki

<p>Waveforms from many aftershocks occurring immediately after a large earthquake tend to overlap in a seismogram, which makes it difficult to pick their P- and S-wave phases. Accordingly, to determine hypocenter and magnitude of the aftershocks becomes difficult and thereby causes deterioration of earthquake catalog. Using such deteriorated catalog may cause misevaluation of ongoing aftershock activity. Since aftershock activity is usually most intense in the early period after a large earthquake, requirement of early aftershock forecast and deterioration of the aftershock catalog are impatient.</p><p>Several methods for aftershock forecast, using deteriorated automatic earthquake catalog (Omi et al., 2016, 2019) or continuous seismic envelopes (Lippiello et al., 2016), have been proposed to overcome such a situation. In this study, I propose another method that evaluates excess probability of maximum amplitude (EPMA) due to aftershocks using a continuous seismogram. The proposed method is based on the extreme value statistics, which provides probability distribution of maximum amplitudes within constant time intervals. From the Gutenberg-Richter and the Omori-Utsu laws and a conventional ground motion prediction equation (GMPE), I derived this interval maximum amplitude (IMA) follows the Frechet distribution (or type Ⅱ extreme-value distribution). Using the Monte-Carlo based approach, I certified that this distribution is well applicable to IMAs and available for forecasting maximum amplitudes even if many seismograms are overlapped.</p><p>Applying the Frechet distribution to the first 3 hour-long seismograms of the 2008 Iwate-Miyagi Nairiku earthquake (M<sub>W</sub> 6.9), Japan, I computed the EPMAs for 4 days at 4 stations. The maximum amplitudes due to experienced aftershocks proceeded following mostly within the 10 % to 90 % EPMA curves. This performance may be acceptable for a practical use.</p><p>Differently from the catalog-based method, the proposed method is almost unaffected by overlap of seismograms even in early lapse times. Since it is based on a single station processing, even seismic “network” is not required, and can be easily deployed at locations of poor seismic network coverage. So far, this method is correctly applicable for typical mainshock-aftershock (Omori-Utsu-like) sequence only. However, potentially, it could be extended to multiple sequences including secondary aftershocks and remotely triggered earthquakes.</p>


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