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Keywords = Marshall–Olkin family

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38 pages, 844 KiB  
Article
The New Marshall–Olkin–Type II Exponentiated Half-Logistic–Odd Burr X-G Family of Distributions with Properties and Applications
by Broderick Oluyede, Thatayaone Moakofi and Gomolemo Lekono
Stats 2025, 8(2), 26; https://doi.org/10.3390/stats8020026 - 4 Apr 2025
Viewed by 415
Abstract
We develop a novel family of distributions named the Marshall–Olkin type II exponentiated half-logistic–odd Burr X-G distribution. Several mathematical properties including linear representation of the density function, Rényi entropy, probability-weighted moments, and distribution of order statistics are obtained. Different estimation methods are employed [...] Read more.
We develop a novel family of distributions named the Marshall–Olkin type II exponentiated half-logistic–odd Burr X-G distribution. Several mathematical properties including linear representation of the density function, Rényi entropy, probability-weighted moments, and distribution of order statistics are obtained. Different estimation methods are employed to estimate the unknown parameters of the new distribution. A simulation study is conducted to assess the effectiveness of the estimation methods. A special model of the new distribution is used to show its usefulness in various disciplines. Full article
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28 pages, 1067 KiB  
Article
Inference Based on Progressive-Stress Accelerated Life-Testing for Extended Distribution via the Marshall-Olkin Family Under Progressive Type-II Censoring with Optimality Techniques
by Ehab M. Almetwally, Osama M. Khaled and Haroon M. Barakat
Axioms 2025, 14(4), 244; https://doi.org/10.3390/axioms14040244 - 23 Mar 2025
Viewed by 458
Abstract
This paper explores a progressive-stress accelerated life test under progressive type-II censoring with binomial random removal. It assumes a cumulative exposure model in which the lifetimes of test units follow a Marshall–Olkin length-biased exponential distribution. The study derives maximum likelihood and Bayes estimates [...] Read more.
This paper explores a progressive-stress accelerated life test under progressive type-II censoring with binomial random removal. It assumes a cumulative exposure model in which the lifetimes of test units follow a Marshall–Olkin length-biased exponential distribution. The study derives maximum likelihood and Bayes estimates of the model parameters and constructs Bayes estimates of the unknown parameters under various loss functions. In addition, this study provides approximate, credible, and bootstrapping confidence intervals for the estimators. Moreover, it evaluates three optimal test methods to determine the most effective censoring approach based on various optimality criteria. A real-life dataset is analyzed to demonstrate the proposed procedures and simulation studies used to compare two different designs of the progressive-stress test. Full article
(This article belongs to the Special Issue Stochastic Modeling and Optimization Techniques)
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26 pages, 2486 KiB  
Article
A New Generalized Logarithmic–X Family of Distributions with Biomedical Data Analysis
by Zubir Shah, Dost Muhammad Khan, Zardad Khan, Nosheen Faiz, Sundus Hussain, Asim Anwar, Tanveer Ahmad and Ki-Il Kim
Appl. Sci. 2023, 13(6), 3668; https://doi.org/10.3390/app13063668 - 13 Mar 2023
Cited by 17 | Viewed by 2292
Abstract
In this article, an attempt is made to propose a novel method of lifetime distributions with maximum flexibility using a popular T–X approach together with an exponential distribution, which is known as the New Generalized Logarithmic-X Family (NGLog–X for short) of distributions. Additionally, [...] Read more.
In this article, an attempt is made to propose a novel method of lifetime distributions with maximum flexibility using a popular T–X approach together with an exponential distribution, which is known as the New Generalized Logarithmic-X Family (NGLog–X for short) of distributions. Additionally, the generalized form of the Weibull distribution was derived by using the NGLog–X family, known as the New Generalized Logarithmic Weibull (NGLog–Weib) distribution. For the proposed method, some statistical properties, including the moments, moment generating function (MGF), residual and reverse residual life, identifiability, order statistics, and quantile functions, were derived. The estimation of the model parameters was derived by using the well-known method of maximum likelihood estimation (MLE). A comprehensive Monte Carlo simulation study (MCSS) was carried out to evaluate the performance of these estimators by computing the biases and mean square errors. Finally, the NGLog–Weib distribution was implemented on four real biomedical datasets and compared with some other distributions, such as the Alpha Power Transformed Weibull distribution, Marshal Olkin Weibull distribution, New Exponent Power Weibull distribution, Flexible Reduced Logarithmic Weibull distribution, and Kumaraswamy Weibull distribution. The analysis results demonstrate that the new proposed model performs as a better fit than the other competitive distributions. Full article
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14 pages, 295 KiB  
Article
A New Stochastic Order of Multivariate Distributions: Application in the Study of Reliability of Bridges Affected by Earthquakes
by Luigi-Ionut Catana and Vasile Preda
Mathematics 2023, 11(1), 102; https://doi.org/10.3390/math11010102 - 26 Dec 2022
Viewed by 1695
Abstract
In this article, we introduce and study a new stochastic order of multivariate distributions, namely, the conditional likelihood ratio order. The proposed order and other stochastic orders are analyzed in the case of a bivariate exponential distributions family. The theoretical results obtained are [...] Read more.
In this article, we introduce and study a new stochastic order of multivariate distributions, namely, the conditional likelihood ratio order. The proposed order and other stochastic orders are analyzed in the case of a bivariate exponential distributions family. The theoretical results obtained are applied for studying the reliability of bridges affected by earthquakes. The conditional likelihood ratio order involves the multivariate stochastic ordering; it resembles the likelihood ratio order in the univariate case but is much easier to verify than the likelihood ratio order in the multivariate case. Additionally, the likelihood ratio order in the multivariate case implies this ordering. However, the conditional likelihood ratio order does not imply the weak hard rate order, and it is not an order relation on the multivariate distributions set. The new conditional likelihood ratio order, together with the likelihood ratio order and the weak hazard rate order, were studied in the case of the bivariate Marshall–Olkin exponential distributions family, which has a lack of memory type property. At the end of the paper, we also presented an application of the analyzed orderings for this bivariate distributions family to the study of the effects of earthquakes on bridges. Full article
(This article belongs to the Special Issue Probability, Statistics and Their Applications 2021)
24 pages, 770 KiB  
Article
A New Flexible Univariate and Bivariate Family of Distributions for Unit Interval (0, 1)
by Mahmoud El-Morshedy, Muhammad H. Tahir, Muhammad Adnan Hussain, Afrah Al-Bossly and Mohamed S. Eliwa
Symmetry 2022, 14(5), 1040; https://doi.org/10.3390/sym14051040 - 19 May 2022
Cited by 9 | Viewed by 2040
Abstract
We propose a new generator for unit interval which is used to establish univariate and bivariate families of distributions. The univariate family can serve as an alternate to the Kumaraswamy-G univariate family proposed earlier by Cordeiro and de-Castro in 2011. Further, the new [...] Read more.
We propose a new generator for unit interval which is used to establish univariate and bivariate families of distributions. The univariate family can serve as an alternate to the Kumaraswamy-G univariate family proposed earlier by Cordeiro and de-Castro in 2011. Further, the new generator can also be used to develop more alternate univariate and bivariate G-classes such as beta-G, McDonald-G, Topp-Leone-G, Marshall-Olkin-G and Transmuted-G for support (0, 1). Some structural properties of the univariate family are derived and the estimation of parameters is dealt. The properties of a special model of this new univariate family called a New Kumaraswamy-Weibull (NKwW) distribution are obtained and parameter estimation is considered. A Monte Carlo simulation is reported to assess NKwW model parameters. The bivariate extension of the family is proposed and the estimation of parameters is described. The simulation study is also conducted for bivariate model. Finally, the usefulness of the univariate NKwW model is illustrated empirically by means of three real-life data sets on Air Conditioned Failures, Flood and Breaking Strength of Fibers, and one real-life data on UEFA Champion’s League for bivariate model. Full article
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25 pages, 6977 KiB  
Article
Truncated Cauchy Power Weibull-G Class of Distributions: Bayesian and Non-Bayesian Inference Modelling for COVID-19 and Carbon Fiber Data
by Naif Alotaibi, Ibrahim Elbatal, Ehab M. Almetwally, Salem A. Alyami, A. S. Al-Moisheer and Mohammed Elgarhy
Mathematics 2022, 10(9), 1565; https://doi.org/10.3390/math10091565 - 6 May 2022
Cited by 44 | Viewed by 2187
Abstract
The Truncated Cauchy Power Weibull-G class is presented as a new family of distributions. Unique models for this family are presented in this paper. The statistical aspects of the family are explored, including the expansion of the density function, moments, incomplete moments (IMOs), [...] Read more.
The Truncated Cauchy Power Weibull-G class is presented as a new family of distributions. Unique models for this family are presented in this paper. The statistical aspects of the family are explored, including the expansion of the density function, moments, incomplete moments (IMOs), residual life and reversed residual life functions, and entropy. The maximum likelihood (ML) and Bayesian estimations are developed based on the Type-II censored sample. The properties of Bayes estimators of the parameters are studied under different loss functions (squared error loss function and LINEX loss function). To create Markov-chain Monte Carlo samples from the posterior density, the Metropolis–Hasting technique was used with posterior density. Using non-informative and informative priors, a full simulation technique was carried out. The maximum likelihood estimator was compared to the Bayesian estimators using Monte Carlo simulation. To compare the performances of the suggested estimators, a simulation study was carried out. Real-world data sets, such as strength measured in GPA for single carbon fibers and impregnated 1000-carbon fiber tows, maximum stress per cycle at 31,000 psi, and COVID-19 data were used to demonstrate the relevance and flexibility of the suggested method. The suggested models are then compared to comparable models such as the Marshall–Olkin alpha power exponential, the extended odd Weibull exponential, the Weibull–Rayleigh, the Weibull–Lomax, and the exponential Lomax distributions. Full article
(This article belongs to the Special Issue Advances in Statistical Decision Theory and Applications)
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18 pages, 389 KiB  
Article
A New Family of Continuous Distributions: Properties and Estimation
by Mohamed Hussein, Howaida Elsayed and Gauss M. Cordeiro
Symmetry 2022, 14(2), 276; https://doi.org/10.3390/sym14020276 - 29 Jan 2022
Cited by 14 | Viewed by 3044
Abstract
We introduce a new flexible modified alpha power (MAP) family of distributions by adding two parameters to a baseline model. Some of its mathematical properties are addressed. We show empirically that the new family is a good competitor to the Beta-F and Kumaraswamy-F [...] Read more.
We introduce a new flexible modified alpha power (MAP) family of distributions by adding two parameters to a baseline model. Some of its mathematical properties are addressed. We show empirically that the new family is a good competitor to the Beta-F and Kumaraswamy-F classes, which have been widely applied in several areas. A new extension of the exponential distribution, called the modified alpha power exponential (MAPE) distribution, is defined by applying the MAP transformation to the exponential distribution. Some properties and maximum likelihood estimates are provided for this distribution. We analyze three real datasets to compare the flexibility of the MAPE distribution to the exponential, Weibull, Marshall–Olkin exponential and alpha power exponential distributions. Full article
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16 pages, 344 KiB  
Article
On the Discrete Weibull Marshall–Olkin Family of Distributions: Properties, Characterizations, and Applications
by Jiju Gillariose, Oluwafemi Samson Balogun, Ehab M. Almetwally, Rehan Ahmad Khan Sherwani, Farrukh Jamal and Joshin Joseph
Axioms 2021, 10(4), 287; https://doi.org/10.3390/axioms10040287 - 30 Oct 2021
Cited by 14 | Viewed by 2674
Abstract
In this article, we introduce a new flexible discrete family of distributions, which accommodates wide collection of monotone failure rates. A sub-model of geometric distribution or a discrete generalization of the exponential model is proposed as a special case of the derived family. [...] Read more.
In this article, we introduce a new flexible discrete family of distributions, which accommodates wide collection of monotone failure rates. A sub-model of geometric distribution or a discrete generalization of the exponential model is proposed as a special case of the derived family. Besides, we point out a comprehensive record of some of its mathematical properties. Two distinct estimation methods for parameters estimation and two different methods for constructing confidence intervals are explored for the proposed distribution. In addition, three extensive Monte Carlo simulations studies are conducted to assess the advantages between estimation methods. Finally, the utility of the new model is embellished by dint of two real datasets. Full article
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16 pages, 525 KiB  
Article
A Bimodal Extension of the Exponential Distribution with Applications in Risk Theory
by Jimmy Reyes, Emilio Gómez-Déniz, Héctor W. Gómez and Enrique Calderín-Ojeda
Symmetry 2021, 13(4), 679; https://doi.org/10.3390/sym13040679 - 14 Apr 2021
Cited by 6 | Viewed by 3507
Abstract
There are some generalizations of the classical exponential distribution in the statistical literature that have proven to be helpful in numerous scenarios. Some of these distributions are the families of distributions that were proposed by Marshall and Olkin and Gupta. The disadvantage of [...] Read more.
There are some generalizations of the classical exponential distribution in the statistical literature that have proven to be helpful in numerous scenarios. Some of these distributions are the families of distributions that were proposed by Marshall and Olkin and Gupta. The disadvantage of these models is the impossibility of fitting data of a bimodal nature of incorporating covariates in the model in a simple way. Some empirical datasets with positive support, such as losses in insurance portfolios, show an excess of zero values and bimodality. For these cases, classical distributions, such as exponential, gamma, Weibull, or inverse Gaussian, to name a few, are unable to explain data of this nature. This paper attempts to fill this gap in the literature by introducing a family of distributions that can be unimodal or bimodal and nests the exponential distribution. Some of its more relevant properties, including moments, kurtosis, Fisher’s asymmetric coefficient, and several estimation methods, are illustrated. Different results that are related to finance and insurance, such as hazard rate function, limited expected value, and the integrated tail distribution, among other measures, are derived. Because of the simplicity of the mean of this distribution, a regression model is also derived. Finally, examples that are based on actuarial data are used to compare this new family with the exponential distribution. Full article
(This article belongs to the Special Issue Symmetric and Asymmetric Bimodal Distributions with Applications)
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28 pages, 1105 KiB  
Article
A New Kumaraswamy Generalized Family of Distributions with Properties, Applications, and Bivariate Extension
by Muhammad H. Tahir, Muhammad Adnan Hussain, Gauss M. Cordeiro, M. El-Morshedy and M. S. Eliwa
Mathematics 2020, 8(11), 1989; https://doi.org/10.3390/math8111989 - 7 Nov 2020
Cited by 40 | Viewed by 4848
Abstract
For bounded unit interval, we propose a new Kumaraswamy generalized (G) family of distributions through a new generator which could be an alternate to the Kumaraswamy-G family proposed earlier by Cordeiro and de Castro in 2011. This new generator can also be used [...] Read more.
For bounded unit interval, we propose a new Kumaraswamy generalized (G) family of distributions through a new generator which could be an alternate to the Kumaraswamy-G family proposed earlier by Cordeiro and de Castro in 2011. This new generator can also be used to develop alternate G-classes such as beta-G, McDonald-G, Topp-Leone-G, Marshall-Olkin-G, and Transmuted-G for bounded unit interval. Some mathematical properties of this new family are obtained and maximum likelihood method is used for the estimation of G-family parameters. We investigate the properties of one special model called the new Kumaraswamy-Weibull (NKwW) distribution. Parameters of NKwW model are estimated by using maximum likelihood method, and the performance of these estimators are assessed through simulation study. Two real life data sets are analyzed to illustrate the importance and flexibility of the proposed model. In fact, this model outperforms some generalized Weibull models such as the Kumaraswamy-Weibull, McDonald-Weibull, beta-Weibull, exponentiated-generalized Weibull, gamma-Weibull, odd log-logistic-Weibull, Marshall-Olkin-Weibull, transmuted-Weibull and exponentiated-Weibull distributions when applied to these data sets. The bivariate extension of the family is also proposed, and the estimation of parameters is dealt. The usefulness of the bivariate NKwW model is illustrated empirically by means of a real-life data set. Full article
(This article belongs to the Special Issue Statistics 2020)
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14 pages, 921 KiB  
Article
Bias Reduction for the Marshall-Olkin Extended Family of Distributions with Application to an Airplane’s Air Conditioning System and Precipitation Data
by Tiago M. Magalhães, Yolanda M. Gómez, Diego I. Gallardo and Osvaldo Venegas
Symmetry 2020, 12(5), 851; https://doi.org/10.3390/sym12050851 - 22 May 2020
Cited by 7 | Viewed by 2608
Abstract
The Marshall-Olkin extended family of distributions is an alternative for modeling lifetimes, and considers more or less asymmetry than its parent model, achieved by incorporating just one extra parameter. We investigate the bias of maximum likelihood estimators and use it to develop an [...] Read more.
The Marshall-Olkin extended family of distributions is an alternative for modeling lifetimes, and considers more or less asymmetry than its parent model, achieved by incorporating just one extra parameter. We investigate the bias of maximum likelihood estimators and use it to develop an estimator with less bias than traditional estimators, by a modification of the score function. Unlike other proposals, in this paper, we consider a bias reduction methodology that can be applied to any member of the family and not necessarily to any particular distribution. We conduct a Monte Carlo simulation in order to study the performance of the corrected estimators in finite samples. This simulation shows that the maximum likelihood estimator is quite biased and the proposed estimator is much less biased; in small sample sizes, the bias is reduced by around 50 percent. Two applications, related to the air conditioning system of an airplane and precipitations, are presented to illustrate the results. In those applications, the bias reduction for the shape parameters is close to 25% and the bias reduction also reduces, among others things, the width of the 95% confidence intervals for quantiles lower than 0.594. Full article
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20 pages, 421 KiB  
Article
On a New Result on the Ratio Exponentiated General Family of Distributions with Applications
by Rashad A. R. Bantan, Farrukh Jamal, Christophe Chesneau and Mohammed Elgarhy
Mathematics 2020, 8(4), 598; https://doi.org/10.3390/math8040598 - 15 Apr 2020
Cited by 25 | Viewed by 2411
Abstract
In this paper, we first show a new probability result which can be concisely formulated as follows: the function 2 G β / ( 1 + G α ) , where G denotes a baseline cumulative distribution function of a continuous distribution, can [...] Read more.
In this paper, we first show a new probability result which can be concisely formulated as follows: the function 2 G β / ( 1 + G α ) , where G denotes a baseline cumulative distribution function of a continuous distribution, can have the properties of a cumulative distribution function beyond the standard assumptions on α and β (possibly different and negative, among others). Then, we provide a complete mathematical treatment of the corresponding family of distributions, called the ratio exponentiated general family. To link it with the existing literature, it constitutes a natural extension of the type II half logistic-G family or, from another point of view, a compromise between the so-called exponentiated-G and Marshall-Olkin-G families. We show that it possesses tractable probability functions, desirable stochastic ordering properties and simple analytical expressions for the moments, among others. Also, it reaches high levels of flexibility in a wide statistical sense, mainly thanks to the wide ranges of possible values for α and β and thus, can be used quite effectively for the real data analysis. We illustrate this last point by considering the Weibull distribution as baseline and three practical data sets, with estimation of the model parameters by the maximum likelihood method. Full article
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15 pages, 414 KiB  
Article
Generalising Exponential Distributions Using an Extended Marshall–Olkin Procedure
by Victoriano García, María Martel-Escobar and F.J. Vázquez-Polo
Symmetry 2020, 12(3), 464; https://doi.org/10.3390/sym12030464 - 15 Mar 2020
Cited by 3 | Viewed by 3694
Abstract
This paper presents a three-parameter family of distributions which includes the common exponential and the Marshall–Olkin exponential as special cases. This distribution exhibits a monotone failure rate function, which makes it appealing for practitioners interested in reliability, and means it can be included [...] Read more.
This paper presents a three-parameter family of distributions which includes the common exponential and the Marshall–Olkin exponential as special cases. This distribution exhibits a monotone failure rate function, which makes it appealing for practitioners interested in reliability, and means it can be included in the catalogue of appropriate non-symmetric distributions to model these issues, such as the gamma and Weibull three-parameter families. Given the lack of symmetry of this kind of distribution, various statistical and reliability properties of this model are examined. Numerical examples based on real data reflect the suitable behaviour of this distribution for modelling purposes. Full article
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17 pages, 1803 KiB  
Article
A New Flexible Three-Parameter Model: Properties, Clayton Copula, and Modeling Real Data
by Abdulhakim A. Al-babtain, I. Elbatal and Haitham M. Yousof
Symmetry 2020, 12(3), 440; https://doi.org/10.3390/sym12030440 - 9 Mar 2020
Cited by 51 | Viewed by 4012
Abstract
In this article, we introduced a new extension of the binomial-exponential 2 distribution. We discussed some of its structural mathematical properties. A simple type Copula-based construction is also presented to construct the bivariate- and multivariate-type distributions. We estimated the model parameters via the [...] Read more.
In this article, we introduced a new extension of the binomial-exponential 2 distribution. We discussed some of its structural mathematical properties. A simple type Copula-based construction is also presented to construct the bivariate- and multivariate-type distributions. We estimated the model parameters via the maximum likelihood method. Finally, we illustrated the importance of the new model by the study of two real data applications to show the flexibility and potentiality of the new model in modeling skewed and symmetric data sets. Full article
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31 pages, 1897 KiB  
Article
Bivariate Burr X Generator of Distributions: Properties and Estimation Methods with Applications to Complete and Type-II Censored Samples
by M. El-Morshedy, Ziyad Ali Alhussain, Doaa Atta, Ehab M. Almetwally and M. S. Eliwa
Mathematics 2020, 8(2), 264; https://doi.org/10.3390/math8020264 - 17 Feb 2020
Cited by 33 | Viewed by 3814
Abstract
Burr proposed twelve different forms of cumulative distribution functions for modeling data. Among those twelve distribution functions is the Burr X distribution. In statistical literature, a flexible family called the Burr X-G (BX-G) family is introduced. In this paper, we propose a bivariate [...] Read more.
Burr proposed twelve different forms of cumulative distribution functions for modeling data. Among those twelve distribution functions is the Burr X distribution. In statistical literature, a flexible family called the Burr X-G (BX-G) family is introduced. In this paper, we propose a bivariate extension of the BX-G family, in the so-called bivariate Burr X-G (BBX-G) family of distributions based on the Marshall–Olkin shock model. Important statistical properties of the BBX-G family are obtained, and a special sub-model of this bivariate family is presented. The maximum likelihood and Bayesian methods are used for estimating the bivariate family parameters based on complete and Type II censored data. A simulation study was carried out to assess the performance of the family parameters. Finally, two real data sets are analyzed to illustrate the importance and the flexibility of the proposed bivariate distribution, and it is found that the proposed model provides better fit than the competitive bivariate distributions. Full article
(This article belongs to the Section E: Applied Mathematics)
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