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## Sections

Anwar Hassan
PG Department of Statistics
University of Kashmir, Srinagar-India
E-mail: anwar.hassan5@gmail.com, anwar.hassan2007@gmail.com

Department of Statistics
Amar Singh College, Srinagar, Kashmir-India
E-mail: sbilal_sbilal@yahoo.com

ABSTRACT

In this paper, a new generalization of the Polya-Eggenberger distribution has been introduced by
compounding the Binomial distribution with the generalized Beta distribution of Π-kind defined
by Nadarajah and Kotz (2003). Some special cases, moment generating function and factorial
moments of the distribution have been derived in terms of generalized hypergeometric function.
Stirling numbers of second kind has been used to obtain the moments about zero. Finally, a
computer programme in R-Software has been used to ease the computations for estimating the
parameters of the distribution for data fitting and it has been shown that the distribution gives a
remarkably best fit as compared to other generalizations present in the literature.

Keywords: Binomial distribution, generalized Beta distribution of Π-kind, generalized Polya-
Eggenberger distribution, moment generating function, Chi-squre fitting.

1. INTRODUCTION

Urn models have been used by many authors to describe several classical contagious
distributions. The first work seems to have been done by Eggenberger and Polya (1923). They
considered one Urn model and obtained Polya-Eggenberger and inverse Polya-Eggenberger
distributions. Janardan and Schaeffer (1977) have called these distributions as Markov-Polya
distributions. The sampling scheme used in deriving Polya’s distribution is known as Polya–
Eggenberger sampling schemes where we draw the balls with replacement, note the colour of the
ball drawn and add cadditional balls of the same colour before the next draw is performed.
Many generalization of the Polya-Eggenberger distribution are present in the literature,
almost all are derived through urn models. Janardan (1973) obtained quasi-Polya distribution by
introducing an urn model dependent on predetermined strategies. Again in 1975, Janardan used
two urn models with predetermined strategy but with Eggenberger and Polya sampling scheme
and obtained qusi-Polya distribution and inverse quasi-Polya distribution. Sen and Mishra (1996)
unified both the sampling schemes (direct and indirect) by introducing a new parameter to obtain
a generalized Polya-Eggenberger model with Polya-Eggenberger and inverse Polya-Eggenberger
distributions as its particular cases. Sen and Ritu (1996) introduced three generalized Markov-

694

Polya urn models with predetermined strategies by the unified sampling scheme. Most recently,
Hassan and Bilal (2006) introduced a generalized Negative Polya-Eggenberger distribution
through a mixture model which has Polya-Eggenberger distribution as its particular case.
In this paper, a new generalization of the Polya- Eggenberger distribution has been proposed
involving hypergeometric function which is more versatile as compared to other generalizations
present in the literature. This fact has been illustrated with the help of three data sets presented in
section 4 of this paper. In section 2, we derived the proposed model and section 3 deals with
some interesting structural properties of the proposed model. Finally, in section 4, a computer
programme in R-Software has been used to ease the computations for estimating the parameters
of the proposed model for data fitting and it has been shown that the proposed model gives a
remarkably best fit as compared to other generalizations present in the literature

2. THE PROPOSED MODEL

When a sample of fixed size n is taken from an infinite population where each element in the
population has an equal and independent probability p of possessing a specified attribute or the
sample is taken from a finite population where each element in the population has an equal and
independent probability pof having a specified attribute and elements are sampled independently
and sequentially with replacement then these situations can be represented by a random variable
X(possessing the attribute) that follows Binomial distribution with parameters

)

,
( p
n

and pmf

given by

n

x

p

p

p

p

x

P

x

n

x

n

x

,.....,

2,

1,
0

,
1

0

,

)

1(

)

;

(

(2.1)

In real life situations, the assumption that the probability pof each element (possessing the
attribute) is constant from trial to trial does not seem to be realistic. This assumption holds good
in case of chance mechanism only. In fact, every living being use their past experience (success
or failure) and wisdom for determining their future strategies to achieve their goals and so the
probability pof a success does not remain constant and thus may be considered as a random
variable taking values between 0 and 1 ,

1

0
p

. The natural distribution of p is Beta

distribution.

Beta distributions are very versatile and a variety of uncertainties can be usefully modeled by
them. Many generalizations of Beta distribution involving algebraic and exponential functions
have been proposed in the literature; see chapter 25 in Johnson et. al. (1995) and Gupta and
Nadarajah (2004) for detailed accounts. In (2003), Nadarajah, S. and Kotz, S. introduced a new
generalization of Beta distribution of II-kind in terms of hypergeometric function with
parameters

)

,

,
(

b

a

and p.d.f. given by

]

;

;

,

1[

)

,

(

)

,

(

)

(

1

2

1

p

b

a

a

F

p

b

a

b

a

b

p

P

b

a

(2.2)

for

1

0
p

,

0

,
0
b

a

and

0

and

)

,
( b
a

is a Beta function where as

]

;

;

,

1[1

2

p

b

a

a

F

is a

hypergeometric function which is defined by

!

]

;

;

,

[

0

]

[

]

[

]

[

1

2

j

x

c

b

a

x

c

b

a

F

j

j

j

j

j

695

where ]

[ j

a stands for ascending factorials of ‘a’ given by

)
1

)....(

1

(

]

[

j

a

a

a

a j

. Assuming the
distribution of a random variable pas (2.2), the distribution of a random variable X is obtained by
compounding the Binomial model (2.1) through the values of p with the generalized Beta
distribution of II-kind (2.2), we obtain

dp

p

b

a

a

F

p

p

b

a

b

a

b

x

X

P

x

n

b

a

x

n

x

]

;

;

,

1[

)

1(

)

,

(

)

,

(

)

(

1

2

1

0

1

This on simplification gives

!

1

)
1

(

)

(

)

(

)

1(

)!

(

)!

1

(
)!

(

)

,

(

)

,

(

)

(

]

[

]

[

]

[

]

[

]

[

0

j

n

b

a

b

a

b

a

x

a

n

b

a

b

a

x

x

n

b

a

b

a

b

x

X

P

j

j

j

j

j

j

j

n

x

.

The last sum is a generalized hypergeometric function, the equation above can be written as

]1;
1

,

;

,

,

1[

)

(

)

(

)

,

(

)

,

(

!

!

)

(

2

3

]1

[

]

[

n

b

a

b

a

x

b

a

a

F

b

a

b

a

b

a

b

a

b

x

n

x

X

P

n

x

(2.3)

This can be put into an alternative form as

]

1;
1

,

;

,

,

1[

)

(

)
1

(

)

(

)

(

!

!

)

(

2

3

]1

[

]1

[

]

[

]

[

n

b

a

b

a

x

b

a

a

F

b

a

b

b

a

b

a

x

n

x

X

P

n

x

(2.4)

for

n

x

,....,

1,
0

,

0

)

,

,

,

(

b

a

n

and

]

1;
1

,

;

,

,

1[2

3

n

b

a

b

a

x

b

a

a

F

is a generalized hypergeo-

metric function which is absolutely convergent if

0

)

Re(

x

n
b

, see chapter 5, page 74,
Special functions by Earl D. Rainville (1971) for details. The expressions (2.3) and (2.4)
represent a new generalization of the Polya-Eggenberger distribution with parameters

)

,

,

,
(

b

a

n

.

Remarks: For

1

b

a

or

1

or0

a

or0

b

, the proposed distribution (2.4) reduces to

Polya-Eggenberger distribution with parameters in different forms.

3. STRUCTURAL PROPERTIES

In this section, some of the interesting properties of the proposed model have been explored in
order to understand its nature to some extent. These are described below.

3.1 Mean and Variance
3.1.1 Mean

By the conditional mean, we have

)

(X

E

Mean

)
( p
X

E

E

(3.1)

696

where

)
( p
X

E

is a conditional expectation of Xgiven pand for given p the random variable Xhas
a binomial distribution (2.1) with mean and variance given by

)

1(

)

(

)

(

p

np

p

X

V

np

p

X

E

(3.2)

Using (3.2) in (3.1), we get

]

[

)

(

p

E

n

X
E

.Since pis varying as the generalized beta

distribution of II-kind (2.2) with mth

moment about origin given by

]

1,
1

,

;

,

,

1[

)

,

(

)

(

)

,

(

)

(

2

3

m

b

a

b

a

m

b

a

a

F

b

a

m

b

a

b

a

b

p
E m

(3.3)

Taking 1

m

in the equation above, we get the mean of the proposed model as

]

1,
2

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

)

(

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

X

E

.

3.1.2 Variance

Similarly, variance of the proposed model can be obtained by the conditional variance

)
(

)

(

)

(

p

X

E

V

p

X

V

E

X

V

(3.4)

The equation (3.4) together with (3.2) gives

]

[

)]

1(

[

)

(

np

V

p

np

E

X

V

2

2

2

)}

(

{

]

[

)
1

(

]

[

p

E

n

p

E

n

n

p

nE

.

Using (3.3) for

2,1

m

in the equation above, we get

]

1,
1

1

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

)

(

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

X

V

]

1,
3

,

;
2

,

,

1[

)

,

(

)
2

(

)

,

(

)
1

(

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

2

2

3

]

1,
1

1

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

.

697

3.2 Moment Generating Function

The derivation of the moment generating function (mgf) of the proposed model is not
straightforward as it involves generalized hypergeometric function

]

1,
1

,

;

,

,

1[

2

3

n

b

a

b

a

x

b

a

a

F

which is an infinite series not easy to be summed. Since the proposed model is obtained by
compounding binomial model (2.1) with mgf

)

(t

M P
X

n

t

e

p

)]

1

(
1[

through the values of p

with the generalized beta distribution of II-kind (2.2), therefore, a theorem by Feller (1943)
yields the mgf of the proposed model as

dp

p

b

a

a

F

p

e

p

b

a

b

a

b

t

M

b

a

n

t

X

]

,

;

,

1[

))

1

(

1(

)

,

(

)

,

(

)

(

1

0

1

2

1

dp

p

b

a

a

F

p

e

b

a

b

a

b

k

b

a

k

t

n

k

n

k

]

,

;

,

1[

)
1

(

)

,

(

)

,

(

1

0

1

2

1

0

By an application of beta integrals, the equation above yields the moment generating function of
the proposed model as

]

1,
1

,

;

,

,

1[

)

(

)
1

(

)

,

(

)

,

(

)

(

2

3

0

k

b

a

b

a

k

b

a

a

F

k

b

a

e

b

a

b

a

b

t

M

k

t

n

k

n

k

X

3.3 Moments for the Proposed Model

In this section, we obtained the rth moment about origin of the proposed model in terms of
Stirling numbers of second kind and generalized hypergeometric function. By conditional mean,
we have

)]

(

[

)

(

p

X

E

E

X

E

r

r

r

(3.5)

where

)
( p
X
E r

is conditional rth moment about origin of Xgiven pand for given pthe random
variable Xhas binomial distribution (2.1) with rth moment about origin given by

r
j

r

r

j

n

p

n

j

r

s

p

X

E

0

)!

(

!

)

,

(

)

(

(3.6)

where

!

!

0

)

,

(

j

x

j

j

r

s

r

j

r

j

at 0

x

is the Stirling numbers of second kind.

Substituting (3.6) in (3.5), we get

)

(

)!

(

!

)

,

(

0

r

r

j

r

p

E

j

n

n

j

r

s

698

Using (3.3) in the equation above, we get

)

,

(

)

(

)

,

(

)!

(

!

)

,

(

0

b

a

r

b

a

b

a

b

j

n

n

j

r

s

r

j

r

]

1,
1

,

;

,

,

1[

2

3

r

b

a

b

a

r

b

a

a

F

(3.7)

Taking

4,

3,

2,
1

r

in (3.7), we get the first four moments about origin of the proposed model as

]

1,
2

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

2

3

1

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

]

1,
2

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

2

3

2

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

]

1,
3

,

;
2

,

,

1[

)

,

(

)
2

(

)

,

(

)
1

(

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

]

1,
1

1

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

2

3

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

]

1,
4

,

;
3

,

,

1[

)

,

(

)
3

(

)

,

(

)
2

)(

1

(

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

n

]

1,
3

,

;
2

,

,

1[

)

,

(

)
2

(

)

,

(

)
1

(

3

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

]

1,
1

1

,

;1

,

,

1[

)

,

(

)
1

(

)

,

(

2

3

4

b

a

b

a

b

a

a

F

b

a

b

a

b

a

nb

]

1,
5

,

;
4

,

,

1[

)

,

(

)
4

(

)

,

(

)
3

)(

2

)(

1

(

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

n

n

]

1,
4

,

;
3

,

,

1[

)

,

(

)
3

(

)

,

(

)
2

)(

1

(

6

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

n

]

1,
3

,

;
2

,

,

1[

)

,

(

)
2

(

)

,

(

)
1

(

7

2

3

b

a

b

a

b

a

a

F

b

a

b

a

b

a

b

n

n

3.4 Factorial Moments

Following the similar arguments of the previous section, the rth factorial moment of the
proposed model can be obtained as

)

()

(

)

(

r

r

X

E

)]

(

[

)

(

p

X

E
E r

(3.8)

where

r

r

r

p

n

p

X

E

)

(

)

(

)

(

and

)
1

).....(

1

(

)

(

r

n

n

n

n r

. Substituting this value in (3.8), we get

)

(

)

(

)

(

r

r

r

p

E

n

A use of (3.3) in the equation above gives the rth factorial moment of the

proposed model as

]

1,
1

,

;

,

,

1[

)

,

(

)

(

)

,

(

2

3

)

(

)

(

r

b

a

b

a

r

b

a

a

F

b

a

r

b

a

b

a

b

n r

r

699

TABLE 4.1 Results of 10 shots fired from a rifle at each of 100 targets; Sveshnikcv, A. A. Ed.
(1968), PP 312-313.

No. of
Accidents

Obs.
Freq.

Expected frequencies

PED

GPED
(SM 1996)

GNPED
(HB 2006)

Proposed
Model

0
1
2
3
4
5
6
7
8
9
10

0
2
4
10
22
26
18
12
4
2
0

0.15
1.29
5.04
12.16
20.03
23.49
19.85
11.89
4.81
1.16
0.13

0.14
1.22
4.87
11.91
19.87
23.58
20.12
12.13
4.87
1.13
0.16

0.14
1.22
4.86
11.91
19.89
23.61
20.13
12.11
4.86
1.14
0.13

0.14
1.22
4.86
11.92
19.91
23.63
20.13
12.09
4.85
1.14
0.11

Total

100

100

100

100

ML
Estimate

χ2

(d.f)

n10

a43.045327

b41.890767

1.056273
(4)

n10

-0.93094

a50.30695

b42.20174
1.020418
(3)

n9.244629

0.037662

47.262270

41.913235
1.008995
(2)

n10

a43.768887

b0.000211

41.319327
1.001827
(3)

TABLE 4.2 (Source: Snedecor, G.W. and Cochran, W.G. (1967): Statistical methods, sixth
edition, The Iowa University Press, Iowa, U.S.A., PP.237)

No. of
Accidents

Obs.
Freq.

Expected frequencies

PED

GPED
(SM 1996)

GNPED
(HB 2006)

Proposed
Model

0
1
2
3
4
5
6
7

36
48
38
23
10
3
1
1

35.05
48.66
38.19
21.97
10.21
4.01
1.36
0.55

35.59
48.99
38.07
21.69
9.97
3.87
1.30
0.52

35.60
48.98
38.07
21.70
9.98
3.87
1.30
0.50

35.88
48.56
37.92
21.86
10.13
3.92
1.28
0.45

Total

160

160

160

160

160

ML
Estimate

χ2

d.f.

n7

a5.513321

b53.295234
0.230829(3)

n7

-0.79706

a5.723447

b36.39953
0.1877409
(2)

n12.024178

0.1830634

5.6509704

37.1968856
0.1813224
(1)

n7

a4.471435

b0.001004

29.854893
0.1429262
(2)

SM: Sen and Mishra

HB: Hassan and Bilal

700

4. GOODNESS OF FIT

In this section, we present three data sets available in the literature to examine the fitting of the
proposed model and comparing it with the fitting of Polya-Eggenberger distribution (PED), the
generalized Polya-Eggenberger distribution (GPED) defined by Sen and Mishra (1996) and the
generalized negative Polya-Eggenberger distribution (GNPED) defined by Hassan and Bilal
(2006). Due to complicated likelihood function, the maximum likelihood estimate of the
parameters of the proposed model is not straightforward and need some iterative procedure such
as Fisher’s scoring method, Newton-Rapson method etc. for their solution. R-software provides
one among such solutions. Therefore, a computer programme in R-software is used to estimate
the parameters of the distribution. The ML estimates of the parameters so obtained are shown at
their respective places in the table. It may be mentioned here that the parameter n in case of
PED, GPED defined by Sen and Mishra (1996) and Proposed model are known where as in case
of GNPED, defined by Hassan and Bilal (2006), the value of n is estimated. It is clear from all
the tables above that the proposed model gives a satisfactory fit and provides a better alternative
than the compared distributions.

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701

Proceedings of the Tenth Islamic Countries Conference on Statistical Sciences (ICCS-X), Volume II,
The Islamic Countries Society of Statistical Sciences, Lahore: Pakistan, (2010): 701–707.

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