International Journal of Advanced Research in Engineering and Technology (IJARET), ISSN 0976 –

6480(Print), ISSN 0976 – 6499(Online) Volume 5, Issue 6, June (2014), pp. 163-170 © IAEME
163











BUILDING COMPOSITE EXPONENTIAL – BURR TYPE XII
DISTRIBUTION


Dhwyia S. Hassun
1
, Inam A.Noman
2


1
Professor, Department of Statistics, College of Administration & Economic,
University of Baghdad, Iraq
2
Department Statistics, College of Administration & Economic, University of Diyala, Iraq



ABSTRACT

This paper deals with constructing a composite probability distribution, which can be used for
representing the failure time distribution of mixed devices, and mixed component. This distribution
is called a composite exponential Burr – type XII model, it consist of exponential density up to
certain value of threshold parameter, the second is a four parameter Burr – type XII for the rest of
model, this give better fitting for data rather than single model like exponential alone or single Burr –
type XII. The ݌. ݀. ݂ of this distribution has five parameters (ߠ, ߣ, ߚ, ߪ, ߤ), according to certain
imposed conditions on the function and on its derivatives at the threshold parameter (ߤ), this help us
to find some mathematical relations between parameters, therefore the number of five unknown
parameters is reduced to two unknown parameters rather than five.
In this paper the probability density of this composite distribution is derived, also its
cumulative distribution function (C.D.F) also obtained. Finally the parameters (ߚ, ߪ) are estimated
using maximum likelihood method for ordered observations.

Keywords: Composite Distribution, Exponential Burr – Type XII, Threshold & Location Parameter
(ߤ), Shape Parameters (ߣ, ߚ), Scale Parameters (ߪ, ߠ).

1. INTRODUCTION

Sometimes the data of failure rate, or insurance claims, or the data represents some effect, are
skewed heavy tailed, it cannot represented by simple parametric probability model, so we work here
to compose a probability distribution from mixing an exponential distribution when its values
between zero and the value of threshold parameter (ߤ), the second distribution is Burr – type XII
with four parameters (Zimmer etal 1998), the composite distribution is appropriate model for
analyzing data of failure time distribution of mixed devices. Also it can be used for data with heavy
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tailed, and also for data have two shaped parameters, and two scaled parameters. The composite
distribution and also the generalized distribution have many applications to analysis failure time data
and survival data (Nelson 1982, Ortega Cancho 2006), many research conducted to evaluate the
performance of composite distribution with log Burr – type XII, and log – logistic model, which are
necessary in survival analysis (Lawless, J.F.,2003). These composite models are necessary to model,
the life timewhen the failure rate represented by some function for the next value of R.V.X.The first
section of this article contains the definition of composite distribution, and how to use some imposed
conditions to find mathematical relation between parameters and to simplify the operation of
estimating parameters. In section 2 we consider the estimate of two parameters (ߚ, ߪ) using
maximum likelihood of ordered observations.

2. DEFINITION OF COMPOSITE DISTRIBUTION

Let (ܺ) be random variable have;

݂

ሺݔሻ ൌ ߠ݁
ିఏ௫
ݔ ൐ 0 (1)

݂

ሺݔሻ ൌ
ఒ ఉ


ቂߚ ൅ቀ
௫ିఓ

ቁቃ
ିఒିଵ
ݔ ൐ ߤ ߣ ൐ 0 ߚ ൐ 0 (2)
െ∞ ൏ ߤ ൏ ∞
0 ݋/ݓ

Be a four parameter Burr XII distribution, then the composite function;

݂ሺݔሻ ൌ ൜
ܿ ݂

ሺݔሻ 0 ൏ ݔ ൑ ߤ
ܿ ݂

ሺݔሻ ߤ ൏ ݔ ൑ ∞
 
(3)

To obtain the composite ݌. ݀. ݂ and then, working on estimating it’s parameters, we can
introduce some conditions from continuity and differentiability, like first and second derivative, and
solving these condition at the threshold of distribution (ߤ), this help us to find some mathematical
relations between parameters and then to reduce the number of parameters for composite density, to
simplify method of estimating parameters.
But here we apply the conditions;
݂

ሺߤሻ ൌ ݂

ሺߤሻ
݂


ሺߤሻ ൌ ݂


ሺߤሻ (4)

Then from first condition;
݂

ሺߤሻ ൌ ݂

ሺߤሻ
We have:
ߤ݁
ିఓ


ߣ ߚ

ߪ
ߚ
ିఒିଵ

ߤ݁
ିఓ


ߣ
ߚߪ
݂݅ݎݏݐ ܿ݋݊݀݅ݐ݅݋݊
And from second condition;
݂


ሺߤሻ ൌ ݂


ሺߤሻ
Were ݂


ሺݔሻ ൌ െߤ

݁
ିఓ௫
and;
݂


ሺݔሻ ൌ
ߣ ߚ

ߪ
ሺെߣ െ1ሻ ቂߚ ൅ቀ
ݔ െߤ
ߪ
ቁቃ
ିఒିଶ
1
ߪ

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െߣሺߣ ൅1ሻ
ߪ

ߚ

ቂߚ ൅ቀ
ݔ െߤ
ߪ
ቁቃ
ିఒିଶ

݂


ሺߤሻ ൌ
െߣሺߣ ൅1ሻ
ߪ

ߚ


݂


ሺߤሻ ൌ െߤ

݁
ିఓ


The second condition reduced to;
ߣሺߣ ൅ 1ሻ
ߪ

ߚ

ൌ ߤ

݁
ିఓ


ߣሺߣ ൅1ሻ
ߪ

ߚ

ൌ ߠ

݁
ିఏఓ

After simplification, the result is;
ߠ

݁
ିఏఓ
൬1 ൅
1
ߣ
െ݁
ఏఓ
൰ ൌ 0
݁
ఏఓ
ൌ 1 ൅
1
ߣ

ߠߤ ൌ ln൬1 ൅
1
ߣ

ߣ ൬1 ൅
1
ߣ
൰ ൌ ߚߪߠ
ߣ ൌ ߚߪߠ െ1
For each value of (ߣ), (i.e), ߣ ൌ



ߚߪߠ ൌ 1.5
And for ߣ ൌ 2
ߚߪߠ ൌ 3and so on.
Since;
ߠ ൌ
ߣ ൅1
ߚߪ

And ߠߤ ൌ lnቀ1 ൅



ߠ ൌ
lnቀ1 ൅



ߤ

ߣ ൅1
ߚߪ

lnቀ1 ൅



ߤ


When the shape parameter (ߣ), of Burr type XII is known, and also the threshold parameter
(ߤ) is known we can estimate (ߚ, ߪ) by using maximum likelihood for ordered observation, then


ெ௅ா
, ߪො
ெ௅ா
) can be used to find (ߤ̂
ெ௅ா
), (because of the invariant property of maximum likelihood
estimator), but before this, the value of constant (c) must be found;
Applying the condition;
න ݂ሺݔሻ݀ݔ ൌ 1



ܿ න ݂ሺݔሻ݀ݔ ൌ 1



ܿ ቈන ݂

ሺݔሻ݀ݔ ൅ න ݂

ሺݔሻ݀ݔ




቉ ൌ 1
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ܿ ቈන
ߣ ߚ

ߪ
ቂߚ ൅ቀ
ݔ െߤ
ߪ
ቁቃ
ିఒିଵ
݀ݔ ൅න ߠ݁
ିఏ௫
݀ݔ




቉ ൌ 1
ܿ
ە
۔
ۓ
 
ߣ ߚ

ቂߚ ൅ቀ
௫ିఓ

ቁቃ
ିఒ
െߣ




 
݁
ିఏ௫



ۙ
ۘ
ۗ
ൌ 1
ܿ
ە
۔
ۓ

 
ߚ

ቂߚ ൅ ቀ
௫ିఓ

ቁቃ




െ൫݁
ି ఏఓ
െ1൯
ۙ
ۘ
ۗ
ൌ 1
ܿ ቊቈ0 ൅
ߚ

ߚ

቉ െ൫݁
ିఏఓ
െ1൯ቋ ൌ 1
ܿ൛2 െ݁
ିఏఓ
ൟ ൌ 1
ܿ ൌ
1
2 െ݁
ିఏఓ

ܿ ൌ
1
2 െ݁
ିଵ.ସ଻଻
ൌ 0.564436

Therefore the composite density from exponential and Burr – type XII becomes;

݂

ሺݔሻ ൌ ቐ
0.564436 ߠ݁
ିఏ௫
0 ൏ ݔ ൑ ߤ
0.564436
ߣ ߚ

ߪ
ቂߚ ൅ ቀ
ݔ െߤ
ߪ
ቁቃ
ିఒିଵ
ݔ ൐ ߤ
 
ሺ5ሻ
since ;ߠ ൌ
ଵ.ହ
ఉఙ
therefore;
݂

ሺݔሻ ൌ
ە
۔
ۓ
0.84665
ߚߪ
݁
ି
భ.ఱ
ഁ഑

0 ൏ ݔ ൑ ߤ
0.564436
ߣ ߚ

ߪ
ቂߚ ൅ቀ
ݔ െߤ
ߪ
ቁቃ
ିఒିଵ
ݔ ൐ ߤ
 

0 ݋/ݓ (6)

While the cumulative distribution function (ܿ. ݀. ݂) of this composite probability distribution is given
by;
݂

ሺݔሻ ൌ ൞
0.56443 ൬1 െ݁
ି
భ.ఱ
ഁ഑

൰ 0 ൑ ݔ ൑ ߤ
1 െ 0.564436 ߚ

ቂߚ ൅ቀ
௫ିఓ

ቁቃ
ିఒ
ߤ ൑ ݔ ൑ ∞
 
(7)

After the definition of composite distribution, we work now on the estimation of parameters.

3. PARAMETER ESTIMATION

3.1 Percentile Method
The parameter (ߠ ൌ
ଵ.ହ
ఉఙ
) can be estimated as the ݌
௧௛
percentile where;

݌ ൌ ܨሺߠሻ (8)
International Journal of Advanced Research in Engineering and Technology (IJARET), ISSN 0976 –
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167

݌ ൌ 0.56443 ൬1 െ݁
ି
భ.ఱ
ഁ഑
ఉఙ
൰ ؆ 0.4385
Then for ݌ ൌ ܨሺߠሻ we have;

0.4385 ൌ 0.56443 ൬1 െ݁
ି
భ.ఱ
ഁ഑

൰ (8*)

Giving initial values for (ߚ, ߪ) and solving (8*) we can find (ߠ

) percentile estimator, also
from the relation (ߠ ൌ
ଵ.ହ
ఉఙ
), one can obtain an initial estimator either for (ߚ

) or for (ߪො) numerically.
Now we explain how to obtain maximum likelihood estimator from ordered observation;
[(ݔ

൑ ݔ

൑ ݔ

൑ ڮ ൑ ݔ

)] taken from composite ݌. ݀. ݂ (6).

3.2 Maximum Likelihood Method
To obtain the maximum likelihood estimator’s of parameters, of composite distribution,
obtained from exponential and Burr type XII (with four parameters), first of all we must arrange the
sample observation (ݔ

, ݔ

, ݔ

, …, ݔ

) as (ݔ

൑ ݔ

൑ ݔ

൑ ڮ ൑ ݔ

) be an ordered statistics sample
from the composite exponential Burr type XII, we assume the unknown parameter (ߠ ൌ ߪߚ) lies
between ݉
௧௛
observations and ሺ݉൅1ሻ
௧௛
observations, i.e;

ݔ

൑ ߠ

൑ ݔ
௠ାଵ


ߠ

ൌ ሺ1 െ݄ሻݔ

൅݄ݔ
௠ାଵ
(9)

With;
݉ ൌ ሾሺ݊ ൅1ሻ݌ሿ
݄ ൌ ሺ݊ ൅1ሻ݌ െ݉

Then (ߠ

) is percentile estimator depend on (݌, ݉, ݄) can be used to estimate (ߪ) or (ߚ) from;

ߠ


ଵ.ହ


ఙෝ
(10)

When (ߠ

) computed from (8), it can be used in equation (10) to obtain an initial estimate either of (ߚ

)
or (ߪො), this is necessary to simplify the estimator’s obtained from the following (MLE) method.
Let (ݔ

൑ ݔ

൑ ݔ

൑ ڮ ൑ ݔ

) be an ordered statistics sample from the composite exponential Burr
type XII defined in (6). In order to evaluate the likelihood function we must have an idea of where
the unknown parameter (ߠ), assume it is between[ݔ

and ݔ
௠ାଵ
, ݔ

൑ ߠ ൑ ݔ
௠ାଵ
].
The likelihood function is;

ܮሺݔ

, ݔ

, ݔ

, …, ݔ

, ߠሻ ൌ ෑ݂ሺݔ



௜ୀଵ
ෑ ݂ሺݔ



௜ୀ௠ାଵ


Therefore;
ܮሺݔ

, ݔ

, ݔ

, …, ݔ

, ߠሻ ൌ ൬
0.84665
ߚߪ


݁
ି
భ.ఱ
ഁ഑
∑ ௫


೔శభ


ሺ0.564436ሻ
௡ି௠

ఒ ఉ



௡ି௠
∏ ቂߚ ൅ቀ


ିఓ

ቁቃ
ିఒିଵ

௜ୀ௠ାଵ
…(11)
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Taking logarithm of L;
log ܮ ൌ െ݉logሺߪߚሻ െ
1.5
ߚߪ
෍ݔ


௜ାଵ
൅ሺ݊ െ݉ሻ log ቆ
ߣ ߚ

ߪ


െሺߣ ൅1ሻ ∑ log ቂߚ ൅ቀ


ିఓ

ቁቃ

௜ୀ௠ାଵ
…(12)

After simplifying equation (12), we have;
െ݉logሺߪሻ െ ݉logሺߚሻ െ 1.5ሺߚߪሻ
ିଵ
෍ݔ


௜ୀଵ


൅ሺ݊ െ݉ሻሾlogሺߣሻ ൅ߣ logሺߚሻ െlogሺߪሻሿ

െሺߣ ൅1ሻ ∑ log ቂߚ ൅ቀ


ିఓ

ቁቃ

௜ୀ௠ାଵ
…(13)

From deriving equation (13) with respect to (ߚ, ߪ, ߣ), we can obtain the maximum likelihood
estimator for (ߚ, ߪ, ߣ) as;
log ܮ ൌ െ݉log ߪ െ݉log ߚ െ1.5
݉ݔ
ߪߚ

൅ሺ݊ െ݉ሻሾlog ߣ ൅ߣ log ߚ െlog ߪሿ
െሺߣ ൅1ሻ ෍ log ቂߚ ൅ቀ
ݔ

െߤ
ߪ
ቁቃ

௜ୀ௠ାଵ


߲ log ܮ
߲ߪ
ൌ െ
݉
ߪ
൅1.5
ሺߚሻ
ିଵ
∑ ݔ


௜ୀଵ
ߪ


ሺ݊ െ݉ሻ
ߪ

െሺߣ ൅1ሻ ∑

ቂఉାቀ


షഋ

ቁቃ

௜ୀ௠ାଵ
ቂെ




ቃ …(14)

From
డ ୪୭୥௅
డఙ
ൌ 0

݉
ߪ
൅1.5
ሺߚሻ
ିଵ
∑ ݔ


௜ୀଵ
ߪ


ሺ݊ െ݉ሻ
ߪ

െሺߣ ൅ 1ሻ ෍
1
ቂߚ ൅ቀ


ିఓ

ቁቃ

௜ୀ௠ାଵ
ቂെ
ݔ

ߪ

ቃ ൌ 0

1.5
ߚ
෍ݔ


௜ୀଵ
൅ሺߣ ൅1ሻ ෍
ݔ

ቂߚ ൅ ቀ


ିఓ

ቁቃ

௜ୀ௠ାଵ
ൌ ݊ߪ
Hence;
ߪො
ெ௅ா




ଵ.ହ


∑ ݔ


௜ୀଵ
൅൫ߣ

൅1൯ ∑


ቂఉ

ାቀ


షഋ
഑ෝ
ቁቃ

௜ୀ௠ାଵ
ቋ …(15)

Which is an implicit function of (ߪො), and (ߚ

).

International Journal of Advanced Research in Engineering and Technology (IJARET), ISSN 0976 –
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Since we consider (ߣ) known then (ߪො
ெ௅ா
) can be obtained from (15), and (ߚ

) can be obtained from
(16) simultaneously and numerically;

߲ log ܮ
߲ߚ
ൌ െ
݉
ߚ
൅1.5
∑ ݔ


௜ୀଵ
ߚ

ߪ


ߣሺ݊ െ݉ሻ
ߚ

െሺߣ ൅1ሻ ෍
1
ቂߚ ൅ ቀ


ିఓ

ቁቃ

௜ୀ௠ାଵ
ሺ1ሻ

Putting
డ ୪୭୥ ௅
డఉ
ൌ 0 ฺ
ߚ

ெ௅ா

ିଵ.ହ
∑ ೣ


೔సభ
഑ෝ
ାሺఒ

ାଵሻ ∑ ቂఉ

ାቀ


షഋෝ
഑ෝ
ቁቃ
షభ

೔స೘శభ


௡ି௠ሺఒ

ାଵሻ
(16)

Which is also an implicit function can be solved numerically.
Then from equation (15) and (16) where (ߣ & ߤ) are known, ߪො
ெ௅ா
, ߚ

ெ௅ா
depend on order
observation ∑ ݔ


௜ୀଵ
also observations from (݉൅1) to (n), for given initial values of (ߚ, ߪ), we can
solve equation (12) and (13) using any numerical method like Newton Raphson iterative method and
simultaneously to obtain ߪො
ெ௅ா
, ߚ

ெ௅ா
then since;
ߠ


1.5
ߚ

ߪො

So it is obtained depend on (ߚ,

ߪො) invariant property for M.L.E.

CONCLUSION

1. The composite distribution is necessary for study the data of failure time for system of different
independent component.
2. The composite distribution is better fitting model than exponential alone, or Burr type XII
alone.
3. The imposed condition on the values of functions and values of derivative of these function,
help in reducing the number of five unknown parameters (ߚ, ߪ, ߠ, ߣ, ߤ) to two unknown
parameters (ߚ, ߪ), which are estimated using maximum likelihood of ordered observation.
4. We can impose another condition using second derivative.

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