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**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

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: http://www.iaeme.com/IJARET.asp

Journal Impact Factor (2014): 7.8273 (Calculated by GISI)

www.jifactor.com

IJARET

© I A E M E

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

164

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;

݂

ଵ

ሺݔሻ ൌ ߠ݁

ିఏ௫

ݔ 0 (1)

݂

ଶ

ሺݔሻ ൌ

ఒ ఉ

ഊ

ఙ

ቂߚ ቀ

௫ିఓ

ఙ

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

ܿ ݂

ଵ

ሺݔሻ 0 ൏ ݔ ߤ

ܿ ݂

ଶ

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;

݂

ଵ

ሺߤሻ ൌ ݂

ଶ

ሺߤሻ

݂

ଵ

′

ሺߤሻ ൌ ݂

ଶ

′

ሺߤሻ (4)

Then from first condition;

݂

ଵ

ሺߤሻ ൌ ݂

ଶ

ሺߤሻ

We have:

ߤ݁

ିఓ

మ

ൌ

ߣ ߚ

ఒ

ߪ

ߚ

ିఒିଵ

ߤ݁

ିఓ

మ

ൌ

ߣ

ߚߪ

݂݅ݎݏݐ ܿ݊݀݅ݐ݅݊

And from second condition;

݂

ଵ

′

ሺߤሻ ൌ ݂

ଶ

′

ሺߤሻ

Were ݂

ଵ

′

ሺݔሻ ൌ െߤ

ଶ

݁

ିఓ௫

and;

݂

ଶ

′

ሺݔሻ ൌ

ߣ ߚ

ఒ

ߪ

ሺെߣ െ1ሻ ቂߚ ቀ

ݔ െߤ

ߪ

ቁቃ

ିఒିଶ

1

ߪ

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

165

െߣሺߣ 1ሻ

ߪ

ଶ

ߚ

ఒ

ቂߚ ቀ

ݔ െߤ

ߪ

ቁቃ

ିఒିଶ

݂

ଶ

′

ሺߤሻ ൌ

െߣሺߣ 1ሻ

ߪ

ଶ

ߚ

ଶ

݂

ଵ

′

ሺߤሻ ൌ െߤ

ଶ

݁

ିఓ

మ

The second condition reduced to;

ߣሺߣ 1ሻ

ߪ

ଶ

ߚ

ଶ

ൌ ߤ

ଶ

݁

ିఓ

మ

ߣሺߣ 1ሻ

ߪ

ଶ

ߚ

ଶ

ൌ ߠ

ଶ

݁

ିఏఓ

After simplification, the result is;

ߠ

ଶ

݁

ିఏఓ

൬1

1

ߣ

െ݁

ఏఓ

൰ ൌ 0

݁

ఏఓ

ൌ 1

1

ߣ

ߠߤ ൌ ln൬1

1

ߣ

൰

ߣ ൬1

1

ߣ

൰ ൌ ߚߪߠ

ߣ ൌ ߚߪߠ െ1

For each value of (ߣ), (i.e), ߣ ൌ

ଵ

ଶ

ߚߪߠ ൌ 1.5

And for ߣ ൌ 2

ߚߪߠ ൌ 3and so on.

Since;

ߠ ൌ

ߣ 1

ߚߪ

And ߠߤ ൌ lnቀ1

ଵ

ఒ

ቁ

ߠ ൌ

lnቀ1

ଵ

ఒ

ቁ

ߤ

ߣ 1

ߚߪ

ൌ

lnቀ1

ଵ

ఒ

ቁ

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

(ߚ

መ

ொ

, 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 ݂

ଶ

ሺݔሻ݀ݔ න ݂

ଵ

ሺݔሻ݀ݔ

∞

∞

ൌ 1

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

166

ܿ ቈන

ߣ ߚ

ఒ

ߪ

ቂߚ ቀ

ݔ െߤ

ߪ

ቁቃ

ିఒିଵ

݀ݔ න ߠ݁

ିఏ௫

݀ݔ

ఓ

∞

ఓ

ൌ 1

ܿ

ە

۔

ۓ

ߣ ߚ

ఒ

ቂߚ ቀ

௫ିఓ

ఙ

ቁቃ

ିఒ

െߣ

൪

ఓ

∞

െ

݁

ିఏ௫

൧

ఓ

ۙ

ۘ

ۗ

ൌ 1

ܿ

ە

۔

ۓ

െ

ߚ

ఒ

ቂߚ ቀ

௫ିఓ

ఙ

ቁቃ

ఒ

൪

ఓ

∞

െ൫݁

ି ఏఓ

െ1൯

ۙ

ۘ

ۗ

ൌ 1

ܿ ቊቈ0

ߚ

ఒ

ߚ

ఒ

െ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

ఒ

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

ഁ

௫

0 ൏ ݔ ߤ

0.564436

ߣ ߚ

ఒ

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

ഁ

௫

൰ 0 ݔ ߤ

1 െ 0.564436 ߚ

ఒ

ቂߚ ቀ

௫ିఓ

ఙ

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 –

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

167

ൌ 0.56443 ൬1 െ݁

ି

భ.ఱ

ഁ

ఉఙ

൰ ؆ 0.4385

Then for ൌ ܨሺߠሻ we have;

0.4385 ൌ 0.56443 ൬1 െ݁

ି

భ.ఱ

ഁ

ఏ

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

መ

) or for (ߪො) numerically.

Now we explain how to obtain maximum likelihood estimator from ordered observation;

[(ݔ

ଵ

ݔ

ଶ

ݔ

ଷ

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

ଵ

, ݔ

ଶ

, ݔ

ଷ

, …, ݔ

) as (ݔ

ଵ

ݔ

ଶ

ݔ

ଷ

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 ሺ݉1ሻ

௧

observations, i.e;

ݔ

ߠ

ݔ

ାଵ

ߠ

ൌ ሺ1 െ݄ሻݔ

݄ݔ

ାଵ

(9)

With;

݉ ൌ ሾሺ݊ 1ሻሿ

݄ ൌ ሺ݊ 1ሻ െ݉

Then (ߠ

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

ߠ

ൌ

ଵ.ହ

ఉ

ఙෝ

(10)

When (ߠ

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

መ

)

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

Let (ݔ

ଵ

ݔ

ଶ

ݔ

ଷ

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

ଵ

, ݔ

ଶ

, ݔ

ଷ

, …, ݔ

, ߠሻ ൌ ෑ݂ሺݔ

ሻ

ୀଵ

ෑ ݂ሺݔ

ሻ

ୀାଵ

Therefore;

ܮሺݔ

ଵ

, ݔ

ଶ

, ݔ

ଷ

, …, ݔ

, ߠሻ ൌ ൬

0.84665

ߚߪ

൰

݁

ି

భ.ఱ

ഁ

∑ ௫

శభ

ሺ0.564436ሻ

ି

ቀ

ఒ ఉ

ഊ

ఙ

ቁ

ି

∏ ቂߚ ቀ

௫

ିఓ

ఙ

ቁቃ

ିఒିଵ

ୀାଵ

…(11)

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

168

Taking logarithm of L;

log ܮ ൌ െ݉logሺߪߚሻ െ

1.5

ߚߪ

ݔ

ାଵ

ሺ݊ െ݉ሻ log ቆ

ߣ ߚ

ఒ

ߪ

ቇ

െሺߣ 1ሻ ∑ log ቂߚ ቀ

௫

ିఓ

ఙ

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

௫

ିఓ

ఙ

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

ଶ

െ

ሺ݊ െ݉ሻ

ߪ

െሺߣ 1ሻ ∑

ଵ

ቂఉାቀ

ೣ

షഋ

ቁቃ

ୀାଵ

ቂെ

௫

ఙ

మ

ቃ …(14)

From

డ ୪୭

డఙ

ൌ 0

െ

݉

ߪ

1.5

ሺߚሻ

ିଵ

∑ ݔ

ୀଵ

ߪ

ଶ

െ

ሺ݊ െ݉ሻ

ߪ

െሺߣ 1ሻ

1

ቂߚ ቀ

௫

ିఓ

ఙ

ቁቃ

ୀାଵ

ቂെ

ݔ

ߪ

ଶ

ቃ ൌ 0

1.5

ߚ

ݔ

ୀଵ

ሺߣ 1ሻ

ݔ

ቂߚ ቀ

௫

ିఓ

ఙ

ቁቃ

ୀାଵ

ൌ ݊ߪ

Hence;

ߪො

ொ

ൌ

ଵ

ቊ

ଵ.ହ

ఉ

∑ ݔ

ୀଵ

൫ߣ

መ

1൯ ∑

௫

ቂఉ

ାቀ

ೣ

షഋ

ෝ

ቁቃ

ୀାଵ

ቋ …(15)

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

መ

).

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

169

Since we consider (ߣ) known then (ߪො

ொ

) can be obtained from (15), and (ߚ

መ

) can be obtained from

(16) simultaneously and numerically;

߲ log ܮ

߲ߚ

ൌ െ

݉

ߚ

1.5

∑ ݔ

ୀଵ

ߚ

ଶ

ߪ

ଶ

െ

ߣሺ݊ െ݉ሻ

ߚ

െሺߣ 1ሻ

1

ቂߚ ቀ

௫

ିఓ

ఙ

ቁቃ

ୀାଵ

ሺ1ሻ

Putting

డ ୪୭

డఉ

ൌ 0 ฺ

ߚ

መ

ொ

ൌ

ିଵ.ହ

∑ ೣ

సభ

ෝ

ାሺఒ

ାଵሻ ∑ ቂఉ

ାቀ

ೣ

షഋෝ

ෝ

ቁቃ

షభ

సశభ

ఒ

ି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

መ

ொ

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

መ

ொ

then since;

ߠ

ൌ

1.5

ߚ

መ

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.

REFERENCES

[1] Ahmed A. Soliman, A. H. AbdEllah, N. A. Abou-Elheggag, A. A.Modhesh, (2011),”

Bayesian Inference and Prediction of Burr Type XII Distribution for Progressive First Failure

Censored Sampling”, Intelligent Information Management, 2011, 3, 175-185.

[2] Al – Hussaini, E. K., (1999), “Bayesian prediction under a mixture of two exponential

components model based on type I censoring”, Journal of applied statistical science,

8:173 – 185.

[3] Cooray, K. and Anand, M. (2005), “Modeling actuarial data with a composite log normal

Pareto model”, Scandinavian actuarial Journal, 5:321 – 334.

[4] Essam K. AL-Hussaini, Mohamed Hussein, (2011), “Estimation Using Censored Data from

Exponentiated Burr Type XII Population”, American Open Journal of Statistics, 2011, 1,

33-45.

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

170

[5] H. Panahi and S. Asadi, “Analysis of the type-II hybrid censored Burr type XII distribution

under LINEX loss function,” AppliedMathematical Sciences, vol. 5, no. 79, pp. 3929–3942,

2011.

[6] I. Makhdoom and A. Jafari, “Bayesian estimations on the Burrtype XII distribution using

grouped and un-grouped data,”Australian Journal of Basic and Applied Sciences, vol. 5,

no. 6, pp. 1525–1531, 2011.

[7] J.-W. Wu and H.-Y. Yu, “Statistical Inference about the Shape Parameter of the Burr Type

XII Distribution under the Failure-Censored Sampling Plan,” Applied Mathe-matics and

computation, Vol. 163, No. 1, 2005, pp. 443-482.

[8] Jong-Wuu Wu1, Wen-Chuan Lee2;_, Ching-Wen Hong3 and Sung-Yu Yeh, (2014),

“Implementing Lifetime Performance Index of Burr XII Products with Progressively type II

Right Censored Sample”, International Journal of Innovative Computing, Information and

Control Volume 10, Number 2.

[9] Navid Feroze1 and MuhammadAslam,(2012), “On Bayesian Analysis of Burr Type VII

Distribution underDifferent Censoring Schemes”, International Journal of Quality, Statistics,

and ReliabilityVolume 2012, Article ID 248146, 5 pages.

[10] Nelson, W., (1982), “Applied life data analysis”, John Wiley & Sons, New York.

[11] Ortega, E. M. M., Cancho, V.G., Bolfarine, H., (2006), “Influence diagnostics in exponential

Weibull regression models with censored data”, Statistical and operation research

transactions, 30(2), 171 – 192.

[12] R. Dasgupta, “On the distribution of burr with applications,” Sankhya B, vol. 73, pp. 1–19,

2011.

[13] S.-F. Wu, C.-C.Wu, Y.-L.Chen, Y.-R. Yu and Y. P. Lin, “Interval Estimation of a Two-

Parameter Burr-XII Dis-tribution under progressive Censoring,” Statistics, Vol. 44, No. 1,

2010, pp. 77-88.

[14] Wingo, D. R. (1983). “Maximum likelihood methods for fitting the Burr type XII distribution

to the life test data”. Biometrical J., 25, 77-84.

[15] Zimmer, W.J., Keats, J.B., Wang, F.K., (1998), “The Burr XII distribution in reliability

analysis”, Journal of Quality Technology, 30, 389 – 394.

[16] Dr. Dhwyia Salman Hassan, Nashaat Jaisam Al-Anber and Dr.Suaad Khalaf Salman,

“Building a Model for Expected Cost Function to Obtain Double Bayesian Sampling

Inspection”, International Journal of Advanced Research in Engineering & Technology

(IJARET), Volume 4, Issue 2, 2013, pp. 282 - 294, ISSN Print: 0976-6480, ISSN Online:

0976-6499.

[17] Faris M. Al-Athari, “Moment Properties of Two Maximum Likelihood Estimators of the

Mean of Truncated Exponential Distribution”, International Journal of Advanced Research

in Engineering & Technology (IJARET), Volume 4, Issue 7, 2013, pp. 258 - 265, ISSN Print:

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