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Properties of the Bayes estimators are studied for Lomax model in the present article. Both known as unknown case of scale parameter are consider here for obtaining the Bayes estimators of shape parameter. A Right item failure censored data from the proposed model is considered and the performances of the procedures are illustrated by simulation technique.

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Model

Gyan Prakash

Department of Community Medicine

S. N. Medical College, Agra, U. P., India

ggyanji@yahoo.com

Abstract

Properties of the Bayes estimators are studied for Lomax

model in the present article. Both known and unknown case

of scale parameter are consider here for obtaining the Bayes

estimators of shape parameter. A Right item failure censored

data from the proposed model is considered and the

performances of the procedures are illustrated by simulation

technique.

Prakash & Singh (2013) presented some Bayes

prediction length of intervals for the Pareto model.

Loss Function; Right Item Failure Censoring

comparative study between two different asymmetric

loss functions. The Bayes estimators for shape

parameter are obtained here when scale parameter is

considered to be known as well as unknown. A Right

Item-failure censoring criterion is used for the

estimation and the illustration of the procedures, a

simulation study are carried out.

Introduction

provide a very flexible family of fattailed

distributions, which may be used as a model for the

income distribution of higher income group. The

Pareto model plays an important role in socio

economic studies. It is often used as a model to

analyse areas including city population distribution,

stock price fluctuation, oil field locations and military

areas. The Pareto distribution has a decreasing failure

rate, so it has been used for model survival after some

medical procedures (the ability to survive for a longer

time appears enhanced, one survives longer after

certain medical procedures).

Lomax model is given as

Keywords

distribution as a potential model for life testing

problems. This distribution has established its

important role in variety of other problems such as

size of cities and firms (Steindle, 1965), business

mortality (Lomax, 1954), service time in queuing

system (Harries, 1967). Freiling (1966) applied the

Pareto law to study the distributions of nuclear

particles. Harries (1968) used this distribution in

determining times of maintenance service while Dyer

(1981) found that the two-parameter Pareto

distribution transformation is equivalent to the twoparameter exponential distribution. Madi & Raqab

(2004) considered the Pareto distribution as the

f ( x ; , =

) ( x + ) ( + 1) ; x 0, > 0, > 0. (2.1)

Here, is known as the shape parameter and be the

scale parameter. The given model (2.1) is newly

proposed Lomax distribution which is the result of

mixture of Exponential distribution with the

parameter , and the parameter is distributed as

the Gamma distribution with parameters and .

In life testing, the observations usually occurred in

ordered manner such a way that weakest items fail

first and then the second one and so on. Let us

suppose that, the n items are put to test under the

model (2.1) without replacement. In which only

ordered m( n) items are fully measure, while the

remaining (n m) items are censor. These (n m)

censored lifetimes will be order separately. This

process is called as the Right Item failure-censoring

scheme.

Now, let us consider a sequence of independent

random sample of size n such as x (1) ,

All n items are put to test without replacement and

first m (x (1) ,x (2) ,...,x (m 1) , x (m) ) items are fully

23

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(n m)

(x (m + 1) ,x (m + 2) ,...,x (n) )

function is thus obtained as

L ( ,|x ) f (x i ;,)

=i 1

L ( ,|x ) m n exp (

(1 F (x i ;,) )

=i m +1

(2.2)

T1 T0 ) ,

where

=

T1

log ( x (i) +=

n

i=1

i=1

density for parameter is taken as a Gamma

distribution with probability density function

e

; > 0, > 0, > 0.

()

=

g()

(2.3)

( |x ) =

L (|x) g ( )

L (|x) g ( ) d

the most commonly used loss function, squared error

loss function (SELF) is in appropriate in many

situations. The Bayes estimator of a parameter under

SELF is the posterior mean. If SELF is taken as a

measure of inaccuracy then the resulting risk is often

too sensitive to the assumptions about the behaviour

of the tail of the probability distribution. To overcome

this difficulty, a useful asymmetric loss function based

on the squared error loss function is defined for any

estimate corresponding to the parameter as

( )

(3.1)

.

2

The loss function defined in (3.1) is known as the

invariant squared error loss function (ISELF). The

Bayes estimator for parameter corresponding to

ISELF under the posterior ( |x) is obtained as

L ,

( ) E ( )

m+

=

I

where T m = T 1 + n log .

1

(2.5)

g1 ( ,)

= g ( ) ; 0 , > 0 .

Here, we are not going to debate or justify the

questions of the proper choice of the prior distribution.

For situations where life tester has no prior

information about the parameter, they may use the

quasi-density prior. Therefore, we consider here a

diffuse prior.

is thus obtained as

L ( ,|x) g1 ( ,)

L ( ,|x) g1 ( ,) d d

m + 1 e T m e T 0

1 ( , |x ) =

;

(m + )

(m + )

(2.6)

d .

=0

Case 1: Invariant Squared Error Loss Function (ISELF)

The choice of the loss function may be crucial in

24

1

( |x) d

=

( |x) d

2

m+2

.

Tm

(3.2)

variable, the joint prior density function for both

parameters and is taken as

where = e T 0 ( T m )

I = E 1

( Tm )

( |x) =

m + 1 e T m ; (2.4)

(m + )

1 ( ,|x ) =

( )

=

under ISELF is

( )

((T ) )

((T ) ) + 1.

2

R I I = (m + 2) 2 E (Tm )

2 (m + 2) E (Tm )

( )

(3.3)

Section 4 for studying the properties of the Bayes

estimator.

Case 2: LINEX Loss Function (LLF)

When positive and negative errors have different

consequences, the use of squared error loss function

(SELF) in Bayesian estimation may not be appropriate.

In addition, in some estimation problems

overestimation

is

more

serious

than

the

underestimation, or vice-versa. To deal with such

cases, a useful and flexible class of asymmetric loss

function (LINEX loss function (LLF)) is given as

L ( ) = e a a 1 ; = .

The shape parameter of the LLF is denoted by 'a' and

be any estimate of the parameter . The negative

overestimation (underestimation) and its magnitude

reflect the degree of asymmetry. It is also seen that, for

overestimation being costly than underestimation. For

small values of |a|, the LLF is almost symmetric and

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TABLE 1: RISK OF THE BAYES ESTIMATOR

KNOWN

n = 15

obtained as

( )

(m + ) E (Tm )

{ ln (

1 + aTm 1

estimator for the shape parameter (when scale

parameteris known) a simulation study has been

performed. The random samples are generated as

follows:

1. Generate through prior density g ( ) for the

selected set of prior parameters and as ( , ) =

parametric values meet the criterion that the prior

variance should be unity.

2. Using obtained from (1) with considered values of

= 0.50(0.50)2.50; to generate 10,000 random samples

of size n = 15 from the model (2.1).

decreases for other fixed parametric values.

6. The Bayes risk for L under LLF is obtained for a =

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

2.00 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

1.00 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

0.50 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

Known)

3.4515

2.6929

2.1960

2.7500

1.7506

1.7279

2.6269

1.7339

1.4535

3.2934

2.5696

2.0954

2.6240

1.6704

1.6488

2.5066

1.6545

1.3869

3.0767

2.4005

1.9575

2.4513

1.5605

1.5403

2.3417

1.5456

1.2956

2.8165

2.1975

1.7919

2.2440

1.4285

1.4100

2.1436

1.4149

1.1860

n = 15

a m

Section for studying the properties of the Bayes

estimator L .

3.5385

2.7608

2.2513

2.8193

1.7947

1.7714

2.6931

1.7776

1.4901

KNOWN

(3.5)

)} + a 1.

( ) does not exist. A

the selected set of censored sample size m = 05,08,12;

and presented in Table 1.

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

1

L = ln e a ( |x) d

a

m

+

(3.4)

=

L

.

ln 1 +

T

a

m

L under LLF IS

m+

R L L= e a E (Tm ) 1 +

T

m

2.7648

2.1573

1.7591

2.2030

1.4024

1.3841

2.0929

1.3323

1.3149

2.5433

1.9845

1.6182

2.0266

1.2900

1.2732

1.9253

1.2255

1.2096

2.3395

1.8255

1.4885

1.8642

1.1866

1.1713

1.7710

1.1273

1.1127

2.6968

2.1043

1.7159

2.1488

1.3679

1.3501

2.0415

1.2996

1.2826

2.4808

1.9357

1.5784

1.9768

1.2583

1.2419

1.8780

1.1954

1.1799

2.2820

1.7806

1.4519

1.8184

1.1574

1.1425

1.7275

1.0996

1.0853

2.5733

2.0079

1.6373

2.0504

1.3052

1.2883

1.9480

1.2401

1.2239

2.3672

1.8470

1.5061

1.8863

1.2007

1.1850

1.7920

1.1406

1.1259

2.1775

1.6990

1.3854

1.7351

1.1044

1.0902

1.6484

1.0492

1.0356

2.4040

1.8758

1.5296

1.9155

1.2193

1.2035

1.8198

1.1585

1.1434

2.2114

1.7255

1.4070

1.7622

1.1217

1.1070

1.6741

1.0655

1.0518

2.0342

1.5872

1.2942

1.6209

1.0317

1.0185

1.5399

0.9802

0.9675

2.2007

1.7171

1.4002

1.7535

1.1162

1.1017

1.6659

1.0605

1.0467

2.0244

1.5796

1.2880

1.6132

1.0268

1.0134

1.5325

0.9754

0.9628

1.8621

1.4530

1.1847

1.4838

0.9444

0.9324

1.4097

0.8973

0.8857

those of the estimator . Further, the increasing trend

I

the increment in magnitude is nominal.

8. The risk magnitude of the Bayes estimator L

(under LLF) is smaller than that of the Bayes estimator

(under ISELF). Hence, the Bayes risk of the

I

presented in the Table 3. It is also noted that the risk

25

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smaller than that of the Bayes estimator . Other

I

I1 =

( m + 2)

; =

( )

2.9932

2.3354

1.9044

2.3850

1.5182

1.4984

2.2658

1.4424

1.4235

2.7533

2.1484

1.7519

2.1940

1.3965

1.3784

2.0843

1.3268

1.3095

2.5328

1.9763

1.6115

2.0181

1.2846

1.2680

1.9173

1.2204

1.2046

2.8561

2.2284

1.8172

2.2758

1.4487

1.4298

2.1620

1.3763

1.3583

2.6272

2.0500

1.6717

2.0935

1.3325

1.3153

1.9888

1.2660

1.2495

2.4168

1.8858

1.5377

1.9257

1.2258

1.2099

1.8295

1.1645

1.1494

2.6682

2.0818

1.6976

2.1260

1.3534

1.3357

2.0197

1.2857

1.2689

2.4543

1.9151

1.5617

1.9557

1.2448

1.2288

1.8579

1.1827

1.1673

2.2578

1.7617

1.4365

1.7990

1.1451

1.1303

1.7091

1.0879

1.0738

2.4425

1.9057

1.5540

1.9462

1.2389

1.2227

1.8489

1.1770

1.1616

2.2467

1.7531

1.4296

1.7903

1.1395

1.1249

1.7008

1.0827

1.0686

2.0668

1.6127

1.3150

1.6468

1.0482

1.0347

1.5645

0.9959

0.9830

( )

2 ( |,x) d

26

m+1

T

T

e m e 0 d d

(m + )

m+1

T

T

e m e 0 d d

(m + )

) +1

(5.2)

(5.3)

, corresponding to the LLF is given as

1

m+1

L1 = ln e a

e Tm e T 0 d d

(m + )

a

1

m T 0

L1 =

ln ( Tm + a )

e d

a

(5.4)

1

1

m T 0

a

R L L

e

E (Tm ) ( Tm + a )

e

d

=

m T 0

e d + a 1.

+ E (Tm ) ln ( Tm + a )

(5.5)

m+1

2 ( |,x) = e Tm e T 0 d .

(m + )

The Bayes estimator of the shape parameter

corresponding to the posterior density 2 ( |,x) when

2 ( |,x) d

2 ( |,x) = 1 ( ,|x) d

a (m + 2) E (Tm ) ( ) + a 1.

for the parameters is obtained as

R L L

e a E (Tm ) ea (m + 2)

=

(5.1)

.

d

and

( Tm ) m + 2

2 (m + 2) E (Tm ) 1 ( )

I1 =

T0

2

R I II = (m + 2) 2 E (Tm ) 2 ( )

3.0686

2.3943

1.9524

2.4451

1.5565

1.5362

2.3229

1.4787

1.4594

2.8227

2.2025

1.7960

2.2493

1.4317

1.4131

2.1368

1.3602

1.3425

2.5966

2.0261

1.6521

2.0690

1.3170

1.3000

1.9656

1.2512

1.2350

I1

n = 15

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

2.00 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

1.00 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

0.50 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

( Tm ) m +1 d

estimator under ISELF and LLF is

KNOWN

T0

a m

( )

The close forms of the risk under the ISELF and LLF

for both Bayes estimator again do not exist. To study

the properties of the Bayes estimators, a simulation

study has been performed in next section.

Remark

The magnitude of risk for the Bayes estimator I

(known scale parameter case) under the risk criteria

ISELF is higher than that under LLF. Hence, in the

case when scale parameter is considered to be random

variable, the risk for Bayes estimator is obtained

I1

Numerical Analysis (Unknown Scale

Parameter)

When both parameters are considered as the random

variable, a simulation study also has been carried out

for studying the properties of Bayes estimators as:

1. The values of have been generated for the similar

set of values of the prior parameters and consider

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in Section 4.

2. Generate a random value of from the uniform

U ( 0, 1/ ) for the given values of prior parameter

TABLE 4: RISK OF THE BAYES ESTIMATOR

UNKNOWN

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

n = 15

= 5.00 = 2.00 = 1.00 = 0.50 = 0.10

3.7322

2.9120

2.3746

2.9737

1.8930

1.8684

2.8405

1.8749

1.5717

3.6405

2.8404

2.3162

2.9006

1.8465

1.8225

2.7707

1.8288

1.5331

3.4738

2.7103

2.2101

2.7677

1.7619

1.7390

2.6438

1.7450

1.4629

3.2452

2.5320

2.0647

2.5856

1.6460

1.6246

2.4698

1.6302

1.3666

2.9707

2.3178

1.8901

2.3669

1.5068

1.4872

2.2609

1.4923

1.2510

KNOWN

n = 15

a

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

2.00 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

1.00 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

0.25, 0.50

05 04, 02

09, 03

0.25, 0.50

0.50 08 04, 02

09, 03

0.25, 0.50

12 04, 02

09, 03

3.0434

2.3747

1.9364

2.4250

1.5437

1.5236

2.3038

1.4665

1.4474

2.7996

2.1845

1.7813

2.2308

1.4200

1.4015

2.1193

1.3490

1.3315

2.5752

2.0094

1.6385

2.0520

1.3062

1.2893

1.9495

1.2409

1.2248

2.9686

2.3163

1.8888

2.3654

1.5058

1.4861

2.2472

1.4305

1.4118

2.7308

2.1308

1.7375

2.1760

1.3851

1.3671

2.0672

1.3158

1.2988

2.5119

1.9600

1.5982

2.0016

1.2741

1.2576

1.9016

1.2104

1.1947

2.8326

2.2102

1.8023

2.2571

1.4368

1.4180

2.1443

1.3650

1.3471

2.6057

2.0332

1.6579

2.0763

1.3217

1.3045

1.9725

1.2555

1.2393

2.3968

1.8702

1.5250

1.9099

1.2157

1.2000

1.8145

1.1550

1.1400

2.6462

2.0648

1.6837

2.1086

1.3423

1.3247

2.0032

1.2752

1.2585

2.4342

1.8994

1.5488

1.9397

1.2347

1.2187

1.8427

1.1729

1.1578

2.2391

1.7471

1.4247

1.7842

1.1357

1.1210

1.6951

1.0790

1.0650

2.4224

1.8902

1.5413

1.9303

1.2288

1.2127

1.8338

1.1673

1.1521

2.2283

1.7387

1.4178

1.7756

1.1303

1.1156

1.6868

1.0737

1.0599

2.0497

1.5993

1.3042

1.6333

1.0396

1.0262

1.5517

0.9877

0.9749

obtained in steps (1) & (2), we generate the 10,000

random samples of size n = 15 form the model (2.1).

4. For the similar set of selected values of m and 'a'

(Section 4), the risk corresponding to the Bayes

estimator is obtained and presented in the Tables 46

respectively.

properties of the Bayes estimator are similar to those

of the corresponding Bayes estimators obtained when

scale parameter is known.

6. The magnitude of the risk is wider than that in the

case of known scale parameter. However, the

difference between the risk magnitude of

corresponding to Bayes estimator in both known and

unknown case of scale parameter is least.

7. Again it is noted that the magnitude of risk under

the LLF is robust corresponding to the risk criterion

ISELF.

TABLE 6: RISK OF THE BAYES ESTIMATOR

KNOWN

n = 15

a m ,

02, 0.50

05 04, 0.25

08, 0.125

02, 0.50

2.00 08 04, 0.25

08, 0.125

02, 0.50

12 04, 0.25

08, 0.125

02, 0.50

05 04, 0.25

08, 0.125

02, 0.50

1.00 08 04, 0.25

08, 0.125

02, 0.50

12 04, 0.25

08, 0.125

02, 0.50

05 04, 0.25

08, 0.125

02, 0.50

0.50 08 04, 0.25

08, 0.125

02, 0.50

12 04, 0.25

08, 0.125

3.4058

2.6574

2.1669

2.7138

1.7275

1.7050

2.5781

1.6412

1.6198

3.1328

2.4445

1.9933

2.4964

1.5890

1.5684

2.3716

1.5097

1.4900

2.8819

2.2487

1.8336

2.2963

1.4617

1.4428

2.1816

1.3887

1.3707

3.3221

2.5921

2.1136

2.6471

1.6850

1.6631

2.5147

1.6009

1.5800

3.0558

2.3844

1.9443

2.4350

1.5499

1.5298

2.3133

1.4726

1.4534

2.8111

2.1934

1.7885

2.2399

1.4258

1.4073

2.1280

1.3546

1.3370

3.1699

2.4734

2.0168

2.5259

1.6078

1.5869

2.3995

1.5276

1.5076

2.9158

2.2752

1.8552

2.3235

1.4789

1.4597

2.2073

1.4052

1.3868

2.6823

2.0929

1.7066

2.1373

1.3605

1.3428

2.0305

1.2926

1.2758

2.9613

2.3106

1.8841

2.3597

1.5020

1.4825

2.2416

1.4271

1.4084

2.7239

2.1255

1.7331

2.1706

1.3816

1.3636

2.0621

1.3127

1.2955

2.5058

1.9552

1.5943

1.9967

1.2710

1.2544

1.8969

1.2075

1.1918

2.7108

2.1152

1.7247

2.1601

1.3750

1.3571

2.0520

1.3064

1.2893

2.4935

1.9457

1.5865

1.9870

1.2647

1.2483

1.8877

1.2017

1.1859

2.2939

1.7898

1.4595

1.8278

1.1635

1.1483

1.7365

1.1054

1.0910

Conclusions

For the study of Bayes estimator under the Right-Item

failure censoring criterion, Lomax model is considered

here as the underlying model. The proposed Lomax

distribution is the result of the mixture of distribution.

Under considered censoring scheme, the Bayes

estimator is obtained for the shape parameter under

two different loss functions for both known and

unknown case of scale parameter. A simulation has

been carried out for study the performances of the

procedures.

27

www.srl-journal.org

corresponding to the entire estimator is least under the

asymmetric loss function LLF; and that the difference

in risk magnitude between the corresponding

estimators under both the case is robust. The

magnitude of the estimate is closer as censored sample

size increases.

rate.Navel Research Logistics Quarterly, 14, 219-230.

Harris, C. M. (1968).The Pareto distribution as a Queue

discipline. Operations Research, 16, 307-313.

Lomax, K. S. (1954). Business failures. Another example of

the analysis of failure data. Journal of the American

Statistical Association, 49, 847852.

ACKNOWLEDGEMENT

their suggestions which had improved significantly

the earlier draft of the manuscript.

REFERENCES

law as a model for progressively censored survival

data.Biometrika, 66, 299-306.

Dyer, D. (1981). Structural probability bounds for the strong

Pareto law. Canadian Journal of Statistics, 9, 71-77.

Freiling, E. C. (1966). A comparison of the fallout mass-size

distributions calculated by lognormal and power-law

models.U.S. Naval Radiological Defence Laboratory, San

Francisco.

28

temperature

records

using

the

Pareto

model.

Prakash, G. and Singh, D. C. (2013).Bayes prediction

intervals for the Pareto model. Journal of Probability and

Statistical Science, 11(1), 109-122.

Steindle, J (1965). Random processes and the growth of firms,

a study of the Pareto law. New York, Heffner.

Gyan Prakash: Presently working as an Assistant Professor

in Statistics, in the department of Community Medicine, S. N.

Government Medical College, Agra, U. P., India. His

interests are in methods based on classical inference and

testing (probabilistic concepts), data assimilation and

decision-based processes. Prakash holds M.Sc. degree and

Ph. D. in Statistics. His current interest is on Bayesian

analysis and data simulation.

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