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International Journal of Applied Mathematics

————————————————————–

Volume 25 No. 5 2012, 709-721

AND ITS APPLICATION

1,2,3 Departmentof Statistics and Operations Research

Faculty of Science

Kuwait University

P.O. Box 5969, Safat 13060, KUWAIT

4 Techno Economics Division

Kuwait Institute for Science and Research (KISR)

P.O. Box 24885, Safat 13109, KUWAIT

is introduced and its structural properties are investigated. These include the

compounding representation of the distribution, the shapes of the density and

hazard rate functions, the moments and quantiles as well as the limiting dis-

tributions of extreme order statistics. Maximum likelihood estimation of the

model’s parameters and their estimated asymptotic standard errors are derived

based on randomly right censored data. Application of the model to randomly

right censored real data set will be presented and compared with other com-

monly used two-parameter distributions.

Key Words: lindley distribution, maximum likelihood estimation, hazard

rate, extreme order statistics, minimal and maximal domain of attraction

§ Correspondence author

710 M.E. Ghitany, D.K. Al-Mutairi, F.A. Al-Awadhi, M.M. Al-Burais

1. Introduction

distributions, with survival function F (t), by adding a tilt parameter α giving

rise to the survival function

αF 1 (x)

F (x) = , −∞ < x < ∞, α > 0, α = 1 − α. (1)

1 − αF 1 (x)

They have noted that the method has a stability property, i.e., if the method

is applied twice, nothing new is obtained in the second time around. The

Marshall-Olkin extended distributions give a wider range of behavior of the

probability density function (p.d.f.), hazard rate function (h.r.f.) than those of

the baseline distributions from which they are derived.

For different baseline distributions, the model given by (1) has been ex-

tensively studied by various authors including Ghitany [6], Ghitany et al. [7],

Ghitany et al. [4], and Ghitany and Kotz [5].

In this paper, we introduce a new variant of Marshall-Olkin model by con-

sidering the baseline distribution to be the Lindley distribution, denoted by

L(θ), with survival function

θ

F 1 (x) = 1 + x e−θx , x > 0, θ > 0, (2)

θ+1

see see Ghitany et al. [3] for more details about this distribution. The resulted

Marshall-Olkin extended Lindley distribution, denoted by MOEL(α, θ), with

survival function

θ

α 1 + θ+1 x e−θx

F (x) = , x > 0, α, θ > 0, α = 1 − α. (3)

θ

1 − α 1 + θ+1 x e−θx

The aim of this paper is to reveal some statistical properties of the MOEL

distribution. These properties include: (i) expressing this proposed distribution

as a compounding process, (ii) shapes of the p.d.f. and h.r.f., (iii) existence of

the moments and quantiles, and (iv) the limiting distributions of order statis-

tics. Application of the proposed distribution to randomly right censored data

is presented and is compared with other commonly used two-parameter distri-

butions.

MARSHALL-OLKIN EXTENDED LINDLEY DISTRIBUTION... 711

2. Compounding

The following theorem shows that the MOEL distribution can be obtained by

the compounding argument.

( " # )

1

F (x|ψ) = exp − θ

− 1 ψ , x > 0, ψ, θ > 0,

(1 + θ+1 x)e−θx

m(ψ) = α e−α ψ , ψ > 0, α>0

Then the (unconditional) distribution of X is MOEL (α, θ).

Z ∞

F (x) = F (x|ψ) m(ψ) dψ

0

∞ θ −θx

1 − α(1 + θ+1 x)e

Z n o

=α exp − θ

ψ dψ

(1 − −θx

0 θ+1 x)e

θ −θx

α(1 + θ+1 x)e

= θ

.

1 − α(1 + θ+1 x)e−θx

given by

θ2

α θ+1 (1 + x) e−θx

f (x) = θ

, x > 0, α, θ > 0, α = 1 − α. (4)

[1 − α (1 + −θx ]2

θ+1 x)e

θ2

Note that f (0) = α(θ+1) and f (∞) = 0.

(unimodal) if

2θ 2 2θ 2

α≤ (α > ).

θ2 + 1 θ2 + 1

712 M.E. Ghitany, D.K. Al-Mutairi, F.A. Al-Awadhi, M.M. Al-Burais

αθ 2 −θx

′ (1+θ)2 e

f (x) = h i3 ψ(θ(1 + x)),

θ

1 − α(1 + θ+1 x)e−θx

where

ψ(y) = (θ + 1)(1 − y) − α (1 + y 2 )e−(y−θ) , y > θ,

with ψ(θ) = α(θ 2 + 1) − 2θ 2 and ψ(∞) = −∞.

Since ψ(y) is negative (changes sign from positive to negative) if ψ(θ) ≤

0 (ψ(θ) > 0), it follows that f (x) decreases (unimodal) if ψ(θ) ≤ 0 (ψ(θ) > 0).

This completes the proof.

f (x) is decreasing (unimodal) for θ ≥ 1 (0 < θ < 1), see Ghitany et al. [3].

Figure 1 shows the p.d.f. of the Marshall-Olkin Lindley distribution for

selected values of α and θ.

θ 2 (1+x)

θ(1+x)+1

h(x) = θ

, x > 0, α, θ > 0 (5)

1−α (1 + θ+1 x)e−θx

θ2

Note that h(0) = f (0) = α(θ+1) and h(∞) = θ.

(a) increasing if

(i) α ≥ 1 and θ > 0,

√

(ii) 0 < α ≤ 2(y(θ+1) e−θ

+1)2 e−y0

and θ < y0 , where y0 = 1 + 2,

0

1

(iii) 0 < α ≤ θ 2 +1

and θ ≥ y0 .

(b) decreasing-increasing if

(i) α ≥ θ21+1 and θ < y0 ,

(ii) α > θ21+1 and θ ≥ y0 .

MARSHALL-OLKIN EXTENDED LINDLEY DISTRIBUTION... 713

1.5

f HxL 1

0.5

0

0 1 2 3 4 5

x

(a)

0.2

0.15

f HxL

0.1

0.05

0

0 2 4 6 8 10 12

x

(b)

(–), (1, 2) (- -), (1.5, 3) (. . .) (b) (α, θ): (0.5, 0.25) (–), (1, 0.5) (- -),

(3, 0.75) (. . .).

(θ+1) e−θ 1

(c) increasing-decreasing-increasing if 2(y0 +1)2 e−y0

<α< θ 2 +1

and θ < y0 .

θ2

′ (θ+1)2

h (x) = 2 2 η(θ(x + 1)),

θ θ

1+ θ+1 x 1−α 1+ θ+1 x e−θx

714 M.E. Ghitany, D.K. Al-Mutairi, F.A. Al-Awadhi, M.M. Al-Burais

where

eθ

η(y) = 1 − α (y + 1)(y 2 + 1)e−y , y > θ.

θ+1

Note that η(θ) = 1 − α (θ 2 + 1) and η(∞) = 1.

Clearly, η(y) ≥ 0, i.e. h(x) is increasing, if α ≥ 1 and θ > 0.

For α < 1, the sign of η(y) can be determined as follows.

Case I: θ < y0 : √

Here η(y) has an absolute minimum at the point y0 = 1+ 2. Consequently,

• η(y) ≥ 0 if η(y0 ) ≥ 0, proving (a) (ii).

• η(y) changes sign from - to + if η(θ) ≤ 0, proving (b) (i).

• η(y) changes sign from + to - to + if η(θ) > 0 and η(y0 ) < 0, proving (c).

Case II: θ ≥ y0 :

Here, η ′ (y) ≥ 0, i.e. η(y) is increasing. Consequently,

• η(y) ≥ 0 if η(θ) ≥ 0, proving (a) (iii).

• η(y) changes sign from - to + if η(θ) < 0, proving (b) (ii).

h(x) is increasing with h(0) = θ 2 /(θ + 1) and h(∞) = θ, see Ghitany et al. [3].

Figure 2 shows the h.r.f. h(x) of the MOE Lindley distribution for selected

values of α and θ.

tive orders.

θ 2 x(x + 1)

lim inf x h(x) = lim inf = ∞,

x→∞ x→∞ θ(x + 1) + 1

it follows that the MOE Lindley distribution has finite moments of all positive

orders, see Barlow et al. (1963), page 386.

positive orders, these moments cannot be expressed in simple closed form. This

is also the case for other MOE distributions such as MOE Weibull (Marshall

and Olkin [11]), MOE Lomax (Ghitany et al. [4]) and MOE linear-failure rate

(Ghitany and Kotz [5]). The MOE exponential (Marshall and Olkin [11]) has

MARSHALL-OLKIN EXTENDED LINDLEY DISTRIBUTION... 715

3 3

2 2

hHxL

hHxL

1 1

0 0

0 2 4 6 8 10 0 2 4 6 8 10

x x

(a) (b)

0.4

hHxL

3

hHxL

0.3

2

1 0.2

0 2 4 6 8 10 0 5 10 15 20 25

x x

(c) (d)

(a) (α, θ): (0.9, 2) (–), (0.9, 2.5) (- -), (0.9, 3) (. . .)

(b) (α, θ): (1, 1) (–), (2, 2) (- -), (3, 3) (. . .)

(c) (α, θ): (0.5, 1.5) (–), (0.5, 2) (- -), (0.5, 3) (. . .)

(d) (α, θ): (0.3, 0.3) (–), (0.4, 0.4) (- -), (0.5, 0.5) (. . .).

simple closed form expression for its mean but no closed form expression for

second or higher moments.

Recently, Jodra [8] showed that the quantile function of the Lindley distri-

bution is given by

1 1 θ+1

F1−1 (v) = −1 − − W−1 − θ+1 (1 − v) , 0 < v < 1,

θ θ e

where W−1 (.) denotes the negative branch of the Lambert W function (i.e., the

solution of the equation W (z) eW (z) = z).

716 M.E. Ghitany, D.K. Al-Mutairi, F.A. Al-Awadhi, M.M. Al-Burais

−1 −1 1−u

F (u) = F1 1−

1 − αu

1 1 θ+1 1−u

= −1 − − W−1 − θ+1 . , 0 < u < 1. (6)

θ θ e 1 − αu

1/4, 1/2, 3/4, respectively.

Let X1:n , . . . , Xn:n be the order statistics of a random sample of size n from

MOEL distribution with survival function F (x) given by (3).

The c.d.f. of the minimum order statistic X1:n is given by

n

θ

α 1 + θ+1 x e−θx

F1:n (x) = 1 − [F (x)]n = 1 − .

θ

1 − α 1 + θ+1 x e−θx

n

θ

α 1 + θ+1 x e−θx

Fn:n (x) = [1 − F (x)]n = 1 − .

θ

1 − α 1 + θ+1 x e−θx

(parallel) system in reliability studies.

of size n from MOEL(α, θ) distribution. Then

nX

1:n − a∗n o

(i) lim P ≤x = 1 − e−x , x>0

n→∞ b∗n

nX − an o

n:n

(ii) lim P ≤t = exp(−e−t ), −∞ < t < ∞,

n→∞ bn

where

MARSHALL-OLKIN EXTENDED LINDLEY DISTRIBUTION... 717

Proof. (i) For the MOEL(α, θ), we have, by using L’Hospital rule,

F (ǫx) x f (ǫx) [1 − αF 1 (ǫ)]2 (ǫx + 1)e−θǫx

lim = lim = x lim = x.

ǫ→0+ F (ǫ) ǫ→0+ f (ǫ) ǫ→0+ [1 − αF 1 (ǫx)]2 (ǫ + 1)e−θǫ

Therefore, by Theorem 8.3.6 (ii) , page 214, of Arnold et al. [1], the minimal

domain of attraction of the MOEL(α, θ) distribution is the standard exponential

distribution.

(ii) For the MOEL(α, θ), we have

d 1 1 − αF 1 (x)

lim = lim αF 1 (x) − 2 = 0.

x→∞ dx h(x) x→∞ θ (x + 1)2

Therefore, by Theorem 8.3.3 , page 212, of Arnold et al. [1], the maximal

domain of attraction of the MOEL(α, θ) distribution is the standard Gumbel

distribution.

7. Estimation

In this section we use the maximum likelihood method to estimate the param-

eters α, and θ of the MOE Lindley distribution.

Let (t1 , δ1 ) . . . , (tn , δn ) be randomly right censored data of size n from

MOEL(α, θ), where δi = 0(1) if ti is right censored (failure) observation. For

non-informative censoring, i.e. the distribution of the censoring does not in-

volve the parameters of the failure distribution, the log-likelihood function is

given by

n

X n

X

ln L(α, θ) = δi ln[f (ti )] + (1 − δi ) ln[F (ti )].

i=1 i=1

n

∂ n X F 1 (ti )

ln L = − (1 + δi ) = 0,

∂α α 1 − αF 1 (ti )

i=1

n n

∂ X h θ+2 i X h 1

ln L = δi − ti + (1 − δi ) ti 2

−1

∂θ θ(θ + 1) (θ + 1) + θ(θ + 1)ti

i=1 i=1

n h e−θti

X ti i

+α (1 + δi ) − F 1 (t i ) = 0,

i=1

1 − αF 1 (ti ) (θ + 1)2

718 M.E. Ghitany, D.K. Al-Mutairi, F.A. Al-Awadhi, M.M. Al-Burais

In practice, one has to use numerical methods to find the MLEs, such

methods are well implemented in MATHEMATICA, MAPLE and R packages.

The observed variance-covariance matrix of (α̂, θ̂) is given by

−1

d11 (α, θ) d12 (α, θ)

Vn (α, θ) = ,

d12 (α, θ) d22 (α, θ)

where

∂2 ∂2

d11 (α, θ) = − ln L(α, θ), d22 (α, θ) = − ln L(α, θ),

∂α2 ∂θ 2

∂2

d12 (α, θ) = − ln L(α, θ).

∂α∂θ

For right random censoring, under smoothness conditions, the MLE vector

(α̂, θ̂) is asymptotically distributed as a bivariate normal distribution, i.e.

α̂ d α

∼ N2 , Vn (α, θ) ,

θ̂ θ

see Miller [12], page 21.

The estimated standard error (S.E.) of α̂ and θ̂, respectively, are given by

s s

\ = d22 (α̂, θ̂) ,

S.E.(α̂) \θ̂) = d11 (α̂, θ̂) .

S.E.(

∆(α̂, θ̂) ∆(α̂, θ̂)

where

∆(α̂, θ̂) = d11 (α̂, θ̂)d22 (α̂, θ̂) − d212 (α̂, θ̂).

8. Application

In this section we fit the proposed MOE Lindley distribution to randomly right

censored data. Also, we fit the same data to the following four well known two-

parameter distributions, each of which is a generalization of the exponential

distribution.

(i) Gamma:

ba11

fG (x) = xa1 −1 e−b1 x , x > 0, a1 , b1 > 0.

Γ(a1 )

MARSHALL-OLKIN EXTENDED LINDLEY DISTRIBUTION... 719

Lindley θ̃ = 0.187 0.0117 -428.005

Gamma â1 = 0.983 0.1291 -421.708

b̂1 = 0.002 0.0165

Weibull â2 = 0.927 0.0681 -422.415

b̂2 = 0.004 0.0177

Generalized Exponential â3 = 1.215 0.1457 -421.444

b̂3 = 0.114 0.0129

MOE Exponential â4 = 0.346 0.3250 -422.713

b̂4 = 0.001 0.0192

MOE Lindley α̂ = 0.026 0.1006 -418.030

θ̂ = 0.001 0.0347

(ii) Weibull:

a2

fW (x) = a2 b2 xa2 −1 e−b2 x , x > 0, a2 , b2 > 0.

a4 b4 e−b4 x

fEE (x) = , x > 0, a4 , b4 > 0, a4 = 1 − a4 .

(1 − a4 e−b4 x )2

The data considered here represents the remission times (in months) for

137 bladder cancer patients (Lee and Wang [10]). The data contains 9 right

censored observations.

Table 1 shows that the MOE Lindley model has the largest log-likelihood

among the competing distributions. Also, the log-likelihood ratio test for Lin-

dely model versus MOE Lindley model, i.e. for testing H0 : α = 1 versus

H1 : α 6= 1, gives a test statistic χ20 = 2[ln L(α̂, θ̂) − ln L(1, θ̃)] = 19.95 with

p-value of the test P (χ2(1) > 19.95) = 0.000008. Hence, the Lindley model

cannot be accepted for the given data. Finally, Figure 3 shows the probability-

probability (P-P) plot of the fitted models. The figure supports the claim hat

the MOE Lindley model is the most suitable among the fitted models.

720 M.E. Ghitany, D.K. Al-Mutairi, F.A. Al-Awadhi, M.M. Al-Burais

1.0

1.0

KME of Survival Function

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.0

0.0

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

(a) (b)

1.0

1.0

KME of Survival Function

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.0

0.0

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

(c) (d)

1.0

1.0

KME of Survival Function

0.8

0.8

0.6

0.6

0.4

0.4

0.2

0.2

0.0

0.0

0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0

Fitted MOE Exponential Survival Function Fitted MOE Lindley Survival Function

(e) (f)

MARSHALL-OLKIN EXTENDED LINDLEY DISTRIBUTION... 721

References

Statistics, Wiley, New York (1992).

butions with monotone hazard rate, The Annals of Mathematical Statistics,

34 (1963), 375-389.

[3] M.E. Ghitany, B. Atieh, S. Nadarajah, Lindley distribution and its appli-

cation, Mathematics and Computers in Simulation, 78 (2008), 493-506.

Lomax distribution and its application to censored data, Communications

in Statistics-Theory and Methods, 36 (2007), 1855-1866.

distributions, Probability in the Engineering and Informational Sciences,

21 (2007), 441-450.

[6] M.E. Ghitany, Marshall-Olkin extended Pareto distribution and its appli-

cation, International Journal of Applied Mathematics, 18 (2005), 17-31.

tended Weibull distribution and its application to censored data, Journal

of Applied Statistics, 32 (2005), 1025-1034.

Poisson-Lindley distribution via the Lambert W function. Mathematics

and Computers in Simulation, 81 (2010), 851-859.

tions, Journal of the American Statistical Association, 53 (1958), 457-481.

[10] E.T. Lee, J.W. Wang, Statistical Methods for Survival Data Analysis, Third

Edition, Wiley, N.Y. (2003).

[11] A.W. Marshall, I. Olkin, A new method for adding a parameter to a family

of distributions with applications to the exponential and Weibull families,

Biometrika, 84 (1997), 641-652.

722

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