Proc.

18th International Conference on Statistical Sciences

Lahore, Pakistan – February 18-20, 2021, Vol. 35, pp. -

SOME CHARACTERIZATIONS OF UNIMODAL, RESERVE

J-SHAPED DISTRIBUTION

AQSA RAFIQUE1 , NAZ SAUD2

Abstract. Some characterizations of the unimodal, reverse J-shaped distribution

named as Exponentiated Generalized Frechet Geometric (EGFG) distribution are pre-
sented in paper. These characterizations are based on three different methods:
(i). Left and right truncated moments. (ii). Certain function of random variable.
(iii). Based on truncated moment of the first order statistic.

1. Introduction
The characterization of probability distribution is important before its application
to any real world phenomena to confirm whether the given probability distribution is
suitable for the specific data set or not. It plays a vital role in different fields of math-
ematical and statistical sciences. Many authors have discussed the characterizations of
probability distributions. For example, Ahsanullah et al. (2017) studied the characteri-
zation of Lindely distribution by truncated moments. Recently Ahsanullah and Shakil
(2020) discussed some characterizations of Chaudhry and Zubair Extended Generalized
Inverse Gaussian Distribution.

2. Unimodal, Reserve J-shaped distribution

The unimodal, reverse J-shaped distribution is presented along with structural prop-
erties that are used in this article. Some structural properties had already been studied
in Rafique and Saud (2019). The distribution function and density function with pa-
rameters η, κ, φ, δ ≥ 0 and τ (0, 1) are defined respectively,
 κ−1 h
−( η )φ
−( ηy )φ −( η )φ κ δ−1
  i
(1 − τ )κδφη φ y −φ−1 e y1−e 1− 1−e y
f (y; θ) =   i 2 y≥0
−( η )φ κ δ
 h 
1−τ 1− 1− 1−e y
(1)

−( η )φ κ δ
 h   i 
(1 − τ ) 1 − 1 − 1 − e y
F (y; θ) = 1 − (2)
−( η )φ κ δ
 h   i 
1−τ 1− 1− 1−e y
where θ={η, κ, φ, δ, τ }
with κ, φ, δ, τ are shape parameters and scale parameter is η.
1
Lahore College For Women University, Lahore, Pakistan. 1. Email: nazahmad16@yahoo.com
2
Lahore College For Women University, Lahore, Pakistan. 2 Email: aqsa.aim@gmail.com
.
1
2 AQSA RAFIQUE1 , NAZ SAUD2

We can write, expansion of distribution function and density function as,

∞ X∞ X ∞ X ∞      φ
z−1 z δb κm η
b+m+x −x y
X
F (y, θ) = 1 − (1 − τ )τ (−1) e
b m x
z=1 b=0 m=0 y=0
 φ
η
−x
F (y, θ) = 1 − Mzbmx e y
(3)
where
∞ X
∞ X
∞ X
∞    
z−1 z δb κm
X
Mzbmx = (1 − τ )τ (−1)b+m+x (4)
b m x
z=1 b=0 m=0 x=0
and
∞ X
∞ X
∞ X
∞    
X
z−1 z δ(a) − 1 κ(m + 1) − 1
f (y) = (1 − τ )τ (−1)a−1+m+b
a m b
b=0 m=0 a=1 z=1
 φ
η
φ −(φ+1) −(b+1) y
κ(aδ)φη y e (5)
The hazard rate function and reverse hazard rate function of the EGFG distribution is
defined as
 κ−1 h
−( ηy )φ −( ηy )φ −( η )φ κ δ−1
  i
φ
κδφη y −(φ+1) e 1−e 1− 1−e y
h(y) =  (6)
−( ηy )φ κ δ −( ηy )φ κ δ
 h   i  h   i 
1−τ 1− 1− 1−e 1− 1− 1−e
 κ−1 h
−( η )φ −( ηy )φ −( η )φ κ δ−1
  i
(1 − τ )κδφη φ y −(φ+1) e y
1−e 1− 1−e y
  i −1
−( ηy )φ κ δ
 h 
1−τ 1− 1− 1−e
r(y) =   i 
−( ηy )φ κ δ −( ηy )φ κ δ
 h   i   h 
1−τ 1− 1− 1−e − (1 − τ ) 1 − 1 − 1 − e
(7)
2.1. Characterization of distribution by truncated moments. We will give two
characterization theorems for the EGFG distribution, with cdf (2) and pdf (1), by
truncated moments. The first characterization theorem is based on the relation between
hazard rate and left truncated moment. The second characterization theorem is based
on the relation between reverse hazard rate and right truncated moment. To state these
theorems, we will present two supportive lemmas. Many researchers such as Shakil
et al. (2018), Nofal and Ahsanullah (2019) and Ahsanullah et al. (2016) have studied
the characterization by truncated moments.
2.1.1. Characterization of EGFG under left truncated moments. Here, we give
supportive lemma for the characterization of the EGFG by left truncated moment.
Lemma 1. Suppose the absolutely continuous random variable Y has cdf F(y) with F(0)
f (y)
= 0, F (y) > 0 ∀ y > 0, pdf f (y) = F 0 (y), and h(y) = 1−F (y) and 0 < E(Y ) < ∞. If

E[Y |Y ≥ y] = u(y)h(y), y > 0 (8)

where u(y) is a differentiable function in y(0, ∞), then
t + u0 (t)
 Z y 
f (y) = Dexp − dt , y > 0
0 u(t)
 SOME CHARACTERIZATIONS OF UNIMODAL, RESERVE J-SHAPED DISTRIBUTION 3

where D > 0 is a normalizing constant.

Proof. Since Z ∞
1
E[Y |Y ≥ y] = tf (t)dt (9)
1 − F (y) y
Comparing (8) and (9), we have
Z ∞
1
u(y)h(y) = tf (t)dt
1 − F (y) y

Substituting h(y) in above equation, we obtain

Z ∞ R∞
y tf (t)dt
f (y)u(y) = tf (t)dt or u(y) = (10)
y f (y)
Differentiating (10) w.r.t ’y’, we obtain
u(y)f 0 (y) + u0 (y)f (y) = −yf (y)
and hence
f 0 (y) y + u0 (y)
=−
f (y) u(y)
Taking integral on both sides of the equation, we have
t + u0 (t)
 Z y 
f (y) = Dexp − dt
0 u(t)
where D is determined by Z ∞
f (y)dy = 1
0

Theorem 1. Suppose the absolutely continuous random variable Y has cdf F (y) with
F (0) = 0, F (y) > 0 ∀ y > 0, p.d.f f (y) = F 0 (y), then
E[Y |Y ≥ y] = u(y)h(y), y > 0
where
f (y)
h(y) =
1 − F (y)
And  h  κ i δ 
η
−( y )φ
y(1−τ ) 1− 1− 1−e
Z ∞  φ
η
−x
 h  η
κ iδ  + Mzbmx e y
dt
−( y )φ y
1−τ 1− 1− 1−e
u(y) =  κ−1 h  κ iδ−1
η η η
−( y )φ −( y )φ −( y )φ
(1−τ )κδφη φ y −φ−1 e 1−e 1− 1−e
  h  η
κ iδ 2
−( y )φ
1−τ 1− 1− 1−e

where, Mzbmx are defined in (4) and if and only if Y has pdf (1).
Proof. Z ∞
1
E[Y |Y ≥ y] = tf (t)dt
1 − F (y) y
or
4 AQSA RAFIQUE1 , NAZ SAUD2

Z ∞
u(y)f (y) = tf (t)dt
y

R∞ R∞
y tf (t)dt −t(1 − F (t))|∞
y + y (1 − F (t))dt
u(y) = =
f (y) f (y)
Substituting (2) and (1). Then it is easily seen that
 h  η
κ i δ   h  κ i δ 
−( y )φ Z ∞ (1−τ ) 1− 1− 1−e−( t )φ
η
y(1−τ ) 1− 1− 1−e
 h  η
κ i δ  +  h  η φ
κ iδ  dt
−( y )φ
1−τ 1− 1− 1−e y 1−τ 1− 1− 1−e−( t )
u(y) =  κ−1 h  κ iδ−1 (11)
η η η
−( )φ −( y )φ −( y )φ
(1−τ )κδφη φ y −φ−1 e y 1−e 1− 1−e
  h  η
κ iδ 2
−( y )φ
1−τ 1− 1− 1−e

using (3)
η φ κ δ
 h   i 
(1 − τ ) 1 − 1 − 1 − e−( t ) φ
−x( ηy )
 h  η φ κ δ
 i  dt = Mzbmx e (12)
1 − τ 1 − 1 − 1 − e−( t )

where,
Mzbmx are defined in (4)
Substituting (12) in (11), then we have
 h  η
κ i δ 
−( y )φ
y(1−τ ) 1− 1− 1−e
Z ∞  φ
η
−x
 h  η
κ iδ  + Mzbmx e y
dt
−( y )φ y
1−τ 1− 1− 1−e
u(y) =  κ−1 h  κ iδ−1
η η η
−( )φ −( y )φ −( y )φ
(1−τ )κδφη φ y −φ−1 e y 1−e 1− 1−e
  h  η
κ iδ 2
−( y )φ
1−τ 1− 1− 1−e

Simple differentiation and simplification gives u0 (y) = −y − u(y)A(y), where

" #
f 0 (y) η
φ −(φ+1) −( y )φ

−( ηy )φ κ−1
 h 
−( ηy )φ κ δ−1
 i
A(y) = = τ κδφη y e 1−e 1− 1−e
f (y)
h  η
κ i−δ η
 η
−1
−( y )φ −( )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e y 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #)
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e 
 SOME CHARACTERIZATIONS OF UNIMODAL, RESERVE J-SHAPED DISTRIBUTION 5

Then we have
( " #
η
−( ηy )φ κ−1 −( ηy )φ κ δ−1
  h   i
0 φ −(φ+1) −( y )φ
u (y) = −y − u(y) τ κδφη y e 1−e 1− 1−e
h  η
κ i−δ η
 η
−1
−( y )φ −( y )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #)
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e 

from which we obtain

" #
y + u0 (y) η
φ −(φ+1) −( y )φ

−( ηy )φ κ−1
 h 
−( ηy )φ κ δ−1
 i
− = τ κδφη y e 1−e 1− 1−e
u(y)
h  η
κ i−δ η
 η
−1
−( y )φ −( )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e y 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e 

By lemma (1), we have

f 0 (y) y + u0 (y)
=−
f (y) u(y)
It follows that

( " #
f 0 (y) η
φ −(φ+1) −( y )φ

−( ηy )φ κ−1
 h 
−( ηy )φ κ δ−1
 i
= τ κδφη y e 1−e 1− 1−e
f (y)
h  η
κ i−δ η
 η
−1
−( y )φ −( )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e y 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #)
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e 

On integrating the above expression with respect to ’y’ and simplifying, we obtain
 κ−1 h  κ iδ−1
η η η
−( )φ −( y )φ −( y )φ
 D(1−τ )κδφη φ y −φ−1 e y 1−e 1− 1−e 
ln f (y) = ln   h  κ iδ 2
η
−( y )φ
1−τ 1− 1− 1−e
R∞
Since D is determined by 0 f (y) = 1, we have the pdf (1). 
6 AQSA RAFIQUE1 , NAZ SAUD2

2.1.2. Characterization of distribution by right truncated moments. Here, we

provide an essential lemma as a tool for the characterization of the EGFG distribution
by right truncated moments.
Lemma 2. Suppose the absolutely continuous random variable Y has cdf F (y) with
F (0) = 0, F (y) > 0 ∀ y > 0, pdf f (y) = F 0 (y), and r(y) = Ff (y)
(y) and 0 < E(Y ) < ∞. If

E[Y |Y ≤ y] = n(y)r(y), y > 0 (13)

where n(y) is a differentiable function in y(0, ∞), then
t − n0 (t)
Z y 
f (y) = Dexp dt , y > 0
0 n(t)
where D > 0 is a normalizing constant.

Proof. Since
Z y
1
E[Y |Y ≤ y] = tf (t)dt (14)
F (y) 0
Comparing (13) and (14), we have
Z y
1
n(y)r(y) = tf (t)dt
F (y) 0

Substituting r(y) in above equation, we obtain

Z y Ry
tf (t)dt
f (y)n(y) = tf (t)dt or n(y) = 0 (15)
0 f (y)
Differentiate(15) on both sides w.r.t ’y’, we obtain
yf (y) = n(y)f 0 (y) + n0 (y)f (y)

f 0 (y) y − n0 (y)
=
f (y) n(y)
Taking integral on both sides of the equation, we have
t − n0 (t)
Z y 
f (y) = Dexp dt
0 n(t)
and D is such that Z ∞
f (y)dy = 1
0

Theorem 2. Suppose the absolutely continuous random variable Y has c.d.f. F (y) with
F (0) = 0, F (y) > 0 ∀ y > 0, p.d.f f (y) = F 0 (y), then
E[Y |Y ≤ y] = n(y)r(y), y > 0
where
f (y)
r(y) =
F (y)
 SOME CHARACTERIZATIONS OF UNIMODAL, RESERVE J-SHAPED DISTRIBUTION 7

 h  η
κ i δ 
−( y )φ
−y(1−τ ) 1− 1− 1−e
Z y  φ
η
−x
 h  η
κ iδ  + Mzbmx e y
dt
−( )φ 0
1−τ 1− 1− 1−e y
n(y) =  κ−1 h  κ iδ−1
η η η
−( )φ −( y )φ −( y )φ
(1−τ )κδφη φ y −φ−1 e y 1−e 1− 1−e
  h  η
κ iδ 2
−( y )φ
1−τ 1− 1− 1−e

where, Mzbmx are defined in (4) and if and only if Y has pdf (1).
Proof.
Z y
1
E[Y |Y ≤ y] = tf (t)dt
F (y) 0
or
Z y
n(y)f (y) = tf (t)dt
0

Z y
n(y)f (y) = −t(1 − F (t))|y0 + (1 − F (t))dt
0

Substituting (2), then we have

 h  η
κ i δ   h  η φ
κ i δ 
−( y )φ
−y(1−τ ) 1− 1− 1−e
Z y −y(1−τ ) 1− 1− 1−e−( y )
 h  η
κ iδ  +  h  η
κ i δ 
−( y )φ 0 −( y )φ
1−τ 1− 1− 1−e 1−τ 1− 1− 1−e
n(y) =  κ−1 h  κ iδ−1
η η η
−( )φ −( y )φ −( y )φ
(1−τ )κδφη φ y −φ−1 e y 1−e 1− 1−e
  h  η
κ iδ 2
−( y )φ
1−τ 1− 1− 1−e

Substituting (12), we have

 h  η
κ i δ 
−( y )φ
−y(1−τ ) 1− 1− 1−e
Z y  φ
η
−x
 h  η
κ iδ  + Mzbmx e y
dt
−( y )φ 0
1−τ 1− 1− 1−e
n(y) =  κ−1 h  κ iδ−1
η η η
−( y )φ −( y )φ −( y )φ
(1−τ )κδφη φ y −φ−1 e 1−e 1− 1−e
  h  η
κ iδ 2
−( y )φ
1−τ 1− 1− 1−e

where Mzbmx are defined in (4).

Simple differentiation and simplification gives n0 (y) = y − n(y)A(y), where
8 AQSA RAFIQUE1 , NAZ SAUD2

" #
f 0 (y) −( η φ
) −( η φ κ−1 h
)

−( η φ κ iδ−1
)
A(y) = = τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y
f (y)
h  η
κ i−δ η
 η
−1
−( y )φ −( )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e y 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e 

then we have

( " #
η
−( ηy )φ κ−1 −( ηy )φ κ δ−1
  h   i
0 φ −(φ+1) −( y )φ
n (y) = y − n(y) τ κδφη y e 1−e 1− 1−e
h  η
κ i−δ η
 η
−1
−( y )φ −( y )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #)
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e 

Thus

" #
y − n0 (y) η
φ −(φ+1) −( y )φ

−( ηy )φ κ−1
 h 
−( ηy )φ κ δ−1
 i
= τ κδφη y e 1−e 1− 1−e
n(y)
h  η
κ i−δ η
 η
−1
−( y )φ −( )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e y 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #
 " φ κ #δ
η
−
−2 1 − τ 1 − 1 − 1 − e y 

By lemma (14), we have

f 0 (y) y − n0 (y)
=
f (y) n(y)
 SOME CHARACTERIZATIONS OF UNIMODAL, RESERVE J-SHAPED DISTRIBUTION 9

it follows that
( " #
f 0 (y) −( η φ
) −( η φ κ−1 h
)

−( η φ κ iδ−1
)
= τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y
f (y)
h  η
κ i−δ η
 η
−1
−( y )φ −( y )φ −( y )φ
τ −1 (δ−1) 1− 1−e −(φ+1)y −1 +φη φ y −(φ+1) −(κ−1)φη φ y −(φ+1) e 1−e
"

δ + "  κ−1 h  κ iδ−1

#
η η η
−( )φ −( )φ −( )φ
τ κδφη φ y −(φ+1) e y 1−e y 1− 1−e y

  #)
 "  φ κ #δ
− ηy
−2 1 − τ 1 − 1 − 1 − e  (16)

On integrating (16) w.r.t to ’y’, we have

 κ−1 h  κ iδ−1
η η η
−( )φ −( y )φ −( y )φ
 D(1−τ )κδφη φ y −φ−1 e y 1−e 1− 1−e 
ln f (y) = ln   h  κ iδ 2
η
−( y )φ
1−τ 1− 1− 1−e
R∞
Since D is determined by 0 f (y) = 1, we have the pdf (1).
2.2. Characterizations via certain function of the Random variable. Bhatti
et al. (2019b), Bhatti et al. (2019a) and Bhatti et al. (2018) characterized the probability
distributions through certain function of the random variable.
Proposition 1. Let Y : ζ → (0, ∞) be a continuous random variable with its probability
density function (1). Let ζ(y) and Q(y) be two differentiable functions on (0, ∞) such
that Z ∞
ζ 0 (y)
dy = ∞.
0 [ζ(y) − Q(y)]
Then E[Q(y)|Y > y)] = ζ(y), 0 < y < ∞, implies
ζ 0 (t)
Z y 
F (y) = 1 − exp dt , 0 ≤ y
0 [ζ(t) − Q(t)]
Proof. We have Z ∞
Q(u)f (u)du = (1 − F (y)) ζ(y)
y
Differentiating above expression w.r.t ’y’, and then rearrange the terms, we have
f (y) ζ 0 (y)
= , 0 < y < ∞.
1 − F (y) [ζ(y) − Q(y)]
Integrating the last equation from 0 to y, we obtain
ζ 0 (t)
Z y 
F (y) = 1 − exp dt , 0 < y < ∞.
0 [ζ(t) − Q(t)]
  h  κ iδ   −1
η 2
−( y )φ
(1−τ ) 1− 1− 1−e
Remark 1. Taking Q(y) =  and ζ(y) = 2Q(y), Propo-
 
 h  η
κ iδ  
−( y )φ
1−τ 1− 1− 1−e

sition (1) gives a characterization of the EGFG distribution. Clearly there are other
choices of these functions.
10 AQSA RAFIQUE1 , NAZ SAUD2

2.3. Characterizations via truncated moment of the 1st order statistic. Let
Y1:n ≤ Y2:n ≤, ..... ≤ Yn:n be the n order statistics from a continuous distribution function
cdf F (y) and its pdf f (y) = F 0 (y). The characterization result have already been defined
in Hamedani (2015) and Hamedani et al. (2017). We just state a short proof of it here
for the sake of completeness.
Proposition 2. Let Y : ζ → < be a continuous random variable with cdf F . Let ζ(y)
and Q(y) be two differentiable functions on (0,∞) such that
Z ∞
n Q0 (t)
lim ζ(y) [1 − F (y)] = 0 , dt = ∞
y→∞ 0 [Q(t) − ζ(t)]
Then
E[ζ(Y1:n )|Y1:n > t] = Q(t) ,t > 0 (17)
implies
y
Q0 (t)
 Z 
F (y) = 1 − exp − dt
0 n [Q(t) − ζ(t)]
Proof If (17) holds, then taking integration by parts of (17) and the assumption
lim ζ(y) [1 − F (y)]n = 0,
y→∞

We have,
R∞
ζ(y)(f (y))
t
dy = Q(t)
(1 − F (y))n
Z ∞
n
ζ(t)(1 − F (t)) + ζ 0 (y)(1 − F (y))n = Q(t)
t
Z ∞
ζ 0 (y)(1 − F (y))n = [Q(t) − ζ(t)] (1 − F (t))n
t
Differentiating above expression w.r.t ’y’, and then rearrange the terms, we have
f (t) Q0 (t)
= , 0 < y < ∞.
1 − F (t) n[Q(t) − ζ(t)]
R ∞ Q0 (t)
Integrating the last equation from 0 to y, we obtain, 0 [Q(t)−ζ(t)] dt = ∞, a cdf F
defined by (2).
  h  κ iδ  n η
−( y )φ
 (1−τ ) 1− 1− 1−e
Remark 2. Taking, for instance, ζ(y) =  κ iδ   and Q(y) =

 h  η
−( y )φ
1−τ 1− 1− 1−e
1
2 ζ(y), in Proposition (2), we attain (1).

3. Conclusion
In this article, we have considered the five-parameter Unimodal, Reverse-J shaped
distribution presented by Rafique and Saud (2019), and provided its different char-
acterization methods. We hope the results of the article will be convenient for the
practitioners in different fields of statistics.
 SOME CHARACTERIZATIONS OF UNIMODAL, RESERVE J-SHAPED DISTRIBUTION 11

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