Journal of Taibah University for Science

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Alpha power inverse Weibull distribution with

reliability application

Abdulkareem M. Basheer

To cite this article: Abdulkareem M. Basheer (2019) Alpha power inverse Weibull distribution
with reliability application, Journal of Taibah University for Science, 13:1, 423-432, DOI:
10.1080/16583655.2019.1588488

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JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE
2019, VOL. 13, NO. 1, 423–432
https://doi.org/10.1080/16583655.2019.1588488

Alpha power inverse Weibull distribution with reliability application

Abdulkareem M. Basheer
Albayda University, Albayda, Yemen

ABSTRACT ARTICLE HISTORY

In this paper, we use the method of the alpha power transformation to introduce a new gen- Received 6 April 2018
eralized alpha power inverse Weibull (APIW) distribution. Its characterization and statistical Revised 16 February 2019
properties are obtained, such as reliability, moments, entropy and order statistics. Moreover, Accepted 22 February 2019
the estimation of the APIW parameters is discussed by using maximum likelihood estimation KEYWORDS
method. Finally, the application of the proposed new distribution to a real data representing Alpha power transformation;
the waiting time before customer service in the bank is given and its goodness-of-fit is demon- inverse Weibull distribution;
strated. In addition, comparisons to other models are carried out to illustrate the flexibility of the reliability; moments;
proposed model. maximum likelihood
estimation; simulation

1. Introduction Hanook et al. [9], gamma inverse Weibull distribution

by Pararai et al. [10], Kumaraswamy modified inverse
The inverse Weibull (IW) distribution plays an impor-
Weibull distribution by Aryal and Elbatal [11], reflected
tant role in many applications, including the dynamic
generalized beta inverse Weibull distribution by Elbatal
components of diesel engine and several data set such
et al. [12] and Marshall–Olkin extended inverse Weibull
as the times to breakdown of an insulating fluid sub-
distribution by Okasha et al. [13].
ject to the action of a constant tension, see Nelson [1].
On the other hand, Mahdavi and Kundu [14] pro-
Inverse Weibull distribution with parameters λ and β
posed a transformation of the baseline (CDF) by adding
with cumulative distribution function and the probabil-
a new parameter to obtain a family of distributions.
ity density function of a random variable X are respec-
The proposed method is called alpha power transfor-
tively given by
mation (APT). If F(x) be a cumulative density function of
F(x) = e−λx ,
−β
x ≥ 0, λ > 0, β > 0, (1) any distribution, then the GAPT (x) is cumulative density
function distribution
and ⎧ F(x)
−β
⎨α
⎪ −1
, α > 0, α = 1
f (x) = λβx −(β+1) e−λx , x ≥ 0, λ > 0, β > 0. GAPT (x) = α−1 (3)
⎪
⎩F(x),
(2) α = 1,
A lot of work has been done on inverse Weibull and the corresponding probability density function
distribution, for example, Calabria and Pulcini [2] have (PDF) as
studied the maximum likelihood and least square esti- ⎧
mation of the inverse Weibull distribution. Calabria and ⎪
⎨ log(α) f (x)α F(x) , α > 0, α = 1
Pulcini [3] have studied Bayes 2-sample prediction for gAPT (x) = α − 1 (4)
⎪
⎩f (x),
inverse Weibull distribution. Maswadah in [4] has the fit- α = 1.
ted inverse Weibull distribution to the flood data. Some
important theoretical analysis of the inverse Weibull The main aim of this paper is to propose and study a
distribution was studied by Khan et al. [5]. new distribution model called APIW distribution based
In the recent past, many generalizations of inverse on the method of APT. The rest of the paper is orga-
Weibull distribution have been studied by authors such nized as follows. In Section 2, we define our proposed
as mixture of two inverse Weibull distributions by Sul- model and its special cases are presented. In Section 3,
tan et al. [6], the generalized inverse Weibull distribution its reliability analysis is given. In Section 4, its statistical
by De Gusmao et al. [7], modified inverse Weibull dis- properties are given. The parameters of this distribu-
tribution by Khan and King [8], beta inverse Weibull by tion are estimated by the maximum likelihood estima-

CONTACT Abdulkareem M. Basheer abdulkareem_basheer@yahoo.com

© 2019 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group
This is an Open Access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted
use, distribution, and reproduction in any medium, provided the original work is properly cited.
424 A. M. BASHEER

Figure 1. Plot of the PDF of the APIW distribution. Figure 2. Plot of the HRF of the APIW distribution.

tion (MLE) method in Section 5. Finally, the proposed 2.2. APIW submodels
model is applied on real data and the results are given
in Section 6. Equation (5) of the APIW distribution includes the fol-
lowing well-known distributions as submodels.

2. New model (i) If λ = 1, then (5) reduces to alpha power Fréchet

(APF) distribution.
In this section, we will give the alpha power inverse
(ii) If β = 2, then (5) reduces to alpha power inverse
Weibull (APIW) distribution and some of its submodels.
Rayleigh (APIR) distribution.
(iii) If β = 1, then (5) reduces to alpha power inverse
2.1. APIW specification exponential (APIE) distribution.
(iv) If α = 1, then (5) reduces to inverse Weibull (IW)
Let  = (α, λ, β) and by substitution the cumulative
distribution.
function of inverse Weibull given by (1) in alpha power is
(v) If α = 1 and λ = 1, then (5) reduces to Fréchet (F)
given by (3) we get a new distribution denoted as APIW
distribution.
(x, ) distribution with CDF given by
(vi) If α = 1 and β = 2, then (5) reduces to inverse
⎧ −β Rayleigh (IR) distribution.
⎪
⎪ e−λx −1
⎨α (vii) If α = 1 and β = 1, then (5) reduces to inverse
, α > 0, α = 1
GAPIW (x) = α−1 (5) exponential (IE) distribution.
⎪
⎪
⎩e−λx−β , α = 1,

its corresponding probability density function (PDF) is

3. Reliability analysis
given by The reliability function (survival function) of APIW distri-
⎧ bution is given by
⎪ log(α) −β −λx −β
⎪
⎪ λβx −(β+1) e−λx α e ,
⎪
⎨ α−1  −β
α e−λt −1 ),
gAPIW (x) = (6) RAPIW (t) = α−1 (1 − α α > 0, α = 1
⎪α > 0, α = 1 −β (8)
⎪
⎪ 1 − e−λt , α = 1.
⎪
⎩λβx −(β+1) e−λx−β , α = 1.

By using the Taylor’s series expansion of the function 3.1. Hazard rate function
−β
αe−λt , we can rewrite the PDF when α > 0, α = 1 as The hazard rate ( HR) function (failure rate) of a lifetime
follows: random variable X with APIW distribution is given by
⎧
−λt−β −1
∞ ⎪
⎨log(α)λβt−(β+1) e−λt−β αe
1  (log(α))j+1 −λt−β −1
, α > 0, α = 1
−λ(j+1)x −β
gAPIW (x) = λβx −(β+1) e . hAPIW (t)=
⎪ −β
1−α e
α−1 j! ⎩ λβt−(β+1) e−λt , α = 1.
j=0 1−e−λt
−β

(7) (9)

Figure 1 gives the graphical representation of PDF for Figure 2 gives the graphical representation of HRF for
different values of α, λ and β. different values of α, λ and β.
 JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE 425

Figure 4. Plot of the MRL of the APIW distribution where λ =

0.3, β = 2.

put y = λ(j + 1)x −β , thus

Figure 3. Plot of the RHRF of the APIW distribution where λ = ∞
0.3, β = 2. 1 λ1/β 
μ(t) = ((log(α))j+1 /(j + 1)!)(j + 1)1/β
R(t) α − 1
j=0

3.2. Reversed hazard rate function 1

× γ 1 − , α(j + 1)t−β − t,
β
The reversed hazard rate (RHR) function of a lifetime
random variable X with APIW distribution is given by t
⎧ where γ (c, t) = 0 x c−1 e−x dx, c > 0. 
−λt−β
⎨log(α)λβt−(β+1) e−λt−β αe
, α > 0, α = 1
rAPIW (t) = −λt−β
αe −1
⎩ Figure 4 gives graphical representations of MRL for
λβt−(β+1) , α = 1.
(10) different values of α.

Figure 3 gives graphical representations of RHRF for

different values of α. 3.4. Mean inactivity time
The mean inactivity time (MIT) function is a recognized
3.3. Mean residual life reliability measure which has applications such as foren-
sic science, reliability theory and survival analysis. The
The mean residual life (MRL) function describes the MIT function of a lifetime random variable X is given by
aging process, so it is very important in reliability and
 t
survival analysis. The MRL function of a lifetime random 1
variable X is given by m(t) = t − xg(x)dx, t > 0.
G(t) 0
 ∞
1 Theorem 3.2: The MIT function of a lifetime random vari-
μ(t) = xg(x)dx − t, t > 0.
R(t) t able X with APIW is given by
∞
Theorem 3.1: The MRL function of a lifetime random 1 λ1/β  (log(α))j+1
variable X with APIW is given by m(t) = t − (j + 1)1/β
G(t) α − 1 (j + 1)!
j=0
∞

1 λ1/β  (log(α))j+1 1
×  1 − , λ(j + 1)t −β
, β > 1.
μ(t) = (j + 1)1/β β
(12)
R(t) α − 1 (j + 1)!
j=0

1 Proof: the proof of MRL and the relation (c, t) =

× γ 1 − , λ(j + 1)t−β − t, β > 1. (11)  ∞ c−1Using
β t x
−x
e dx, c > 0,
we get the above result. 
Proof: From definition of MRL, we get
 ∞
Figure 5 gives graphical representations of MIT for
1 different values of α.
μ(t) = xg(x)dx − t
R(t) t
∞
1 1  (log(α))j+1
= 3.5. Strong mean inactivity time
R(t) α − 1 j!
j=0
 ∞ The strong mean inactivity time (SMIT) is a new reliabil-
−β
× x.λβx −(β+1) e−λ(j+1)x dx − t, ity function which was proposed by Kayid and Izadkhah
t [15]. The SMIT function of a lifetime random variable X
426 A. M. BASHEER

Table 1. Some reliability of APIW for selected values of λ = 0.7

and β = 1.8 at t = 0.6.
Parameter α HR MRL RHR MIT SMIT
α = 0.2 1.99054 0.80185 4.5683 0.11868 0.122262
α = 0.7 1.27053 1.15554 5.1061 0.11394 0.117785
α = 1.4 0.95422 1.39307 5.4214 0.11134 0.115314
α = 2.5 0.73545 1.61125 5.6947 0.10917 0.113254

3.6. Stress–strength reliability

In the reliability, the stress–strength (supply–demand)
Figure 5. Plot of the MIT of the APIW distribution where λ = model describes the life of a component which has a
0.3, β = 2. random strength X that is subjected to a random stress
Z. The component fails at the instant that the stress
applied to it exceeds the strength, and the component
will function satisfactorily whenever X > Z. Hence, R =
Pr(X > Z) is a measure of component reliability. It has
many applications in several areas of engineering and
science.
We now derive the reliability R when X and Z have
independent APIW (α1 , λ1 , β) and APIW (α2 , λ2 , β) distri-
butions with the same shape parameter β. The PDF of X
and the CDF of Z can be expressed from respectively as
log(α1 ) −β −λ1 t−β
g1 (t) = λ1 βt−(β+1) e−λ1 t α1e
Figure 6. Plot of the SMIT of the APIW distribution where λ = α1 − 1
0.3, β = 2. and
−λ2 t−β
α2e −1
G2 (t) = .
is given by α2 − 1
 We have
1 t  ∞
M(t) = 2xG(x)dx λ1 β log(α1 )
G(t) R= g1 (t)G2 (t)dt =
0 0 (α1 − 1)(α2 − 1)
 t 
1 ∞ −β −λ1 t−β −λ2 t−β
2 2
=t − x g(x)dx, t > 0. × t−(β+1) e−λ1 t α1e (α2e − 1)dt
G(t) 0 0
λ1 β log(α1 )
=
Theorem 3.3: The SMIT function of a lifetime random (α1 − 1)(α2 − 1)
variable X with APIW is given by  ∞
−β −λ1 t−β e−λ2 t−β 1
× t−(β+1) e−λ1 t α1e α2 dt − ,
0 α2 − 1
∞
2 1 λ2/β  (log(α))j+1
M(t) = t − (j + 1)2/β by using the Taylor’s series expansion of the function
G(t) α − 1 (j + 1)! −λt−β
j=0 αe , we obtain

∞ ∞
2
×  1 − , λ(j + 1)t −β
, β > 2. (13) λ1 β log(α1 )   (log(α1 ))j (log(α2 ))s
β R=
(α1 − 1)(α2 − 1) j! s!
j=0 s=0
 ∞
−β 1
Proof:
 ∞ c−1Using the proof of MRL and the relation (c, t) = × t−(β+1) e−(λ1 (j+1)+λ2 s)t dt − ,
−x
e dx, c > 0, 0 α2−1
t x
we get the above result.  put
Z = (λ1 (j + 1) + λ2 s)t−β ,
Figure 6 gives graphical representations of SMIT for then
different values of α. ⎛
∞  ∞
Table 1 gives the values of HR, MRL, RHR and λ1 log(α1 ) ⎝ (log(α1 ))j
R=
MIT(SMIT) for the selected values of λ = 0.7, β = 1.8 (α1 − 1)(α2 − 1) j!s!
j=0 s=0
and t = 0.6 and for different values of the parameter α. ⎞
One can observe that the values of HR are decreasing (log(α2 ))s ⎠ 1
and values of MRL are increasing and the same for RHR × − . (14)
λ1 (j + 1) + λ2 s α2 − 1
and MIT (SMIT).
 JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE 427

3.6.1. Maximum likelihood estimation of R Table 2. Waiting time (in minutes) before customer service in
We estimate the stress–strength parameter for the bank A.
APIW distribution, assuming that X ∼ APIW(α1 , λ1 , β) 0.8 0.8 1.3 1.5 1.8 1.9 1.9 2.1 2.6 2.7
and Z ∼ APIW(α2 , λ2 , β). Let x1 , . . . , xn and z1 , . . . , zm 2.9 3.1 3.2 3.3 3.5 3.6 4 4.1 4.2 4.2
4.3 4.3 4.4 4.4 4.6 4.7 4.7 4.8 4.9 4.9
be independent observations from APIW(α1 , λ1 , β) and 5 5.3 5.5 5.7 6.1 6.2 6.2 6.2 6.3 6.7
APIW(α2 , λ2 , β) respectively. 6.7 6.9 7.1 7.1 7.1 7.1 7.4 7.6 7.7 8
8.2 8.6 8.6 8.6 8.8 8.8 8.9 8.9 9.5 9.6
The total likelihood function is given by 9.7 9.8 10.7 10.9 11 11 11.1 11.2 11.2 11.5
11.9 12.4 12.5 12.9 13 13.1 13.3 13.6 13.7 13.9
(log(α1 ))n (log(α2 ))m n m n+m 14.1 15.4 15.4 17.3 17.3 18.1 18.2 18.4 18.9 19
(α1 , α2 , λ1 , λ2 , β) = λ λ β 19.9 20.6 21.3 21.4 21.9 23 27 31.6 33.1 38.5
(α1 − 1)n (α2 − 1)m 1 2
⎛ ⎞
n
−(β+1)

m
−(β+1) ⎠
× ⎝ xi zj Table 3. Waiting time (in minutes) before customer service in
i=1 j=1 bank B.
n −β m −β 0.1 0.2 0.3 0.7 0.9 1.1 1.2 1.8 1.9 2
× e−(λ1 i=1 xi +λ2 j=1 zj )
2.2 2.3 2.3 2.3 2.5 2.6 2.7 2.7 2.9 3.1
−β
3.1 3.2 3.4 3.4 3.5 3.9 4 4.2 4.5 4.7
n −β
−λ1 xi
m −λ2 zj 5.3 5.6 5.6 6.2 6.3 6.6 6.8 7.3 7.5 7.7
i=1 e j=1 e
× α1 α2 . 7.7 8 8 8.5 8.5 8.7 9.5 10.7 10.9 11
12.1 12.3 12.8 12.9 13.2 13.7 14.5 16 16.5 28

The total log-likelihood is given by

Table 4. Estimates of the stress–strength parameters.
L(α1 , α2 , λ1 , λ2 , β)
α1 α2 λ1 λ2 β R
= n log(log(α1 )) + m log(log(α2 )) 0.909 321.4 6.071 0.575 1.08 0.65319
− n log(α1 − 1) − m log(α2 − 1) + n log(λ1 )
+ n log(λ1 ) + m log(λ2 ) + (n + m) log(β)

n
−β −β
n 
m 
n
−β
+ λ1 log(α1 ) xi log(xi )e−λ1 xi
− (β + 1)( log(xi ) + log(zj )) − λ1 xi i=1
i=1 j=1 i=1

m
−β −β

m 
n
−β + λ2 log(α2 ) zj log(zj )e−λ2 zj . (20)
−β −λ1 xi
− λ2 zj + log(α1 ) e j=1
j=1 i=1


m −β The maximum likelihood estimation of parameters
+ log(α2 ) e−λ2 zj . (15)
is obtained by solving the system of nonlinear equa-
j=1
tions (16)–(20) numerically. From the solution of these
By taking the first partial derivatives of the total log- equations, we can estimate R by inserting the estimate
likelihood with respect to the five parameters parameters in equation (14).

1  −λ1 x−β
n
∂L n n 3.6.2. Real data analysis
= − + e i , (16)
∂α1 α1 log(α1 ) α1 − 1 α1 In this section, we present the analysis of real data, par-
i=1
tially considered in Ghitany et al. [16], for illustrative
1  −λ2 zj−β
m
∂L m m purpose. The data represent the waiting times (in min-
= − + e , (17)
∂α2 α2 log(α2 ) α2 − 1 α2 utes) before customer service in two different banks.
j=1
The data sets are presented in Tables 2 and 3. Note
∂L n 
n
−β

n
−β −β that n = 100 and m = 60. We are interested in estimat-
= − xi − log(α1 ) xi e−λ1 xi , (18)
∂λ1 λ1 ing the stress–strength parameter R = P(X > Z) where
i=1 i=1
X(Z) denotes the customer service time in bank A (B).
∂L m 
m
−β

m
−β −β
= − zj − log(α2 ) zj e−λ2 zj , (19) We solve equations (16)–(20) by mathematical pack-
∂λ2 λ2 age such as Mathcad to get the MLEs of the unknown
j=1 j=1
parameters.
and

n+m   n m
∂L 4. Statistical properties
= − log(xi ) − log(zj )
∂β β In this section, we study the statistical properties of
i=1 j=1
the APIW, specially quantiles, moments, moment gen-

n
−β

m
−β
+ λ1 xi log(xi ) + λ2 zj log(zj ) erating function, entropy, order statistics, stochastic
i=1 j=1 orderings.
428 A. M. BASHEER

Table 5. Quantiles of APIW for selected values of λ = 0.7 and Table 6. Moments of APIW for selected values of λ = 0.7 and
β = 5. β = 5.
Parameter α Q1 Q2 (Median) Q3 Parameter α Mean Variance Skewness Kurtosis
α = 0.2 0.81258 0.90585 1.04441 α = 0.2 0.96855 0.06868 4.03588 61.899
α = 0.7 0.85628 0.97708 1.15813 α = 0.7 1.05589 0.10479 3.63027 50.336
α = 1.4 0.88889 1.02698 1.22986 α = 1.4 1.11162 0.12658 3.45679 46.362
α = 2.5 0.92090 1.07259 1.29093 α = 2.5 1.16051 0.14454 3.34951 44.170

4.1. Quantiles Proof: From definition of moments and using (7), we

get
The quantile of any distribution is given by solving the
∞
equation λβ  (log(α))j+1
E(X r ) =
α−1 j!
j=0
G(xp ) = p, 0 < p < 1. (21)  ∞
−β
× x r−(β+1) e−λ(j+1)x dx,
0
The following theorem gives the quantile of APIW dis-
tribution. put Z = λ(j + 1)x −β . Thus
∞
λr/β  (log(α))j+1
Theorem 4.1: If X has APIW (α, λ, β) distribution, then E(X r ) =
the quantile of a random variable X is given by α−1 (j + 1)!
j=0


−1/β r
1 log(α) × (j + 1)r/β  1 − , β > r. 
xp = G −1
(p) = log . β
λ log(pα − p + 1)
(22) Table 6 gives the moments of APIW for selected val-
ues of λ = 0.7 and β = 5 and for different values of
−β parameter α.
Proof: By assuming z = e−λx , the CDF of APIW can be
written as G(x) = (α z − 1)/(α − 1).
The pth quantile function is obtained by solving 4.3. Moment generating function
G(x) = p
−β The moment generating function of a random variable
and the obtained result in z = e−λx by solving for x
X provides the basis of an alternative route to ana-
we get
lytic results compared with working directly with the
xp = G−1 (p) = [(1/λ) log(log(α)/log(pα − p + 1))]−1/β .
cumulative distribution function or probability density

function of X.

Table 5 gives the quantiles for the selected values Theorem 4.3: If X has APIW (α, λ, β) distribution, then
of λ = 0.7 and β = 5 and for different values of the the moment generating function of a random variable X
parameter α. is given by
Also, we can generate APIW random variable by ∞ ∞
using (22). 1   tk (log(α))j+1
MX (t) =
α−1 k! (j + 1)!
k=0 j=0

4.2. Moments k/β k/β k

× (j + 1) λ  1 − , β > k. (24)
β
In this section, we will present the rth moments of APIW
distribution. Moments are important in any statistical Proof: We have
analysis.  ∞
MX (t) = etx g(x)dx,
0
Theorem 4.2: If X has APIW (α, λ, β) distribution, then
the rth moment of a random variable X is given by by using the Taylor’s series expansion of the function
etx , we obtain
∞
λr/β  (log(α))j+1 ∞ k 
 ∞
E(X r ) = (j + 1)r/β t
α−1 (j + 1)! MX (t) = x k g(x)dx,
j=0 k! 0

k=0
r
× 1− , β > r. (23) using the same proof of moments, we get the above
β
result. 
 JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE 429

4.4. Entropy denoted by X1:n , . . . , Xn:n . The PDF of the ith order statis-
tics Xi:n is given by
In many field of science such as communication, physics
and probability, entropy is an important concept to n!
gi:n (x) = g(x)[G(x)]i−1 [1 − G(x)]n−i ,
measure the amount of uncertainty associated with (i − 1)!(n − i)!
a random variable X. Two popular entropy measures
are the Rényi and Shannon entropies. Here, we derive hence PDF of the ith-order statistics Xi:n of APIW is given
expressions for the Rényi and Shannon entropies. by

n! α n−i
4.4.1. Rényi entropy gi:n (x) = λβ
(i − 1)!(n − i)! (α − 1)n
Rényi entropy of order δ is given by
−β −λx −β
 ∞
× log(α)x −(β+1) e−λx α e
1 δ
Hδ = log (g(x)) dx , δ ≥ 0, δ = 1. −λx −β −λx −β −1
1−δ −∞ × (α e − 1)i−1 (1 − α e )n−i .
Let X ∼ APIW(x; ) then
A useful alternative expression for the PDF of the ith-
 ∞ λβ
δ

1 log(α) −(β+1) −λx−β e−λx−β order statistic is

Hδ = log x e α dx
1−δ 0 α−1
λβ log(α)  
i−1 n−i


δ−1 ∞
n!
1 λ log(α) δ δ log(α))j gi:n (x) = (−1)k+j
= log β (i − 1)!(n − i)! (α − 1)n
1−δ α−1 j! k=0 j=0
j=0

−((δβ+δ−1)/β)


δβ + δ − 1 i − 1 n − i −(β+1)
× λ δ+j  . (25) × x
β k j
−β −λx −β
× e−λx α n−i−j+(i+j)e . (27)
4.4.2. Shannon entropy The CDF of the ith-order statistics Xi:n is given by
The Shannon entropy is given by
 ∞ n

 s  n−s
n
H1 = −E[log(g(x))] = − g(x) log(g(x))dx. Gi:n (x) = G(x) 1 − G(x) ,
s
0 s=i

Hence, Shannon entropy of APIW is given by hence CDF of the ith-order statistics Xi:n of APIW is given

 ∞ by
λβ log(α)
H1 = − log + (β + 1) g(x) log(x)dx
α−1 n


 ∞
0 n α n−s
Gi:n (x) =
+λ x −β g(x)dx s (α − 1)n
s=i
0
 ∞
−λx −β −λx −β −1
−λx −β × (α e − 1)s (1 − α e )n−s .
− log(α) g(x)e dx.
0
A useful alternative expression for the CDF of the ith-
Then order statistic is

λβ log(α) (β + 1) log(α)
H1 = − log + 
n 
s 
n−s
α−1 β(α − 1) Gi:n (x) = (−1)m+h
∞
 (log(α))j 
 s=i m=0 h=0
× log λ(j + 1) − ψ(1)

(j + 1)! n s n − s α n−s−h (s−m+h)e−λx−β

j=0 × α .
s m h (α − 1)n
∞
log(α)  (log(α))j 1 (log(α))2 (28)
+ −
α−1 j! (j + 1)2 α−1
j=0 The rth moment of the ith-order statistics Xi:n is
∞
 (log(α))j 1
log(α)  
i−1 n−i
× . (26) n!
j! j+2 r
E(Xi:n ) =
j=0 (i − 1)!(n − i)! (α − 1)n
k=0 j=0
Also, the Shannon entropy is a special case derived from ∞


i−1 n−i
limδ→1 Hδ . × (−1)k+j (i + j)s
k j
s=0

4.5. Order statistics × α n−i−j (log(α))s λr/β (s + 1)(r/β)−1

The order statistics of a random sample X1 , . . . , Xn are r

× 1− , β > r. (29)
the sample values placed in ascending order. They are β
430 A. M. BASHEER

4.6. Stochastic orderings given by

Stochastic orders have been used meantime the last (x1 , . . . , xn |)
40 years, at an increasing rate, in many different fields

n 
n
log(α) −(β+1) −λxi−β e−λxi
−β
of statistics and probability. Such fields contain relia- = g(xi ) = λβxi e α
bility theory, queuing theory, survival analysis, biology, α−1
i=1 i=1
economics, insurance (Shaked et al. [17]). Let X1 and X2  n 
be two random variables having distribution functions (log(α))n n n  −(β+1) −λ n x−β
= λ β xi e i=1 i

G1 (x) and G2 (x), respectively, with corresponding prob- (α − 1)n

i=1
ability densities g1 (x), g2 (x). The random variable X1 is n −β
e−λxi
said to be smaller than X2 in the ×α i=1 .

(i) stochastic order (denoted as X1 ≤st X2 ) if The logarithm of the likelihood function is then
G1 (x) ≤ G2 (x) for all x;
L(x1 , . . . , xn |) = n log(log(α)) − n log(α − 1)
(ii) likelihood ratio order (denoted as X1 ≤lr X2 ) if
g1 (x)/g2 (x) is decreasing in x ≥ 0; + n log(λ) + n log(β)
(iii) hazard rate order (denoted as X1 ≤hr X2 ) if 
n 
n
−β
G1 (x)/G2 (x) is decreasing in x ≥ 0; − (β + 1) log(xi ) − λ xi
(iv) reversed hazard rate order (denoted as X1 ≤rhr X2 ) i=1 i=1
if 
n
−β
G1 (x)/G2 (x) is decreasing in x ≥ 0. + log(α) e−λxi . (30)
i=1

The four stochastic orders defined above are related By taking the first partial derivatives of the log-
to each other, as the following implications [17]: likelihood function with respect to the three parameters
in 
X1 ≤rhr X2 ⇐ X1 ≤lr X2 ⇒ X1 ≤hr X2 ⇒ X1 ≤st X2 .
1  −λx−β
n
∂L n n
= − + e i , (31)
The theorem below offers that the APIW distributions ∂α α log(α) α − 1 α
i=1
are ordered with respect to the strongest likelihood
n  −β  −β
n n
ratio ordering when suitable assumptions are satisfied. ∂L −β
= − xi − log(α) xi e−λxi , (32)
∂λ λ
i=1 i=1
Theorem 4.4: Let X1 ∼ APIW(α1 , λ, β) and X2 ∼
APIW(α2 , λ, β) and
if α1 < α2 then X1 ≤lr X2
n   −β
n n
∂L
= − log(xi ) + λ xi log(xi )
∂β β
Proof: i=1 i=1

n
−β −β



e−λx−β + λ log(α) xi log(xi )e−λxi . (33)
g1 (x) α2 − 1 log(α1 ) α1
= . i=1
g2 (x) α1 − 1 log(α2 ) α2


ˆ of  = (α, λ, β)
g1 (x) α2 − 1 The maximum likelihood estimates 
log = log are obtained by solving the nonlinear equations
g2 (x) α1 − 1

log(α1 ) −λx −β α1
+ log +e log .
log(α2 ) α2 Table 7. MLE of parameters α,λ and β.
APIW(α, λ, β) n MSE(α) MSE(λ) MSE(β)
Since α1 < α2 Bias(α) Bias(λ) Bias(β)

50 1.57243 0.07047 0.01626
d g1 (x) −β α1
log = λβx −(β+1) e−λx log < 0. 0.39377 0.06702 0.00929
dx g2 (x) α2 APIW (0.8,0.5,0.7) 100 1.44836 0.06102 0.01375
0.37993 0.06144 −0.00839
150 1.32811 0.05303 0.01278
Hance g1 (x)/g2 (x) is decreasing in x. That is X1 ≤lr X2 . 0.36394 0.05625 −0.00696
 200 1.17758 0.04575 0.01234
0.34467 0.04910 −0.00389
50 1.62209 0.26660 0.05284
−0.05436 0.23018 −0.04122
5. Parameter estimation APIW (1.6,1.4,1.5) 100 1.59021 0.19461 0.03654
0.02135 0.17204 −0.03230
5.1. Maximum likelihood estimation 150 1.53071 0.17211 0.03021
0.01382 0.15246 −0.02946
Let X1 , . . . , Xn be a random sample from APIW  = 200 1.47792 0.14424 0.02553
−0.01796 0.12686 −0.01651
(α, λ, β) distribution; then the likelihood function is
 JOURNAL OF TAIBAH UNIVERSITY FOR SCIENCE 431

Table 8. Data set.

0.08 2.09 3.48 4.87 6.94 8.66 13.11 23.63 0.2 2.23 3.52 4.98
6.97 9.02 13.29 0.4 2.26 3.57 5.06 7.09 9.22 13.80 25.74 0.5
2.46 3.64 5.09 7.26 9.47 14.24 25.82 0.51 2.54 3.7 5.17 7.28
9.74 14.76 26.31 0.81 2.26 3.82 5.32 7.32 10.06 14.77 32.15 2.64
3.88 5.32 7.39 10.34 14.83 34.26 0.09 2.69 4.18 5.34 7.59 10.66
15.96 36.66 1.05 2.69 4.23 5.41 7.62 10.75 16.62 43.01 1.19 2.75
4.26 5.41 7.63 17.12 46.12 1.26 2.83 4.33 5.49 7.66 11.25 17.14
79.05 1.35 2.87 5.62 7.87 11.64 17.36 1.4 3.02 4.43 5.71 7.93
11.79 18.10 1.46 4.4 5.85 8.26 11.98 19.13 1.76 3.25 4.5 6.25
8.37 12.02 2.2 13.31 4.51 6.54 8.53 12.03 20.28 2.02 3.36 6.76
12.07 21.73 2.07 3.36 6.93 8.65 12.63 22.69

Table 9. Some properties of data set. Table 11. Some measures for the fitted models.
Median Mean Variance Skewness Kurtosis Distributions -2L AIC CAIC BIC HQIC
6.65 9.4437 110.2526 3.2738 18.4421 APIW 859.007 865.007 865.198 873.563 868.483
GIW 990.360 996.360 996.550 1004.92 999.836
KIW 971.574 979.574 979.894 990.982 984.209
IW 1000.24 1004.24 1004.33 1009.94 1006.56
∂L/∂α = 0, ∂L/∂λ = 0 and ∂L/∂β = 0. These equations
are not in closed form and the values of the parameters
α, λ and β must be found by using iterative methods.

5.2. Simulation
In this section, we studied the behaviour of the MLEs
from unknown parameters. For parameter values, α =
(0.8, 1.6), λ = (0.5, 1.4) and β = (0.7, 1.5), 10,000 differ-
ent random samples are simulated from APIW models
with different sizes (50,100,150,200) by using Mathe-
matica. Table 7 shows the mean square error (MSE) and
the value of bias of parameters. From this table, it is
observed that the MSE and the Bias for the estimates
of α, λ and β are decreasing when the sample size n is
increasing.
Figure 7. The empirical and fitted reliability functions of
selected models.
6. Fitting reliability data
In this section, we analyse real data to illustrate that
Kolmogorov–Smirnov (K–S) statistics with its corre-
the APIW can be a good lifetime model comparing with
sponding p-value of the APIW and some distributions.
many known distributions such as exponentiated (gen-
Also, from Table 10 the small K–S distance, and the large
eralized) inverse Weibull (GIW), Kumaraswamy inverse
p-value for the test indicate that these data fit the APIW
Weibull (KIW) and inverse Weibull (IW) distributions. The
quite well.
real data set in Table 8 represents the remission times
Table 11 presents the log-likelihood values (L),
(in months) of a random sample of 128 bladder cancer
Akaike information criterion (AIC), consistent Akaike
patients reported in Lee and Wang [18].
information criterion (CAIC), Bayesian information cri-
The next table gives a descriptive summary for these
terion (BIC) and Hannan–Quinn information criterion
data.
(HQIC) statistics for the fitted APIW and some distribu-
The parameter of the sample is estimated numer-
tions, where
ically. We use equations (31)–(33) to obtain MLEs
estimate, Table 10 lists the maximum likelihood 2k(k + 1)
estimates of the unknown parameters and the AIC = 2k − 2L, CAIC = AIC + ,
n−k+1

Table 10. Estimates of the parameters and goodness-of-fit tests for data set.
Distributions Estimates Statistics
α λ β θ a b K–S P-Value
APIW 559.737 0.600494 0.948513 – – – 0.1085 0.0921
GIW - 0.75 0.34 1.797 – – 0.369 7.2 × 10−16
KIW - 2.239 3.796 – 0.0077 0.093 0.3402 1.49 × 10−13
IW - 16.142 0.464 – – – 0.503 4.02 × 10−29
432 A. M. BASHEER
BIC = k log(n) − 2L, HQIC = 2k log(log(n)) − 2L,
where n is the sample size and k is the number of param-
eters. The models with minimum AIC or (−2L, CAIC, BIC,
HQIC) value is chosen as the best model to fit the data.
From this table, we can conclude that the APIW model
provides a better fit to the current data than the other
models.
Figure 7 gives the empirical and fitted reliability func-
tions of selected models. It is clear from these two
figures that APIW distribution fit well these data.
7. Conclusion
In this paper, we introduced our proposed new distribu-
tion, named alpha power inverse Weibull. Many proper-
ties of our proposed model were investigated, includ-
ing reliability, moments, entropy and order statistics.
The estimation of parameters is obtained by maximum
likelihood method. A real data set is applied and has
indicated that the proposed new distribution provides
flexibility better fit of the data.
Disclosure statement
No potential conflict of interest was reported by the author.
ORCID
Abdulkareem M. Basheer http://orcid.org/0000-0002-
3444-6719
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