A New Compound Generalization of the Lomax Lifetime Model: Properties, Copulas and Modeling Real Data

  • Mohamed Refaie Agami High Institute of Administrative Sciences, Alexandria, Egypt
Keywords: Poisson Topp-Leone family; Lomax model; Maximum likelihood estimation; Farlie Gumbel Morgenstern; Clayton copula.

Abstract

A new compound generalization of the Lomax lifetime model is presented and studied. The novel model is established based on the Poisson Topp-Leone family of Merovci et al. (2020). The novel density can be “right skewedwith heavy tail”, “symmetric” and “left skewedwith heavy tail”. The corresponding failure rate can be “monotonically decreasing”, “increasingconstant”, “upside down”, “upside down-constant” and “reversed J-shape”. Relevant characteristics are derived and discussed. numerical and graphical analysis for some statistical properties are presented. we derived some new bivariate extensions via some common copulas. Graphical assessment for the maximum likelihood estimation is presented. Graphical assessment for the maximum likelihood estimation is presented. Two real-life data sets are analyzed and modelled using the novel model. The new model proven its superiority against fourteen competitive Lomax extensions.

References

Al-Babtain, A. A., Elbatal, I. and Yousof, H. M. (2020a). A new three parameter Fr´echet model with mathematical properties and applications. Journal of Taibah University for Science, 14(1), 265-278.

Al-babtain, A. A., Elbatal, I. and Yousof, H. M. (2020b). A New Flexible Three-Parameter Model: Properties, Clayton Copula, and Modeling Real Data. Symmetry, 12(3), 440.

Ali, M. M., Yousof, H. M. and Ibrahim, M. (2021a). A new version of the generalized Rayleigh distribution with copula, properties, applications and different methods of estimation. Optimal Decision Making in Operations Research & Statistics: Methodologies and Applications, VOL 1, 1-25.

Ali, M. M., Ibrahim, M. and Yousof, H. M. (2021b). Expanding the Burr X model: properties, copula, real data modeling and different methods of estimation. Optimal Decision Making in Operations Research & Statistics: Methodologies and Applications, VOL 1, 26-49.

Atkinson, A. B. and Harrison, A. J. (1978). Distribution of Personal Wealth in Britain (Cambridge University Press, Cambridge).

Altun, E., Yousof, H. M. and Hamedani, G. G. (2018a). A new log-location regression model with influence diagnostics and residual analysis. Facta Universitatis, Series: Mathematics and Informatics, 33(3), 417-449.

Altun, E., Yousof, H. M., Chakraborty, S. and Handique, L. (2018b). Zografos-Balakrishnan Burr XII distribution: regression

modeling and applications. International Journal of Mathematics and Statistics, 19(3), 46-70.

Aryal, G. R., Ortega, E. M., Hamedani, G. G. and Yousof, H. M. (2017). The Topp Leone Generated Weibull distribution: regression model, characterizations and applications, International Journal of Statistics and Probability, 6, 126-141.

Atkinson, A.B. and Harrison, A.J. (1978). Distribution of Personal Wealth in Britain (Cambridge University Press, Cambridge).

Balkema, A.A. and de Hann, L. Residual life at great age, Annals of Probability 2, 972–804, 1974.

Bryson, M. C. (1974). Heavy-tailed distribution: properties and tests, Technometrics 16, 161-68.

Chahkandi, M. and Ganjali, M. (2009). On some lifetime distributions with decrasing failure rate, Computational Statistics and Data Analysis 53, 4433–4440.

Chesneau, C. and Yousof, H. M. (2020). On a special generalized mixture class of probabilitic models. Journal of Nonlinear Modeling and Analysis, orthcoming.

Cordeiro, G. M., Yousof, H. M., Ramires, T. G. and Ortega, E. M. M. (2018). The Burr XII system of densities: properties, regression model and applications. Journal of Statistical Computation and Simulation, 88(3), 432-456.

Durbey, S. D. (1970). Compound gamma, beta and F distributions, Metrika 16, 27–31.

Gupta, R. C., Gupta, P. L. and Gupta, R. D. (1998). Modeling failure time data by Lehman alternatives. Communications in StatisticsTheory and methods, 27(4), 887-904.

Corbellini, A., Crosato, L., Ganugi, P and Mazzoli, M. (2007). Fitting Pareto II distributions on firm size: Statistical methodology and economic puzzles. Paper presented at the International Conference on Applied Stochastic Models and Data Analysis, Chania, Crete.

Cordeiro, G. M., Ortega, E. M. and Popovic, B. V. (2015). The gamma-Lomax distribution. Journal of Statistical computation and Simulation, 85(2), 305-319.

Elbiely, M. M. and Yousof, H. M. (2018). A New Extension of the Lomax Distribution and its Applications, Journal of Statistics and Applications, 2(1), 18-34.

Elgohari, H. and Yousof, H. M. (2020a). A Generalization of Lomax Distribution with Properties, Copula and Real Data Applications. Pakistan Journal of Statistics and Operation Research, 16(4), 697-711.

Elgohari, H. and Yousof, H. M. (2020b). New Extension of Weibull Distribution: Copula, Mathematical Properties and Data Modeling. Statistics, Optimization & Information Computing, 8(4), 972-993.

Elgohari, H. and Yousof, H. M. (2021). A New Extreme Value Model with Different Copula, Statistical Properties and Applications. Pakistan Journal of Statistics and Operation Research, 17(4), 1015-1035.

Elgohari, H., Ibrahim, M. and Yousof, H. M. (2021). A New Probability Distribution for Modeling Failure and Service Times: Properties, Copulas and Various Estimation Methods. Statistics, Optimization & Information Computing, 8(3), 555-586.

Harris, C.M. (1968). The Pareto distribution as a queue service descipline, Operations Research, 16, 307–313.

Hassan, A.S. and Al-Ghamdi, A.S. (2009). Optimum step stress accelerated life testing for Lomax distibution, Journal of Applied Sciences Research, 5, 2153–2164.

Ibrahim. M., Aidi, K., Ali, M. M. and Yousof, H. M. (2021). The Exponential Generalized Log-Logistic Model: BagdonaviˇciusNikulin test for Validation and Non-Bayesian Estimation Methods. Communications for Statistical Applications and Methods, forthcoming.

Ibrahim, M. and Yousof, H. M. (2020). A new generalized Lomax model: statistical properties and applications, Journal of Data Science, 18(1), 190 – 217.

Ibrahim, M., Yadav, A. S., Yousof, H. M., Goual, H. and Hamedani, G. G. (2019). A new extension of Lindley distribution: modified validation test, characterizations and different methods of estimation. Communications for Statistical Applications and Methods, 26(5), 473-495.

Lemonte, A. J. and Cordeiro, G. M. (2013). An extended Lomax distribution. Statistics, 47(4), 800-816.

Lomax, K.S. (1954). Business failures: Another example of the analysis of failure data, Journal of the American Statistical

Association, 49, 847–852.

Gad, A. M., Hamedani, G. G., Salehabadi, S. M. and Yousof, H. M. (2019). The Burr XII-Burr XII distribution: mathematical

properties and characterizations. Pakistan Journal of Statistics, 35(3), 229-248.

Ghosh, I. and Ray. S. (2016). Some alternative bivariate Kumaraswamy type distributions via copula with application in risk management. Journal of Statistical Theory and Practice 10, 693–706.

Goual, H. and Yousof, H. M. (2019). Validation of Burr XII inverse Rayleigh model via a modified chi-squared goodness-of-fit test. Journal of Applied Statistics, 47(1), 1-32.

Goual, H., Yousof, H. M. and Ali, M. M. (2020). Lomax inverse Weibull model: properties, applications and a modified Chi-squared goodness-of-fit test for validation, Journal of Nonlinear Science and Applications. 13(6), 330-353.

Gumbel, E. J. (1961). Bivariate logistic distributions. Journal of the American Statistical Association, 56(294), 335-349.

Gumbel, E. J. (1960) Bivariate exponential distributions. Journ. Amer. Statist. Assoc., 55, 698-707.

Mansour, M. M., Ibrahim, M., Aidi, K., Shafique Butt, N., Ali, M. M., Yousof, H. M. and Hamed, M. S. (2020a). ANew Log-Logistic Lifetime Model with Mathematical Properties, Copula, Modified Goodness-of-Fit Test for Validation and Real Data Modeling. Mathematics, 8(9), 1508.

Mansour, M. M., Butt, N. S., Ansari, S. I., Yousof, H. M., Ali, M. M. and Ibrahim, M. (2020b). A new exponentiated Weibull

distribution’s extension: copula, mathematical properties and applications. Contributions to Mathematics, 1 (2020) 57–66. DOI: 10.47443/cm.2020.0018

Mansour, M., Korkmaz, M. C., Ali, M. M., Yousof, H. M., Ansari, S. I. and Ibrahim, M. (2020c). A generalization of the exponentiated Weibull model with properties, Copula and application. Eurasian Bulletin of Mathematics, 3(2), 84-102.

Mansour, M., Rasekhi, M., Ibrahim, M., Aidi, K., Yousof, H. M. and Elrazik, E. A. (2020d). A New Parametric Life Distribution with Modified Bagdonavicius–Nikulin Goodness-of-Fit Test for Censored Validation, Properties, Applications, and Different Estimation Methods. Entropy, 22(5), 592.

Mansour, M., Yousof, H. M., Shehata, W. A. and Ibrahim, M. (2020e). A new two parameter Burr XII distribution: properties, copula, different estimation methods and modeling acute bone cancer data. Journal of Nonlinear Science and Applications, 13(5), 223-238.

Mansour, M. M., Butt, N. S., Yousof, H. M., Ansari, S. I. and Ibrahim, M. (2020f). A Generalization of Reciprocal Exponential Model: Clayton Copula, Statistical Properties and Modeling Skewed and Symmetric Real Data Sets. Pakistan Journal of Statistics and Operation Research, 16(2), 373-386.

Merovci, F., Yousof, H. M., & Hamedani, G. G. (2020). The Poisson Topp Leone Generator of Distributions for Lifetime Data: Theory, Characterizations and Applications. Pakistan Journal of Statistics and Operation Research, 16(2), 343-355.

Murthy, D.N.P. Xie, M. and Jiang, R. (2004). Weibull Models, Wiley.

Pougaza, D. B. and Djafari, M. A. (2011). Maximum entropies copulas. Proceedings of the 30th international workshop on Bayesian inference and maximum Entropy methods in Science and Engineering, 329-336.

Rodriguez-Lallena, J. A. and Ubeda-Flores, M. (2004). A new class of bivariate copulas. Statistics and Probability Letters, 66, 315–25. 47. Salah, M. M., El-Morshedy, M., Eliwa, M. S. and Yousof, H. M. (2020). Expanded Fr´echet Model: Mathematical Properties, Copula, Different Estimation Methods, Applications and Validation Testing. Mathematics, 8(11), 1949.

Shehata, W. A. M. and Yousof, H. M. (2021a). A novel two-parameter Nadarajah-Haghighi extension: properties, copulas, modeling real data and different estimation methods. Statistics, Optimization & Information Computing, forthcoming.

Shehata, W. A. M. and Yousof, H. M. (2021b). The four-parameter exponentiated Weibull model with Copula, properties and real data modeling. Pakistan Journal of Statistics and Operation Research, 17(3), 649-667.

Shehata, W. A. M., Yousof, H. M. and Aboraya, M. (2021). A Novel Generator of Continuous Probability Distributions for the Asymmetric Left-skewed Bimodal Real-life Data with Properties and Copulas . Pakistan Journal of Statistics and Operation Research, 17(4), 943-961.

Tadikamalla, P. R. (1980). A look at the Burr and realted distributions, International Statistical Review 48, 337–344.

Yadav, A.S., Goual, H., Alotaibi, R.M. Rezk, H., Ali, M.M. and Yousof, H.M. (2020). Validation of the Topp-Leone-Lomax

model via a modified Nikulin-Rao-Robson goodness-of-fit test with different methods of estimation. Symmetry, 12, 1-26. doi: 10.3390/sym12010057

Tahir, M. H., Cordeiro, G. M., Mansoor, M., & Zubair, M. (2015). The Weibull-Lomax distribution: properties and applications. Hacettepe Journal of Mathematics and Statistics, 44(2), 461-480.

Yousof, H. M., Ahsanullah, M. and Khalil, M. G. (2019). A New Zero-Truncated Version of the Poisson Burr XII Distribution: Characterizations and Properties. Journal of Statistical Theory and Applications, 18(1), 1-11.

Yousof, H. M., Aidi, K., Hamedani, G. G and Ibrahim, M. (2021). A new parametric lifetime distribution with modified Chi-square type test for right censored validation, characterizations and different estimation methods. Pakistan Journal of Statistics and Operation Research, 17(2), 399-425.

Yousof, H. M., Ali, M. M., Goual, H. and Ibrahim. M. (2021). A new reciprocal Rayleigh extension: properties, copulas, different methods of estimation and modified right censored test for validation, Statistics in Transition New Series, 23(3), 1-23.

Yousof, H. M., Al-nefaie, A. H., Aidi, K., Ali, M. M. and Ibrahim, M. (2021). A Modified Chi-square Type Test for Distributional Validity with Applications to Right Censored Reliability and Medical Data: A Modified Chi-square Type Test. Pakistan Journal of Statistics and Operation Research, 17(4), 1113-1121.

Yousof, H. M., Alizadeh, M., Jahanshahiand, S. M. A., Ramires, T. G., Ghosh, I. and Hamedani, G. G. (2017). The transmuted Topp-Leone G family of distributions: theory, characterizations and applications. Journal of Data Science, 15(4), 723-740.

Yousof, H. M., Altun, E., Ramires, T. G., Alizadeh, M. and Rasekhi, M. (2018). A new family of distributions with properties,

regression models and applications, Journal of Statistics and Management Systems, 21, 1, 163-188.

Yousof, H. M., Hamedani, G. G. and Ibrahim, M. (2020). The Two-parameter Xgamma Fr´echet Distribution: Characterizations, Copulas, Mathematical Properties and Different Classical Estimation Methods. Contributions to Mathematics, 2 (2020), 32-41.

Yousof, H. M., Majumder, M., Jahanshahi, S. M. A., Ali, M. M. and Hamedani G. G. (2018). A new Weibull class of distributions: theory, characterizations and applications, Journal of Statistical Research of Iran, 15, 45–83.

Published
2022-01-01
How to Cite
Refaie, M. (2022). A New Compound Generalization of the Lomax Lifetime Model: Properties, Copulas and Modeling Real Data. Statistics, Optimization & Information Computing, 10(2), 484-504. https://doi.org/10.19139/soic-2310-5070-1207
Section
Research Articles