Optimal Test Plan of Step Stress Partially Accelerated Life Testing for Alpha Power Inverse Weibull Distribution under Adaptive Progressive Hybrid Censored Data and Different Loss Functions

Accelerated life tests are used to explore the lifetime of extremely reliable items by subjecting them to elevated stress levels from stressors to cause early failures, such as temperature, voltage, pressure, and so on. The alpha power inverse Weibull (APIW) distribution is of great significance and practical applications due to its appealing characteristics, such as its flexibilities in the probability density function and the hazard rate function. We analyze the step stress partially accelerated life testing model with samples from the APIW distribution under adaptive type II progressively hybrid censoring. We first obtain the maximum likelihood estimates and two types of approximate confidence intervals of the distributional parameters and then derive Bayes estimates of the unknownparameters under different loss functions. Furthermore, we analyze three probable optimum test techniques for identifying the best censoring under different optimality criteria methods. We conduct simulation studies to assess the finite sample performance of the proposed methodology. Finally, we provide a real data example to further demonstrate the proposed technique

Reliability analysis of the new exponential inverted topp–leone distribution with applications

The inverted Topp–Leone distribution is a new, appealing model for reliability analysis. In this paper, a new distribution, named new exponential inverted Topp–Leone (NEITL) is presented, which adds an extra shape parameter to the inverted Topp–Leone distribution. The graphical representations of its density, survival, and hazard rate functions are provided. The following properties are explored: quantile function, mixture representation, entropies, moments, and stress– strength reliability. We plotted the skewness and kurtosis measures of the proposed model based on the quantiles. Three different estimation procedures are suggested to estimate the distribution parameters, reliability, and hazard rate functions, along with their confidence intervals. Additionally, stress–strength reliability estimators for the NEITL model were obtained. To illustrate the findings of the paper, two real datasets on engineering and medical fields have been analyzed

A New Inverse Rayleigh Distribution with Applications of COVID-19 Data: Properties, Estimation Methods and Censored Sample

This paper aims at modelling the COVID-19 spread in the United Kingdom and the United States of America, by specifying an optimal statistical univariate model. A new lifetime distribution with three-parameters is introduced by a combination of inverse Rayleigh distribution and odd Weibull family of distributions to formulate the odd Weibull inverse Rayleigh (OWIR) distribution. Some of the mathematical properties of the OWIR distribution are discussed as linear representation, quantile, moments, function of moment production, hazard rate, stress-strength reliability, and order statistics. Maximum likelihood, maximum product spacing, and Bayesian estimation method are applied to estimate the unknown parameters of OWIR distribution. The parameters of the OWIR distribution are estimated under the progressive type-II censoring scheme with random removal. A numerical result of a Monte Carlo simulation is obtained to assess the use of estimation methods

A New Inverse Rayleigh Distribution with Applications of COVID-19 Data: Properties, Estimation Methods and Censored Sample

This paper aims at modelling the COVID-19 spread in the United Kingdom and the United States of America, by specifying an optimal statistical univariate model. A new lifetime distribution with three-parameters is introduced by a combination of inverse Rayleigh distribution and odd Weibull family of distributions to formulate the odd Weibull inverse Rayleigh (OWIR) distribution. Some of the mathematical properties of the OWIR distribution are discussed as linear representation, quantile, moments, function of moment production, hazard rate, stress-strength reliability, and order statistics. Maximum likelihood, maximum product spacing, and Bayesian estimation method are applied to estimate the unknown parameters of OWIR distribution. The parameters of the OWIR distribution are estimated under the progressive type-II censoring scheme with random removal. A numerical result of a Monte Carlo simulation is obtained to assess the use of estimation methods

Multi Stress-Strength Reliability Based on Progressive First Failure for Kumaraswamy Model: Bayesian and Non-Bayesian Estimation

It is highly common in many real-life settings for systems to fail to perform in their harsh operating environments. When systems reach their lower, upper, or both extreme operating conditions, they frequently fail to perform their intended duties, which receives little attention from researchers. The purpose of this article is to derive inference for multi reliability where stress-strength variables follow unit Kumaraswamy distributions based on the progressive first failure. Therefore, this article deals with the problem of estimating the stress-strength function, R when X,Y, and Z come from three independent Kumaraswamy distributions. The classical methods namely maximum likelihood for point estimation and asymptotic, boot-p and boot-t methods are also discussed for interval estimation and Bayes methods are proposed based on progressive first-failure censored data. Lindly’s approximation form and MCMC technique are used to compute the Bayes estimate of R under symmetric and asymmetric loss functions. We derive standard Bayes estimators of reliability for multi stress–strength Kumaraswamy distribution based on progressive first-failure censored samples by using balanced and unbalanced loss functions. Different confidence intervals are obtained. The performance of the different proposed estimators is evaluated and compared by Monte Carlo simulations and application examples of real data

Robust Estimation methods of Generalized Exponential Distribution with Outliers

This paper discussed robust estimation for point estimation of the shape and scale parameters for generalized exponential (GE) distribution using a complete dataset in the presence of various percentages of outliers. In the case of outliers, it is known that classical methods such as maximum likelihood estimation (MLE), least square (LS) and maximum product spacing (MPS) in case of outliers cannot reach the best estimator. To confirm this fact, these classical methods were applied to the data of this study and compared with non-classical estimation methods. The non-classical (Robust) methods such as least absolute deviations (LAD), and M-estimation (using M. Huber (MH) weight and M. Bisquare (MB) weight) had been introduced to obtain the best estimation method for the parameters of the GE distribution. The comparison was done numerically by using the Monte Carlo simulation study. The two real datasets application confirmed that the M-estimation method is very much suitable for estimating the GE parameters. We concluded that the M-estimation method using Huber object function is a suitable estimation method in estimating the parameters of the GE distribution for a complete dataset in the presence of various percentages of outliers

Generating Optimal Discrete Analogue of the Generalized Pareto Distribution under Bayesian Inference with Applications

This paper studies three discretization methods to formulate discrete analogues of the well-known continuous generalized Pareto distribution. The generalized Pareto distribution provides a wide variety of probability spaces, which support threshold exceedances, and hence, it is suitable for modeling many failure time issues. Bayesian inference is applied to estimate the discrete models with different symmetric and asymmetric loss functions. The symmetric loss function being used is the squared error loss function, while the two asymmetric loss functions are the linear exponential and general entropy loss functions. A detailed simulation analysis was performed to compare the performance of the Bayesian estimation using the proposed loss functions. In addition, the applicability of the optimal discrete generalized Pareto distribution was compared with other discrete distributions. The comparison was based on different goodness-of-fit criteria. The results of the study reveal that the discretized generalized Pareto distribution is quite an attractive alternative to other discrete competitive distributions

A new generalization of the Pareto distribution and its applications

This paper introduces a new generalization of the Pareto distribution using the Marshall Olkin generator and the method of alpha power transformation. This new model has several desirable properties appropriate for modelling right skewed data. The Authors demonstrate how the hazard rate function and moments are obtained. Moreover, an estimation for the new model parameters is provided, through the application of the maximum likelihood and maximum product spacings methods, as well as the Bayesian estimation. Approximate confidence intervals are obtained by means of an asymptotic property of the maximum likelihood and maximum product spacings methods, while the Bayes credible intervals are found by using the Monte Carlo Markov Chain method under different loss functions. A simulation analysis is conducted to compare the estimation methods. Finally, the application of the proposed new distribution to three real-data examples is presented and its goodness-of-fit is demonstrated. In addition, comparisons to other models are made in order to prove the efficiency of the distribution in question

On a Bivariate Fre ́chet Distribution

The bivariate Fre ́chet distribution is an important lifetime distribution in survival analysis. In this paper, Farlie-Gumbel- Morgenstern (FGM), Ali-Mikhail-Haq (AMH) copulas and univariate Fre ́chet distribution are used for creating bivariate distributions which will be called FGM bivariate Fre ́chet (FGMBF) and AMH Bivariate Fre ́chet (AMHBF) distributions. The reliability function and hazard function will be obtained for Bivariate Fre ́chet distributions. Some properties of the FGMBF distribution are obtained such as product moments and moment generation function. Two different estimation methods for the unknown parameters of the two bivariate Fre ́chet models will be discussed. Asymptotic and bootstrap confidence intervals for the models parameter are also considered. To evaluate the performance of the estimators, a Monte Carlo simulations study is conducted to compare the efficiency between the two models and the preferences between estimation methods. Also, a two real data sets are analyzed to investigate the models and useful results are obtained for illustrative purposes