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1. Introduction
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.
θ2
Note that f (0) = α(θ+1) and f (∞) = 0.
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
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.
θ2
Note that h(0) = f (0) = α(θ+1) and h(∞) = θ.
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)
(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).
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.
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)
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
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
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
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
(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
0.6
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
0.6
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
0.6
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)
References
[3] M.E. Ghitany, B. Atieh, S. Nadarajah, Lindley distribution and its appli-
cation, Mathematics and Computers in Simulation, 78 (2008), 493-506.
[6] M.E. Ghitany, Marshall-Olkin extended Pareto distribution and its appli-
cation, International Journal of Applied Mathematics, 18 (2005), 17-31.
[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.