Skip to main content
Erschienen in: Annals of Data Science 2/2019

17.08.2018

Inverse Gompertz Distribution: Properties and Different Estimation Methods with Application to Complete and Censored Data

verfasst von: M. S. Eliwa, M. El-Morshedy, Mohamed Ibrahim

Erschienen in: Annals of Data Science | Ausgabe 2/2019

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

In this article, we introduce inverse Gompertz distribution with two parameters. Some statistical properties are presented such as hazard rate function, quantile, probability weighted (moments), skewness, kurtosis, entropies function, mean residual lifetime and mean inactive lifetime. The model parameters are estimated by the method of maximum likelihood, bootstrap, least squares, weighted least squares and Cramér-von Mises. Further, Monte Carlo simulations are carried out to compare the long-run performance of the estimators based on complete and type II right censored data. Finally, we estimate the parameters based on behavioral sciences data and fatigue life of 10 bearing of a certain type in hours censored data, which explain that the model fits the data better than some models.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat Balakrishnan N, Aggarwala R (2000) Censoring theory: methods and applications. Birkhaauser, Boston Balakrishnan N, Aggarwala R (2000) Censoring theory: methods and applications. Birkhaauser, Boston
2.
Zurück zum Zitat Balakrishnan N, Victor L, Antonio S (2010) A mixture model based on Birnhaum-Saunders distributions. A study conducted by authors regarding the scores of the GRASP (general rating of affective symptoms for preschoolers), in a city located at south part of the Chile Balakrishnan N, Victor L, Antonio S (2010) A mixture model based on Birnhaum-Saunders distributions. A study conducted by authors regarding the scores of the GRASP (general rating of affective symptoms for preschoolers), in a city located at south part of the Chile
3.
Zurück zum Zitat Castro-Kuriss C (2011) On a goodness-of-fit test for censored data from a location-scale distribution with applications. Chil J Stat 2:115–136 Castro-Kuriss C (2011) On a goodness-of-fit test for censored data from a location-scale distribution with applications. Chil J Stat 2:115–136
4.
Zurück zum Zitat D’Agostino RB, Stephens MA (1986) Goodness-of-fit techniques. Marcel Dekker, New York D’Agostino RB, Stephens MA (1986) Goodness-of-fit techniques. Marcel Dekker, New York
5.
Zurück zum Zitat Drapella A (1993) Complementary Weibull distribution: unknown or just forgotten. Qual Reliab Eng Int 9:383–385CrossRef Drapella A (1993) Complementary Weibull distribution: unknown or just forgotten. Qual Reliab Eng Int 9:383–385CrossRef
6.
Zurück zum Zitat El-Bassiouny AH, Medhat EL-D, Abdelfattah M, Eliwa MS (2017) Exponentiated generalized Weibull–Gompertz distribution with application in survival analysis. J Stat Appl Probab 6(1):7–16CrossRef El-Bassiouny AH, Medhat EL-D, Abdelfattah M, Eliwa MS (2017) Exponentiated generalized Weibull–Gompertz distribution with application in survival analysis. J Stat Appl Probab 6(1):7–16CrossRef
7.
Zurück zum Zitat El-Bassiouny AH, Medhat EL-D, Abdelfattah M, Eliwa MS (2016) Mixture of exponentiated generalized Weibull–Gompertz distribution and its applications in reliability. J Stat Appl Probab 5(3):1–14CrossRef El-Bassiouny AH, Medhat EL-D, Abdelfattah M, Eliwa MS (2016) Mixture of exponentiated generalized Weibull–Gompertz distribution and its applications in reliability. J Stat Appl Probab 5(3):1–14CrossRef
8.
Zurück zum Zitat El-Gohary A, Ahmad A, Adel Naif A (2013) The generalized Gompertz distribution. Appl Math Model. 37:13–24CrossRef El-Gohary A, Ahmad A, Adel Naif A (2013) The generalized Gompertz distribution. Appl Math Model. 37:13–24CrossRef
9.
Zurück zum Zitat El-Gohary A, El-Bassiouny AH, El-Morshedy M (2015) Inverse flexible Weibull extension distribution. Int J Comput Appl 115:46–51 El-Gohary A, El-Bassiouny AH, El-Morshedy M (2015) Inverse flexible Weibull extension distribution. Int J Comput Appl 115:46–51
10.
Zurück zum Zitat El-Morshedy M, El-Bassiouny AH, El-Gohary A (2017) Exponentiated inverse flexible Weibull extension distribution. J Stat Appl Probab 6(1):169–183CrossRef El-Morshedy M, El-Bassiouny AH, El-Gohary A (2017) Exponentiated inverse flexible Weibull extension distribution. J Stat Appl Probab 6(1):169–183CrossRef
11.
Zurück zum Zitat Franses PH (1994) Fitting a Gompertz curve. J Oper Res Soc 45:109–113CrossRef Franses PH (1994) Fitting a Gompertz curve. J Oper Res Soc 45:109–113CrossRef
12.
Zurück zum Zitat Glaser RA (1980) Bathtub and related failure rate characterization. J Am Stat Assoc 75:667–672CrossRef Glaser RA (1980) Bathtub and related failure rate characterization. J Am Stat Assoc 75:667–672CrossRef
13.
Zurück zum Zitat Gompertz B (1825) On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. Philos Trans R Soc Lond 115:513–583CrossRef Gompertz B (1825) On the nature of the function expressive of the law of human mortality, and on a new mode of determining the value of life contingencies. Philos Trans R Soc Lond 115:513–583CrossRef
14.
Zurück zum Zitat Hannan EJ, Quinn BG (1979) The determination of the order of an autoregression. J R Stat Soc Ser B 41:190–195 Hannan EJ, Quinn BG (1979) The determination of the order of an autoregression. J R Stat Soc Ser B 41:190–195
15.
Zurück zum Zitat Hurvich CM, Tsai CL (1993) A corrected Akaike information criterion for vector autoregressive model selection. J Time Ser Anal 14:271–279CrossRef Hurvich CM, Tsai CL (1993) A corrected Akaike information criterion for vector autoregressive model selection. J Time Ser Anal 14:271–279CrossRef
16.
Zurück zum Zitat Jafari A, Saeid T, Morad A (2014) The beta-Gompertz distribution. Rev Colomb de Estad 37(1):139–156CrossRef Jafari A, Saeid T, Morad A (2014) The beta-Gompertz distribution. Rev Colomb de Estad 37(1):139–156CrossRef
17.
Zurück zum Zitat Jiang R, Zuo MJ, Li HX (1999) Weibull and Weibull inverse mixture models allowing negative weights. Reliab Eng Syst Saf 66:227–234CrossRef Jiang R, Zuo MJ, Li HX (1999) Weibull and Weibull inverse mixture models allowing negative weights. Reliab Eng Syst Saf 66:227–234CrossRef
18.
Zurück zum Zitat Khan MS, Robert K, Irene LH (2016) Transmuted Gompertz distribution: properties and estimation. Pak J Stat 32(3):161–182 Khan MS, Robert K, Irene LH (2016) Transmuted Gompertz distribution: properties and estimation. Pak J Stat 32(3):161–182
19.
Zurück zum Zitat Kotz S, Nadarajah S (2000) Extreme value distributions. Theory and applications. Imperial College Press, LondonCrossRef Kotz S, Nadarajah S (2000) Extreme value distributions. Theory and applications. Imperial College Press, LondonCrossRef
20.
Zurück zum Zitat Makany RA (1991) Theoretical basis of Gompertz’s curve. Biom J 33:121–128CrossRef Makany RA (1991) Theoretical basis of Gompertz’s curve. Biom J 33:121–128CrossRef
21.
Zurück zum Zitat McCool JI (2974) Inference techniques for Weibull population. Aeropace research laboratries report ARLTR, pp 74–80 McCool JI (2974) Inference techniques for Weibull population. Aeropace research laboratries report ARLTR, pp 74–80
22.
Zurück zum Zitat Mudholkar GS, Kollia GD (1994) Generalized Weibull family: a structural analysis. Commun Stat Ser A 23:1149–1171CrossRef Mudholkar GS, Kollia GD (1994) Generalized Weibull family: a structural analysis. Commun Stat Ser A 23:1149–1171CrossRef
23.
Zurück zum Zitat Rasool R, Saeid T, Jafari A (2017) The McDonald Gompertz distribution: properties and applications. Commun Stat Simul Comput 47(5):3341–3355 Rasool R, Saeid T, Jafari A (2017) The McDonald Gompertz distribution: properties and applications. Commun Stat Simul Comput 47(5):3341–3355
24.
Zurück zum Zitat Read CB (1983) Gompertz distribution. Encyclopedia of statistical sciences. Wiley, New York Read CB (1983) Gompertz distribution. Encyclopedia of statistical sciences. Wiley, New York
25.
Zurück zum Zitat Sanku D, Tanmay K, Yogesh M (2018) Evaluation and comparison of estimators in the Gompertz distribution. Ann Data Sci 5(2):235–258CrossRef Sanku D, Tanmay K, Yogesh M (2018) Evaluation and comparison of estimators in the Gompertz distribution. Ann Data Sci 5(2):235–258CrossRef
26.
Zurück zum Zitat Willekens F (2002) Gompertz in context: the Gompertz and related distributions. In: Tabeau E, van den Berg Jeths A, Heathcote C (eds) Forecasting mortality in developed countries-insights from a statistical, demographic and epidemiological perspective, European studies of population. Kluwer Academic Publishers, Dordrecht, pp 105–126 Willekens F (2002) Gompertz in context: the Gompertz and related distributions. In: Tabeau E, van den Berg Jeths A, Heathcote C (eds) Forecasting mortality in developed countries-insights from a statistical, demographic and epidemiological perspective, European studies of population. Kluwer Academic Publishers, Dordrecht, pp 105–126
27.
Zurück zum Zitat Wu JW, Lee WC (1999) Characterization of the mixtures of Gompertz distributions by conditional expectation of order statistics. Biom J 41:371–381CrossRef Wu JW, Lee WC (1999) Characterization of the mixtures of Gompertz distributions by conditional expectation of order statistics. Biom J 41:371–381CrossRef
28.
Zurück zum Zitat Zhao XM (2013) Bayesian information criterion (BIC). Encycl Syst Biol 73:35–47 Zhao XM (2013) Bayesian information criterion (BIC). Encycl Syst Biol 73:35–47
Metadaten
Titel
Inverse Gompertz Distribution: Properties and Different Estimation Methods with Application to Complete and Censored Data
verfasst von
M. S. Eliwa
M. El-Morshedy
Mohamed Ibrahim
Publikationsdatum
17.08.2018
Verlag
Springer Berlin Heidelberg
Erschienen in
Annals of Data Science / Ausgabe 2/2019
Print ISSN: 2198-5804
Elektronische ISSN: 2198-5812
DOI
https://doi.org/10.1007/s40745-018-0173-0

Weitere Artikel der Ausgabe 2/2019

Annals of Data Science 2/2019 Zur Ausgabe