Journal of Statistical Theory and Applications

Volume 19, Issue 4, December 2020, Pages 506 - 517

Pranav Quasi Gamma Distribution: Properties and Applications

Authors
Sameer Ahmad Wani1, Anwar Hassan1, Shaista Shafi1, Sumeera Shafi2, *
1Department of Statistics, University of Kashmir, Srinagar, 190006, India
2Department of Mathematics, University of Kashmir, Srinagar, 190006, India
*Corresponding author. Email: sumeera.shafi@gmail.com
Corresponding Author
Sumeera Shafi
Received 28 June 2020, Accepted 24 November 2020, Available Online 7 December 2020.
DOI
10.2991/jsta.d.201202.001How to use a DOI?
Keywords
Quasi gamma distribution; Pranav distribution; Mixture models; Simulation study; Mixing parameter; Structural properties and maximum likelihood estimation
Abstract

We have developed Pranav Quasi Gamma Distribution (PQGD) as a mixture of Pranav distribution (θ) and Quasi Gamma distribution (2,θ). We obtained various necessary statistical characteristics of PQGD. The flexibility of proposed model is clear from graph of hazard function. The reliability measures of proposed model are also obtained. Sample estimates of unknown parameters are obtained by making use of maximum likelihood estimation method. We have also carried out the simulation study for comparing our model with its related models. We then tested the significance of mixing parameter. Finally, applications to real-life data sets is presented to examine the significance of newly introduced model.

Copyright
© 2020 The Authors. Published by Atlantis Press B.V.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

1. INTRODUCTION

Continuous efforts have been made by researchers for many years to bring more and more flexibility in fitting probability models to real-life data. Flexibility can be introduced by generalizing the classical probability models or by mixing the two probability models. Need of mixture models arise when the population or distribution from which the data is obtained is a genuine mixture of k distinct populations or distributions and our aim is to estimate the proportions p1,p2,pk in which these k distinct populations in which these occur. As we deal mostly with the data obtained from two or more populations mixed in different proportions, so mixture models find greater applicability in fitting models to data. Mixture models also extract more variation from the data. Data analysts use mixture models to the complex data for better interpretation of results. Stacy [1] obtained generalized form of gamma model using power transformation of gamma distribution. Nadarajah et al. [2] obtained another generalized form of gamma model and applied it to various real-life situations. Shukla [3] obtained Pranav distribution by mixing gamma and exponential models in appropriate proportions and obtained its properties. Ghitany et al. [4] formulated Lindley distribution by mixture technique and studied its important properties. Shanker et al. [5] introduced a Quasi Gamma distribution and obtained its vital properties. Shanker and Shukla [6] obtained Ishita distribution by using mixture technique. Hassan et al. [7] obtained Lindley-Quasi Xgamma distribution and studied its important properties. Hassan, Wani and Shafi [8] introduced Poisson Pranav distribution and obtained its various mathematical properties along with obtaining applications of the proposed model. Hassan, Wani and Para [9] formulated three parameter Quasi Lindley distribution by using weighting technique and obtained various properties of that model. Shafi et al. [10] obtained properties and applications of Sanna distribution.

A continuous r. v X will have a mixture distribution if its p.d.f f(x) is obtained as a mixture of k distinct populations having density functions f1(x),f2(x),fk(x) and with mixing proportions p1,p2,pk respectively. Mathematically

f(x)=p1f1(x)+p2f2(x)++pkfk(x)
where
0pi1
i=1kpi=1

We have used mixture technique to obtain Pranav Quasi Gamma distribution (PQGD) in this paper.

2. PRANAV QUASI GAMMA DISTRIBUTION

A nonnegative r.v X would follow a PQGD if it will have p.d.f f(x) which can be obtained as a mixture of Pranav (θ) having p.d.f f1(x) & Quasi Gamma distribution (2,θ) having p.d.f f2(x), in which θ is a scale parameter. Mathematically

f(x)=(1p)f2(x)+pf1(x)(1)

In Equation (1) p is a mixing parameter and

f1(x)=θ4θ4+6θ+x3eθx   x>0,θ>0(2)
(2) is a p.d.f of Pranav (θ) distribution with the corresponding c.d.f F1(x) given below
F1(x)=13θx+6+θ2x2θxθ4+6+1eθx(3)

And p.d.f of Quasi Gamma distribution (2,θ) is given in (4)

f2(x)=2θ2eθx2x3      θ>0,x>0(4)

And corresponding c.d.f F2(x) of QGD is given below

F2(x)=Γ2,θx2+1(5)

Substituting values of f1(x) & f2(x) in (1) we obtain p.d.f f(x) of PQGD as given below

f(x)=pθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x3     x>0,θ>0,0p1(6)

The graphs of p.d.f of PQGD are given in Figure 1a and 1b. These graphs show that for different parameter values indicating positively skewed nature of proposed model.

Figure 1

Graph of density function.

Figure 2

Graph of distribution function.

And the c.d.f of PQGD is found by using (3) and (5) and is given below

F(x)=p1θ2x2+3θx+6θxθ4+6+1eθx+(1p)1Γ2,θx2(7)

The above graphs represents the cumulative distribution function of PQGD.

3. RELIABILITY ANALYSIS

This different reliability measures are obtained in this particular area of paper. Expressions for survival function, failure rate and reverse failure rate of proposed PQGD are obtained in (8), (9), (10) respectively.

Rx=1p13θx+6+θ2x2θxθ4+6+1eθx+(1p)1Γ2,θx2(8)
h(x)=pθ4θ+x3eθx+2θ4+61pθ2eθx2x3θ4+6pθ4+6θ4+6+θxθ2x2+3θx+6eθx+(1p)θ4+61Γ2,θx2(9)
R.H.R=hr(x)=pθ4θ+x3eθx+2(θ4+6)1pθ2eθx2x3pθ4+6θ4+6+θxθ2x2+3θx+6eθx+(1p)θ4+61Γ2,θx2(10)

Figure 3a and 3b represent the survival function of PQGD. Figure 4 represents the hazard rate of PQGD which shows the flexibility of proposed model as the graph is inverted bathtub shaped. The hazard rate is of monotonic increasing as well as monotonic decreasing nature which shows the flexibility of proposed model.

Figure 3

Graph of survival function.

Figure 4

Graph of hazard function.

4. STATISTICAL PROPERTIES

Moments, mean deviation about mean, median characterize probability model among other properties. Here we have obtained these statistical properties for our proposed Pranav Quasi Gamma model.

4.1. Moments

Assuming X being a r.v having PQGD (θ,p). We now know that kth moment about origin of PQGD is given as below

μk=EXk=0xkfx,θ,pdx=0xkpθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x3dx
μk=k!θk(2+θα)2pk!(k+3)(θ4+(k+1)(k+2)θk(θ4+6)+(1p)Γ4+k2θk2(11)

Put k=1 in Equation (11) we get

μ1=pθ4+24θθ4+6+(1p)Γ52θ12
which is mean of the PQGD

Put k=2 in Equation (11) we get

μ2=2pθ4+60θ2θ4+6+(1p)Γ(3)θ

And variance of PQGD is

V(x)=pθ8+84θ4+144θ2θ4+62+(1p)2Γ522θ

4.2. Average Deviation About Median and Arithmetic Mean of PQGD

We have derived the expressions for average deviation about median & arithmetic mean of PQGD in this area of paper.

Theorem 1:

If r.v X follows PQGD θ,p, then average deviation about median δ2(x) and arithmetic mean δ1(x)

δ1(X)=2μp11+θμθμ2+3θμ+6θ4+6eθμ+(1p)1(Γ(2,θμ2)2pθθ4+6θ4γ(2,μ)+γ(5,μ)+(1p)θ12γ52,μ
And
δ2(X)=μ2pθθ4+6θ4γ(2,M)+γ(5,M)+(1p)θ12γ52,M
respectively.

Proof:

Average deviation about median δ2(x) & arithmetic mean δ1(x) are well defined as

δ1(X)=0|xμ|f(x)dx
&δ2(X)=0|xM|f(x)dx
respectively. where μ and M are arithmetic mean and median of PQGD respectively. The measures δ1(X) & δ2(X) are obtained by making use of the simplified relations given below.
δ1(X)=0μ(μx)f(x)dx+μ(xμ)f(x)dx
δ1(X)=2μF(μ)20μxf(x)dx(12)
and
δ2(X)=M(xM)f(x)dx+0M(Mx)f(x)dx
δ2(X)=μ20Mxf(x)dx(13)

Using (6) we obtain

0μxf(x)dx=pθθ4+6θ4γ(2,μ)+γ(5,μ)+(1p)θ12γ52,μ(14)
0Mxf(x)dx=pθθ4+6θ4γ(2,M)+γ(5,M)+(1p)θ12γ52,M(15)
where γs,x=0xts1etdt is an incomplete gamma function.
γ2,μ=0μt21etdt
γ52,μ=0μt521etdt
and γ5,μ=0μt51etdt

Using expressions (12), (13), (14), and (15) and expression for c.d.f (7) we obtain average deviation about median δ2(x)&and arithmetic mean δ1(x)

δ1(X)=2μp11+θμ((θμ)2+3θμ+6)θ4+6eθμ+(1p)(1Γ2,θμ22pθθ4+6θ4γ(2,μ)+γ(5,μ)+(1p)θ12γ52,μ
δ2(X)=μ2pθθ4+6θ4γ(2,M)+γ(5,M)+(1p)θ12γ52,M

5. ORDER STATISTICS OF PQGD

Assuming X1,X2,X3,Xn being an order statistics for the random sample x1,x2,x3,xn obtained from PQGD having c.d.f Fx,θ,p and p.d.f fx,θ,p, then the p.d.f of vth order statistics Xv is given by: fv(x,θ,p)=n!(v1)!(nv)!f(x,θ,p)[F(x,θ,p)]v1[1F(x,θ,p)]nvv=1,2,n

Using the Equations (6) and (7), the probability density function of vth order statistics of PQGD is specified as

fvx,θ,p=n!v1!nv!pθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x3p11+θθ2x2+3θx+6(θ4+6)eθx+(1p)1Γ2,θx2v11p11+θθ2x2+3θx+6(θ4+6)eθx+(1p)1Γ2,θx2nv.

Then, the p.d.f of first order statistic X1 of of PQGD is specified as

f1x,θ,p=npθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x31p11+θθ2x2+3θx+6θ4+6eθx+(1p)1Γ2,θx2n1.
and the p.d.f of nth order statistic Xn of of PQGD is specified as
fnx,θ,p=npθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x3p11+θθ2x2+3θx+6θ4+6eθx+(1p)1Γ2,θx2n1.

6. ESTIMATION OF PARAMETERS OF PQGD

Assuming X1,X2,X3Xn being a randomly selected sample of size n obtained from PQGD having density function given by (2.6), then the likelihood function of PQGD is given as

Lx|θ,p=i=1npθ4θ4+6θ+xi3eθxi+2(1p)θ2eθxi2xi3

The log-likelihood function becomes

logL=2nlogθnlogθ4+6+i=1nlogpθ2θ+xi3eθxi+2θ4+6(1p)eθxi2xi3(16)

By partially differentiating (16) w. r. to θ and p and then equating the outcome to zero, we get the resulting normal equations specified below

logLθ=2nθ4nθ3θ4+6+i=1np3θ2+2θxi3eθxiθ3+θ2xi3xieθxi+2(1p)xi34θ3eθxi2xi2eθxi2θ4+6pθ2θ+xi3eθxi+2θ4+6(1p)eθxi2xi3=0(17)
logLp=i=1nθ2θ+xi3eθxi2θ4+6eθxi2xi3pθ2θ+xi3eθxi+2θ4+6(1p)eθxi2xi3=0(18)

MLEs of θ,p cannot be obtained by solving above complex equations as these equations are not in closed form. So we solve above equations by using iteration method through R software.

7. SIMULATION STUDY

We have generated a data of 50 observations through R software by using inverse c.d.f technique from proposed model and we have obtained loss of information values AIC, BIC, AICC, and HQIC values for our model and its related models. We have also obtained the Shannon's entropy of our model and its related models. For testing the significance of mixing parameter p we used likelihood ratio (LR) statistic. In Table 1 estimates of parameters of fitted models along with model functions are given.

Distribution Parameter Estimates Model Function
Quasi Gamma (QGD) θ^=3.176(0.317) 2θ2eθx2x3
Pranav (PD) θ^=2.217(0.156) θ4θ4+6θ+x3eθx
Pranav Quasi Gamma (PQGD) θ^=2.978(0.309)p^=0.1222(0.068) pθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x3
Table 1

ML estimates with standard errors in parenthesis, model function of proposed model, and its related models for simulated data of 50 observations.

In order to test the statistical significance of mixing parameter p for proposed PQGD we computed LR statistic by testing H0:p=0 against H1:p0 using LR statistic ω=2LΘ^LΘ^0=23.01, where Θ^ and Θ^0 are MLEs under H1 and H0. LR statistic ωχ12(α=0.01)=6.635 as n, d.f being the difference of dimensionality. From Table 2 ω=23.01>6.635 at 1% significance level, hence we rejected H0 and conclude that mixing parameter p plays statistically a significant role.

Distribution logL AIC BIC AICC HQIC Shanon Entropy H(X) Likelihood Ratio
PQGD 11.67180 27.3436 31.167 27.598 28.799 0.233 23.01
QGD 23.1788 48.3576 50.2696 48.440 48.44094 0.46
PD 41.09660 84.1932 86.105 84.276 84.921 0.82
Table 2

Model comparison and likelihood ratio statistic of proposed model and its related models.

Loss of information criteria's like AIC, BIC, AICC, and HQIC are computed along with measure of average uncertainty that is Shannon entropy H(X) for comparison of models fitted to data.

AIC=2v2logLAICC=AIC+2v(v+1)fv1BIC=vlogf2logLHQIC=2vloglogf+2logLH(X)=logLf
where v gives count of parameters in the statistical model, f represents the sample size, and 2logL shows the maximized value of the log-likelihood function. From Table 2, it is observed that the PQGD possesses the lesser AIC, AICC, BIC, and HQIC and H(X) values as compared to QGD and PD for simulated data. Hence we can conclude that the PQGD gives much better fit as compared to QGD and PD for simulated data.

8. SPECIAL CASES

Case I: By putting p=0, then PQGD (6) reduces to Quasi Gamma distribution with p.d.f as

f2(x)=2θ2eθx2x3    x>0,θ>0

Case II: By putting p=1, PQGD (6) reduces to Pranav distribution with p.d.f as

.f1(x)=θ4θ4+6θ+x3eθx    x>0,θ>0

9. APPLICATIONS OF PQGD

We fitted PQGD and its related distributions to two real-life data sets and showed that our proposed model fits well to these data sets as compared to its related models.

Data Set 1: The data set given in Table 3 has been taken from Kotz and Johnson [11] and represents the survival times (in years) after diagnosis of 43 patients with some kind of leukemia.

0.019 0.129 0.159 0.203 0.485 0.636 0.748 0.781
0.869 1.175 1.206 1.219 1.219 1.282 1.356 1.362
1.458 1.564 1.586 1.592 1.781 1.923 1.959 2.134
2.413 2.466 2.548 2.652 2.951 3.038 3.6 3.655
3.745 4.203 4.690 4.888 5.143 5.167 5.603 5.633
6.192 6.655 6.874
Table 3

Survival times (in years) after diagnosis of 43 patients with a certain kind of leukemia.

Data set 2: This data set given in Table 4 represents the Kevlar 49/epoxy strands failure times data (pressure at 90%) is taken from Makubate et al. [12].

0.01 0.01 0.02 0.02 0.02 0.03 0.03 0.04 0.05 0.06 0.07
0.07 0.08 0.09 0.09 0.10 0.10 0.11 0.11 0.12 0.13 0.18
0.19 0.20 0.23 0.24 0.24 0.29 0.34 0.35 0.36 0.38 0.40
0.42 0.43 0.52 0.54 0.56 0.60 0.60 0.63 0.65 0.67 0.68
0.72 0.72 0.72 0.73 0.79 0.79 0.80 0.80 0.83 0.85 0.90
0.92 0.95 0.99 1.00 1.01 1.02 1.03 1.05 1.10 1.10 1.11
1.15 1.18 1.20 1.29 1.31 1.33 1.34 1.40 1.43 1.45 1.50
1.51 1.52 1.53 1.54 1.54 1.55 1.58 1.60 1.63 1.64 1.80
1.80 1.81 2.02 2.05 2.14 2.17 2.33 3.03 3.03 3.34 4.20
4.69 7.89
Table 4

Kevlar 49/epoxy strands failure times data (pressure at 90%).

R software version 3.5.3 [13] is used for analyzing the data. We have fitted QGD, PD, GD, WD, and PQGD to the data sets 1 and 2. The summary statistics of data sets 1 and 2 are displayed in Tables 5 and 6, MLEs of the parameters with standard errors in parenthesis, model functions are displayed in Table 7 and log-likelihood values, LR statistic, AIC, AICC, BIC, HQIC, and Shannon's entropy are displayed in Tables 8 and 9 respectively.

Number of Observations Minimum First Quartile Median Mean Third Quartile Maximum
43 0.019 1.212 1.923 2.534 3.700 6.874
Table 5

Summary statistics of data set 1.

Number of Observations Minimum First Quartile Median Mean Third Quartile Maximum
101 0.010 0.240 0.800 1.025 1.450 7.890
Table 6

Summary statistics of data set 2.

Distribution Parameter Estimates
Model Function
Data Set 1 Data Set 2
Quasi Gamma Distribution (QGD) θ^=0.199032(0.021465) θ^=0.8730(0.0614) 2θ2eθx2x3
Pranav Distribution (PD) θ^=1.244312(0.075493) θ^=1.8976(0.0821) θ4θ4+6θ+x3eθx
Pranav Quasi Gamma Distribution (PQGD) θ^=1.143384(0.093793)p^=0.76297(0.11982019) θ^=1.8784(0.0878)p^=0.7782(0.0870) pθ4θ4+6θ+x3eθx+2(1p)θ2eθx2x3
Gamma Distribution (GD) α^=1.3017130(0.2527684)β^=1.946648(0.4588967) α^=0.8718(0.10669)β^=1.17547(0.19074) xα1ex/ββαΓα
Weibull distribution (WD) λ^=2.702256(0.3482947)β^=1.2397431(0.1532526) λ^=0.98994(0.111770)β^=0.92588(0.072598) βλxλβ1e(x/λ)β
Table 7

ML estimates with standard errors in parenthesis, model function of proposed model, and its related models for data set 1 and 2.

Distribution logL AIC BIC AICC HQIC Shanon Entropy H(X) Likelihood Ratio
PQGD 80.07714 164.1543 167.6767 164.4543 165.4532 1.862 101.188
QGD 130.6714 263.3428 265.104 263.4404 263.9923 3.038
PD 82.17808 166.3562 168.1174 166.4537 167.0056 1.911
GD 82.12227 168.2445 171.7669 168.5445 169.5435 1.909
WD 81.61015 167.2203 170.7427 167.5203 168.5192 1.897
Table 8

Model comparison and Likelihood ratio statistic of proposed model and its related models for data set 1.

Distribution logL AIC BIC AICC HQIC Shanon Entropy H(X) Likelihood Ratio
PQGD 102.8728 209.7456 214.9758 209.868 211.8629 1.018 506.18
QGD 355.9660 713.9321 716.5472 713.9725 714.9907 3.52
PD 106.3711 214.7422 217.3573 214.7826 215.8008 1.05
GD 102.9827 209.9655 215.2048 210.2421 212.2049 1.020
WD 102.9768 209.9536 215.1839 210.0761 212.1071 1.019
Table 9

Model comparison and Likelihood ratio statistic of proposed model and its related models for data set 2.

In order to test the statistical significance of mixing parameter p for proposed PQGD we computed LR statistic by testing H0:p=0 against H1:p0 using LR statistic ω1=2LΘ^LΘ^0=101.188 for data set 1 and ω2=2LΘ^LΘ^0=506.18 for data set 2 where Θ^ and Θ^0 are MLEs under H1 and H0. LR statistic ωχ12(α=0.01)=6.635 as n, d.f being the difference of dimensionality. From Table 8 ω1=101.188>6.635 and from Table 9 ω2=506.18>6.635 at 1% significance level, hence we rejected H0 and conclude that mixing parameter p plays statistically a significant role for both the data sets.

Loss of information criteria's like AIC, BIC, AICC, and HQIC are computed along with measure of average uncertainty that is Shannon entropy H(X) for comparison of models fitted to data.

AIC=2v2logLAICC=AIC+2v(v+1)fv1BIC=vlogf2logLHQIC=2vloglogf+2logLH(X)=logLf
where v gives count of parameters in the statistical model, f represents the sample size, and 2logL shows the maximized value of the log-likelihood function. From Tables 8 and 9, it is observed that the PQGD possesses the lesser AIC, AICC, BIC, HQIC, and H(X) values as compared to QGD, GD, WD, and PD for both the data sets 1 and 2. Hence we can conclude that the PQGD leads to a better fit than the QGD, GD, WD, and PD for data sets 1 and 2.

Figure 5

Curve fitting of data set 1.

Figure 6

Curve fitting of data set 1.

10. CONCLUSION

We incorporated PQGD as a mixture of Pranav distribution and Quasi Gamma distribution. We obtained crucial properties of our proposed model. We carried out the simulation study and showed superiority of our model over its related models. We also obtained the estimates of our proposed model by using maximum likelihood method of estimation. Significance of mixing parameter has been tested. Finally we fitted our model and its related models to two real-life data sets and concluded that our model gives better fit to these data sets as compared to its related models.

CONFLICTS OF INTEREST

All the authors have no conflict of interest.

AUTHORS' CONTRIBUTIONS

All the authors contributed equally.

ACKNOWLEDGEMENT

We are highly thankful to reviewers for their valuable suggestions and we are also highly thankful to journal.

REFERENCES

3.K.K. Shukla, Bio. Bio. Int. J., Vol. 7, 2018, pp. 244-254.
6.R. Shanker and K.K. Shukla, Bio. Bio. Int. J., Vol. 5, 2017, pp. 39-46.
7.A. Hassan, S.A. Wani, S. Shafi, and B.A. Sheikh, Pak. J. Stat., Vol. 36, 2020, pp. 73-89.
8.A. Hassan, S.A. Wani, and S. Shafi, Pak. J. Stat., Vol. 36, 2020, pp. 57-72.
10.S. Shafi, S. Shafi, S. Riyaz, and J. Xi, Uni. Arch. Technol., Vol. XII, 2020, pp. 1716-1733.
11.S. Kotz and N.L. Johnson, Encyclopedia of Statistical Sciences, John Wiley and Sons, New York, NY, USA, 1983, pp. 613.
13.R Core Team, R Version 3.5.3, R Foundation for Statistical Computing, Vienna, Austria.
Journal
Journal of Statistical Theory and Applications
Volume-Issue
19 - 4
Pages
506 - 517
Publication Date
2020/12/07
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.d.201202.001How to use a DOI?
Copyright
© 2020 The Authors. Published by Atlantis Press B.V.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Sameer Ahmad Wani
AU  - Anwar Hassan
AU  - Shaista Shafi
AU  - Sumeera Shafi
PY  - 2020
DA  - 2020/12/07
TI  - Pranav Quasi Gamma Distribution: Properties and Applications
JO  - Journal of Statistical Theory and Applications
SP  - 506
EP  - 517
VL  - 19
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.201202.001
DO  - 10.2991/jsta.d.201202.001
ID  - Wani2020
ER  -