Nwankwo Mmesoma P, Alsadat Najwan, Kumar Anoop, Bahloul Mahmoud Mohamed, Obulezi Okechukwu J
Department of Statistics, Faculty of Physical Sciences, Nnamdi Azikiwe University, P.O. Box 5025, Awka, Nigeria.
Department of Quantitative Analysis, College of Business Administration, King Saud University, P.O. Box 71115, Riyadh 11587, Saudi Arabia.
Heliyon. 2024 Sep 23;10(19):e38150. doi: 10.1016/j.heliyon.2024.e38150. eCollection 2024 Oct 15.
This study on the Type-I heavy-tailed Rayleigh (TI-HTR) distribution is a special case of Type-I heavy-tailed (TI-HT) family of distributions was studied. The characteristics were derived, including the moment and its measures, quantile function, reliability measures, and other statistical properties as well as parameter estimation using the maximum likelihood method and penalized likelihood estimation. The behavior of its various functions were shown graphically. Analytically, we showed that model linearly grows near the origin and exhibits rapid exponential decay. However, the tail behavior cannot equal the traditional heavy-tail in the power law sense, hence it is called the type-I heavy-tail. Interestingly, we designed a group acceptance plan (GASP) and demonstrated usefulness with both assumed and maximum likelihood estimates. The GASP under the TI-HTR distribution is preferable when the parameter values are small. The distribution was used to model real-life data sets to justify its usefulness. The results of the application of the model to both COVID-19 and Cancer data showed that the model fits the two data better than the competing models and also suggest that inference from the model is better than those of the competitors. In estimating the parameters, the penalized likelihood procedure perform considerably better with minimum standard error of the estimates. From the Cramér-von Mises test results which guides against the heavy-tail sensitivity, the TI-HTR distribution offers a better model for fitting fast decaying exponential data since it has the least statistics in both datasets.
本研究针对I型重尾瑞利(TI - HTR)分布展开,它是I型重尾(TI - HT)分布族的一个特殊情况。推导了其特征,包括矩及其度量、分位数函数、可靠性度量以及其他统计性质,还使用最大似然法和惩罚似然估计进行了参数估计。以图形方式展示了其各种函数的行为。从分析角度看,我们表明该模型在原点附近呈线性增长,并呈现快速指数衰减。然而,其尾部行为在幂律意义上不同于传统重尾,因此被称为I型重尾。有趣的是,我们设计了一个分组验收计划(GASP),并通过假设估计和最大似然估计证明了其有效性。当参数值较小时,TI - HTR分布下的GASP更可取。该分布被用于对实际数据集进行建模以证明其有用性。将该模型应用于COVID - 19和癌症数据的结果表明,该模型比竞争模型更能拟合这两种数据,并且还表明从该模型得出的推断比竞争模型的更好。在估计参数时,惩罚似然程序的估计标准误差最小,表现相当出色。从指导防范重尾敏感性的克拉默 - 冯·米塞斯检验结果来看,TI - HTR分布为拟合快速衰减指数数据提供了一个更好的模型,因为它在两个数据集中的统计量最少。