The Marshall-Olkin Weibull Truncated Negative Binomial Distribution and its Applications

Univariate Weibull distribution is a well known lifetime distribution and has been widely used in reliability and survival analysis. In this paper, we introduce a new family of bivariate generalized Weibull (BGW) distributions, whose univariate marginals are exponentiated Weibull distribution. Different statistical quantiles like marginals, conditional distribution, conditional expectation, product moments, correlation and a measure component reliability are derived. Various measures of dependence and statistical properties along with aging properties are examined. Further, the copula associated with BGW distribution and its various important properties are also considered. The methods of maximum likelihood and Bayesian estimation are employed to estimate unknown parameters of the model. A Monte Carlo simulation and real data study are carried out to demonstrate the performance of the estimators and results have proven the effectiveness of the distribution in real-life situations.

Felsenstein, J. (Department of Genetics SK-50, University of Washington, Seattle, Washington 98195). 1973. Maximum likelihood and minimum-steps methods for estimating evolutionary trees from data on discrete characters. Syst. Zool. 22:240-249.The general maximum likelihood approach to the statistical estimation of phylogenies is outlined, for data in which there are a number of discrete states for each character. The details of the maximum likelihood method will depend on the details of the probabilistic model of evolution assumed. There are a very large number of possible models of evolution. For a few of the simpler models, the calculation of the likelihood of an evolutionary tree is outlined. For these models, the maximum likelihood tree will be the same as the parsimonious (or minimum-steps) tree if the probability of change during the evolution of the group is assumed a priori to be very small. However, most sets of data require too many assumed state changes per character to be compatible with this assumption. Farris (1973) has argued that maximum likelihood and parsimony methods are identical under a much less restrictive set of assumptions. It is argued that the present methods are preferable to his, and a counterexample to his argument is presented. An algorithm which enables rapid calculation of the likelihood of a phylogeny is described. [Evolutionary trees: maximum likelihood.] The first systematic attempt to apply standard statistical inference procedures to the estimation of evolutionary trees was the work of Edwards and Cavalli-Sforza (1964; see also Cavalli-Sforza and Edwards, 1967). At about the same time, the parsimony' or minimum evolutionary steps method of Camin and Sokal (1965) gave a great impetus to the development of welldefined procedures for obtaining evolutionary trees. Edwards and Cavalli-Sforza concerned themselves with data from continuous variables such as gene frequencies and quantitative characters. The CaminSokal approach, on the other hand, was developed for characters which are recorded as a series of discrete states. Although some taxonomists have declared that the problem of guessing phylogenies should be viewed as a problem of statistical inference (Farris, 1967, 1968; Throckmorton, 1968), until recently there have been no attempts to explore the relationship between the statistical inference and minimum-steps approaches. Recently, Farris (1973) has presented a detailed argument that, under certain reasonable assumptions, the maximum-likelihood method of statistical inference appropriate to discrete-character data is precisely the parsimony method of Camin and Sokal. In this paper, I will examine the application of maximum likelihood methods to discrete characters, and will show that parsimony methods are not maximum likelihood methods under the assumptions made by Farris. They are maximum likelihood methods under considerably more restrictive assumptions about evolution. METHODS OF MAXIMUM LIKELIHOOD Suppose that we want to estimate the evolutionary tree, T, which is to be specified by the topological form of the tree and the times of branching. We are given a set of data, D, and a model of evolution, M, which incorporates not only the evolutionary processes, but also the processes of sampling by which we obtained the data. This model will usually be probabilistic, involving random events such as changes of the environment, occurrence of favorable

Many clinical or prevention studies involve missing or censored outcomes. Maximum likelihood (ML) methods provide a conceptually straightforward approach to estimation when the outcome is partially missing. Methods of implementing ML methods range from the simple to the complex, depending on the type of data and the missing-data mechanism. Simple ML methods for ignorable missing-data mechanisms (when data are missing at random) include complete-case analysis, complete-case analysis with covariate adjustment, survival analysis with covariate adjustment, and analysis via propensity-to-be-missing scores. More complex ML methods for ignorable missing-data mechanisms include the analysis of longitudinal dropouts via a marginal model for continuous data or a conditional model for categorical data. A moderately complex ML method for categorical data with a saturated model and either ignorable or nonignorable missing-data mechanisms is a perfect fit analysis, an algebraic method involving closed-form estimates and variances. A complex and flexible ML method with categorical data and either ignorable or nonignorable missing-data mechanisms is the method of composite linear models, a matrix method requiring specialized software. Except for the method of composite linear models, which can involve challenging matrix specifications, the implementation of these ML methods ranges in difficulty from easy to moderate.

The generalized Bilal (GB) distribution can be defined as the distribution of the median of three independent random variables drawn from the Weibull distribution. Its failure rate function can be monotonic (decreasing or increasing) or upside-down bathtub-shaped. In this study, we aim to reveal some important properties of the GB distribution that have not been considered before. The findings are both theoretical and practical. From the theoretical viewpoint, we present explicit expressions for both single and product moments of order statistics from the GB distribution. The L-moments are derived as well. From the practical viewpoint, the parameter estimations are accomplished using the maximum likelihood (ML) method, which is based on two different sampling schemes: simple random sampling (SRS) and ranked set sampling (RSS) schemes. Furthermore, the asymptotic confidence intervals for the SRS and RSS estimators are discussed. For the sake of comparison and illustration, a simulation study and a real data example are presented. Concluding remarks are given at the end.

An extension of the Poisson distribution is derived by considering a stochastic point process where the duration has a generalized Weibull distribution. This distribution is able to represent under, equi and over dispersion, a useful feature in data analysis. The computation of the probabilities and renewal function (expected number of renewals) are examined. Parameter estimation by the method of maximum likelihood is considered with applications of the count distribution to real frequency count data exhibiting under and over dispersion. It is shown that the generalized Weibull count distribution fits much better than the Weibull and gamma duration models.

The objective of this study is to assess the applicability of the three-parameter Poly-Exponential Weibull distribution for modelling the reliability of cement sheath data, specifically based on Vickers hardness measurements (MPa). This research explores the theoretical properties of the Poly-Exponential Weibull distribution, including the derivation of its quantile function, incomplete moments, Rényi and q-entropies, mean deviations, and the Bonferroni and Lorenz curves. Parameter estimation is performed using the method of maximum likelihood. The findings suggest that the Poly-Exponential Weibull model offers a promising alternative to existing models in the literature, particularly for handling highly skewed reliability data.

Three-parameter Weibull probability distribution function is used to represent the time-to-failure data. For parameter estimation, the errors-in-variables, maximum likelihood, and least squares methods are compared. The results obtained from five data sets show that maximum likelihood method gives the most reliable parameter estimates which are close to those obtained by errors-in-variables approach. The least squares method gave the poorest results in most cases. For parameter estimation, the Luus-Jaakola direct search optimization procedure yielded the optimal parameter values in negligible computation time, taking less than a second of computation time on a Pentium4/2.66MHz personal computer for 50 data points.

An eigenvector (EV) method for the determination of directional spectra from heave, pitch and roll buoy data is presented. Both a direct and an iterative form (based on an algorithm by Pawka) of this data-adaptive procedure are developed. The direct form outperforms the Longuet-Higgins et al. method, the cosine spread model and the maximum likelihood (ML) method for both simulated and real data. In the iterative form, the iterative EV method is superior to the other methods tested, including the iterative ML method for unimodal peaks when the noise-to-signal ratio is greater than 0.2 and for bimodal peaks at all noise levels. With real data, the direct EV method produced errors within an 80% confidence zone of the data cross-spectral matrix within the stopping criteria of Lawson and Long. Errors of the iterative EV and iterative ML methods were lower than for both the direct EV and ML results and were about the same magnitude when compared to each other. The iterative EV method, however, produced...

Two-parameter Weibull distribution is the most widely adopted lifetime model for power transformers. An appropriate parameter estimation method is essential to guarantee the accuracy of a derived Weibull lifetime model. Six popular parameter estimation methods (i.e. the maximum likelihood estimation method, two median rank regression methods including the one regressing X on Y and the other one regressing Y on X, the Kaplan-Meier method, the method based on cumulative hazard plot, and the Li's method) are reviewed and compared in order to find the optimal one that suits transformer's Weibull lifetime modelling. The comparison took several different scenarios into consideration: 10000 sets of lifetime data, each of which had a sampling size of 40 1000 and a censoring rate of 90\%, were obtained by Monte-Carlo simulations for each scienario. Scale and shape parameters of Weibull distribution estimated by the six methods, as well as their mean value, median value and 90\% confidence band are obtained. The cross comparison of these results reveals that, among the six methods, the maximum likelihood method is the best one, since it could provide the most accurate Weibull parameters, i.e. parameters having the smallest bias in both mean and median values, as well as the shortest length of the 90\% confidence band. The maximum likelihood method is therefore recommended to be used over the other methods in transformer Weibull lifetime modelling.

Applying medical survival data to estimate the three-parameter Weibull distribution by the method of probability-weighted moments

Weibull distribution is widely used in various areas such as life tables, failure rates, and definition of wind speed distribution. Therefore, parameter estimation for the Weibull distribution is an important problem in many real data applications. The least square (LS), the weighted least square (WLS) and the maximum likelihood (ML) are the most popular methods for the parameter estimation in the Weibull distribution. In this study, based on the LS, WLS and ML estimation methods, a multi-objective programming approach is proposed for the parameter estimation of two-parameter Weibull distribution. This new approach evaluates together LS, WLS and ML methods in the estimation process. NSGA-II method, which is a multi-objective heuristic optimization method, is used to solve the proposed multi-objective estimation model. To evaluate the applicability and performance of the proposed approach, a detailed Monte Carlo simulation study based on deficiency criteria and a real data application are designed. The results illustrated that the proposed multi-objective programming approach provides quite accurate parameter estimates for the two parameter Weibull distribution with respect to deficiency criteria.

An additive modified Weibull distribution

Relative Efficiencies of the Maximum Likelihood, Maximum Parsimony, and Neighbor-Joining Methods for Estimating Protein Phylogeny

Survival analysis is used in various fields for analyzing data involving the duration between two events. It is also known as event history analysis, lifetime data analysis, reliability analysis or time to event analysis. One of the difficulties which arise in this area is the presence of censored data. The lifetime of an individual is censored when it cannot be exactly measured but partial information is available. Different circumstances can produce different types of censoring. The two most common censoring schemes used in life testing experiments are Type-I and Type-II censoring schemes. Hybrid censoring scheme is mixture of Type-I and Type-II censoring scheme. In this paper we consider the estimation of parameters of Lomax distribution based on hybrid censored data. The parameters are estimated by the maximum likelihood and Bayesian methods. The Fisher information matrix has been obtained and it can be used for constructing asymptotic confidence intervals.

The efficient modeling of execution price path of an asset to be traded is an important aspect of the optimal trading problem. In this paper an execution price path based on the second order autoregressive process is proposed. The proposed price path is a generalization of the existing first order autoregressive price path in literature. Using dynamic programming method the analytical closed form solution of unconstrained optimal trading problem under the second order autoregressive process is derived. However in order to incorporate non-negativity constraints in the problem formulation, the optimal static trading problems under second order autoregressive price process are formulated. For a risk neutral investor, the optimal static trading problem of minimizing expected execution cost subject to non-negativity constraints is formulated as a quadratic programming problem. Whereas, for a risk averse investor the variance of execution cost is considered as a measure for the timing risk, and the mean–variance problem is formulated. Moreover, the optimal static trading problem subject to stochastic dominance constraints with mean–variance static trading strategy as the reference strategy is studied. Using Static approximation method the algorithm to solve proposed optimal static trading problems is presented. With numerical illustrations conducted on simulated data and the real market data, the significance of second order autoregressive price path, and the optimal static trading problems is presented.