IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v10y2022i20p3907-d949323.html
   My bibliography  Save this article

Parametric Distributions for Survival and Reliability Analyses, a Review and Historical Sketch

Author

Listed:
  • Nanami Taketomi

    (Biostatistics Center, Kurume University, Kurume 830-0011, Japan)

  • Kazuki Yamamoto

    (Biostatistics Center, Kurume University, Kurume 830-0011, Japan)

  • Christophe Chesneau

    (Department of Mathematics, University of Caen Normandie, 14000 Caen, France)

  • Takeshi Emura

    (Biostatistics Center, Kurume University, Kurume 830-0011, Japan)

Abstract

During its 330 years of history, parametric distributions have been useful for survival and reliability analyses. In this paper, we comprehensively review the historical backgrounds and statistical properties of a number of parametric distributions used in survival and reliability analyses. We provide encyclopedic coverage of the important parametric distributions, which is more extensive than the existing textbooks on survival and reliability analyses. We also explain how these distributions have been adopted in survival and reliability analyses with original and state-of-the-art references. We cover the exponential, Weibull, Rayleigh, lognormal, log-logistic, gamma, generalized gamma, Pareto (types I, II, and IV), Hjorth, Burr (types III and XII), Dagum, exponential power, Gompertz, Birnbaum-Saunders, exponential-logarithmic, piecewise exponential, generalized exponential, exponentiated Weibull, generalized modified Weibull, and spline distributions. We analyze a real dataset for illustration.

Suggested Citation

  • Nanami Taketomi & Kazuki Yamamoto & Christophe Chesneau & Takeshi Emura, 2022. "Parametric Distributions for Survival and Reliability Analyses, a Review and Historical Sketch," Mathematics, MDPI, vol. 10(20), pages 1-23, October.
  • Handle: RePEc:gam:jmathe:v:10:y:2022:i:20:p:3907-:d:949323
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/10/20/3907/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/10/20/3907/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Carrasco, Jalmar M.F. & Ortega, Edwin M.M. & Cordeiro, Gauss M., 2008. "A generalized modified Weibull distribution for lifetime modeling," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 450-462, December.
    2. Achim Dörre & Chung-Yan Huang & Yi-Kuan Tseng & Takeshi Emura, 2021. "Likelihood-based analysis of doubly-truncated data under the location-scale and AFT model," Computational Statistics, Springer, vol. 36(1), pages 375-408, March.
    3. David R. Bellhouse, 2011. "A new look at Halley's life table," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 174(3), pages 823-832, July.
    4. Stephen P. Jenkins, 2017. "Pareto Models, Top Incomes and Recent Trends in UK Income Inequality," Economica, London School of Economics and Political Science, vol. 84(334), pages 261-289, April.
    5. Panagiotis Andreopoulos & G. Fragkiskos Bersimis & Alexandra Tragaki & Antonis Rovolis, 2019. "Mortality modeling using probability distributions. APPLICATION in greek mortality data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(1), pages 127-140, January.
    6. Saldaña-Zepeda, Dayna P. & Vaquera-Huerta, Humberto & Arnold, Barry C., 2010. "A goodness of fit test for the Pareto distribution in the presence of Type II censoring, based on the cumulative hazard function," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 833-842, April.
    7. J. Anzures-Cabrera & J. L. Hutton, 2010. "Competing risks, left truncation and late entry effect in A-bomb survivors cohort," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(5), pages 821-831.
    8. Min Wang & Xiaoqian Sun & Chanseok Park, 2016. "Bayesian analysis of Birnbaum–Saunders distribution via the generalized ratio-of-uniforms method," Computational Statistics, Springer, vol. 31(1), pages 207-225, March.
    9. N. Balakrishnan & Suvra Pal, 2015. "An EM algorithm for the estimation of parameters of a flexible cure rate model with generalized gamma lifetime and model discrimination using likelihood- and information-based methods," Computational Statistics, Springer, vol. 30(1), pages 151-189, March.
    10. Jia-Han Shih & Takeshi Emura, 2021. "Penalized Cox regression with a five-parameter spline model," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(16), pages 3749-3768, August.
    11. Ming-Hung Shu & Chien-Wei Wu & Bi-Min Hsu & To-Cheng Wang, 2022. "Standardized lifetime-capability and warranty-return-rate-based suppliers qualification and selection with accelerated Weibull-life type II testing data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 51(23), pages 8186-8204, October.
    12. Ranjan, Rakesh & Sen, Rijji & Upadhyay, Satyanshu K., 2021. "Bayes analysis of some important lifetime models using MCMC based approaches when the observations are left truncated and right censored," Reliability Engineering and System Safety, Elsevier, vol. 214(C).
    13. Takeshi Emura & Chi-Hung Pan, 2020. "Parametric likelihood inference and goodness-of-fit for dependently left-truncated data, a copula-based approach," Statistical Papers, Springer, vol. 61(1), pages 479-501, February.
    14. Filippo Domma & Sabrina Giordano & Mariangela Zenga, 2011. "Maximum likelihood estimation in Dagum distribution with censored samples," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2971-2985, March.
    15. Filippo Domma & Sabrina Giordano, 2013. "A copula-based approach to account for dependence in stress-strength models," Statistical Papers, Springer, vol. 54(3), pages 807-826, August.
    16. Mustafa Ç. Korkmaz & Emrah Altun & Morad Alizadeh & M. El-Morshedy, 2021. "The Log Exponential-Power Distribution: Properties, Estimations and Quantile Regression Model," Mathematics, MDPI, vol. 9(21), pages 1-19, October.
    17. Bo-Hong Wu & Hirofumi Michimae & Takeshi Emura, 2020. "Meta-analysis of individual patient data with semi-competing risks under the Weibull joint frailty–copula model," Computational Statistics, Springer, vol. 35(4), pages 1525-1552, December.
    18. Yuhlong Lio & Tzong-Ru Tsai & Liang Wang & Ignacio Pascual Cecilio Tejada, 2022. "Inferences of the Multicomponent Stress–Strength Reliability for Burr XII Distributions," Mathematics, MDPI, vol. 10(14), pages 1-28, July.
    19. Paranaíba, Patrícia F. & Ortega, Edwin M.M. & Cordeiro, Gauss M. & Pescim, Rodrigo R., 2011. "The beta Burr XII distribution with application to lifetime data," Computational Statistics & Data Analysis, Elsevier, vol. 55(2), pages 1118-1136, February.
    20. P. G. Sankaran & N. Unnikrishnan Nair, 1993. "A bivariate pareto model and its applications to reliability," Naval Research Logistics (NRL), John Wiley & Sons, vol. 40(7), pages 1013-1020, December.
    21. Jia-Han Shih & Takeshi Emura, 2019. "Bivariate dependence measures and bivariate competing risks models under the generalized FGM copula," Statistical Papers, Springer, vol. 60(4), pages 1101-1118, August.
    22. Man-Ho Ling, 2022. "Optimal Constant-Stress Accelerated Life Test Plans for One-Shot Devices with Components Having Exponential Lifetimes under Gamma Frailty Models," Mathematics, MDPI, vol. 10(5), pages 1-13, March.
    23. Achcar, Jorge Alberto, 1993. "Inferences for the Birnbaum-- Saunders fatigue life model using bayesian methods," Computational Statistics & Data Analysis, Elsevier, vol. 15(4), pages 367-380, May.
    24. M. Shafaei Noughabi & M. Kayid, 2019. "Bivariate quantile residual life: a characterization theorem and statistical properties," Statistical Papers, Springer, vol. 60(6), pages 2001-2012, December.
    25. Zeinab Amin, 2008. "Bayesian inference for the Pareto lifetime model under progressive censoring with binomial removals," Journal of Applied Statistics, Taylor & Francis Journals, vol. 35(11), pages 1203-1217.
    26. Lee, Larry, 1979. "Multivariate distributions having Weibull properties," Journal of Multivariate Analysis, Elsevier, vol. 9(2), pages 267-277, June.
    27. Jia-Han Shih & Wei Lee & Li-Hsien Sun & Takeshi Emura, 2019. "Fitting competing risks data to bivariate Pareto models," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 48(5), pages 1193-1220, March.
    28. Karol I. Santoro & Héctor J. Gómez & Inmaculada Barranco-Chamorro & Héctor W. Gómez, 2022. "Extended Half-Power Exponential Distribution with Applications to COVID-19 Data," Mathematics, MDPI, vol. 10(6), pages 1-16, March.
    29. Jia-Han Shih & Takeshi Emura, 2018. "Likelihood-based inference for bivariate latent failure time models with competing risks under the generalized FGM copula," Computational Statistics, Springer, vol. 33(3), pages 1293-1323, September.
    30. Xifen Huang & Jinfeng Xu, 2022. "Subgroup Identification and Regression Analysis of Clustered and Heterogeneous Interval-Censored Data," Mathematics, MDPI, vol. 10(6), pages 1-11, March.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Ahlam H. Tolba & Chrisogonus K. Onyekwere & Ahmed R. El-Saeed & Najwan Alsadat & Hanan Alohali & Okechukwu J. Obulezi, 2023. "A New Distribution for Modeling Data with Increasing Hazard Rate: A Case of COVID-19 Pandemic and Vinyl Chloride Data," Sustainability, MDPI, vol. 15(17), pages 1-31, August.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hirofumi Michimae & Takeshi Emura, 2022. "Likelihood Inference for Copula Models Based on Left-Truncated and Competing Risks Data from Field Studies," Mathematics, MDPI, vol. 10(13), pages 1-15, June.
    2. Zhiyuan Zuo & Liang Wang & Yuhlong Lio, 2022. "Reliability Estimation for Dependent Left-Truncated and Right-Censored Competing Risks Data with Illustrations," Energies, MDPI, vol. 16(1), pages 1-25, December.
    3. Shih, Jia-Han & Emura, Takeshi, 2021. "On the copula correlation ratio and its generalization," Journal of Multivariate Analysis, Elsevier, vol. 182(C).
    4. Leiva, Víctor & Ruggeri, Fabrizio & Saulo, Helton & Vivanco, Juan F., 2017. "A methodology based on the Birnbaum–Saunders distribution for reliability analysis applied to nano-materials," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 192-201.
    5. Liu, Junfeng & Wang, Yi, 2013. "On Crevecoeur’s bathtub-shaped failure rate model," Computational Statistics & Data Analysis, Elsevier, vol. 57(1), pages 645-660.
    6. Kalanka P. Jayalath, 2024. "Improved Bayesian Inferences for Right-Censored Birnbaum–Saunders Data," Mathematics, MDPI, vol. 12(6), pages 1-14, March.
    7. Mahdi Teimouri, 2023. "Fast Bayesian Inference for Birnbaum-Saunders Distribution," Computational Statistics, Springer, vol. 38(2), pages 569-601, June.
    8. Emura, Takeshi & Lai, Ching-Chieh & Sun, Li-Hsien, 2023. "Change point estimation under a copula-based Markov chain model for binomial time series," Econometrics and Statistics, Elsevier, vol. 28(C), pages 120-137.
    9. Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter, 2021. "Polynomial bivariate copulas of degree five: characterization and some particular inequalities," Dependence Modeling, De Gruyter, vol. 9(1), pages 13-42, January.
    10. Petra Štamfestová & Lukáš Sobíšek & Jiří Hnilica, 2023. "Firm Size Distribution in the Central European Context," Central European Business Review, Prague University of Economics and Business, vol. 2023(5), pages 151-175.
    11. Richard V. Burkhauser & Nicolas Hérault & Stephen P. Jenkins & Roger Wilkins, 2018. "Survey Under‐Coverage of Top Incomes and Estimation of Inequality: What is the Role of the UK's SPI Adjustment?," Fiscal Studies, John Wiley & Sons, vol. 39(2), pages 213-240, June.
    12. Thomas Blanchet & Juliette Fournier & Thomas Piketty, 2022. "Generalized Pareto Curves: Theory and Applications," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 68(1), pages 263-288, March.
    13. Vladimir Hlasny & Paolo Verme, 2022. "On the ‘Arab Inequality Puzzle’: A Comment," Development and Change, International Institute of Social Studies, vol. 53(2), pages 448-458, March.
    14. A. B. Atkinson, 2017. "Pareto and the Upper Tail of the Income Distribution in the UK: 1799 to the Present," Economica, London School of Economics and Political Science, vol. 84(334), pages 129-156, April.
    15. Courgeau, Daniel, 2012. "Probability and social science : methodologial relationships between the two approaches ?," MPRA Paper 43102, University Library of Munich, Germany.
    16. Advani, Arun, 2021. "Missing Incomes in the UK : Evidence and Policy Implications," The Warwick Economics Research Paper Series (TWERPS) 1364, University of Warwick, Department of Economics.
    17. Andrew Kerr & Bruce McDougall, 2020. "What is a firm census in a developing country? An answer from Ghana," SALDRU Working Papers 262, Southern Africa Labour and Development Research Unit, University of Cape Town.
    18. Mathias Silva, 2023. "Parametric models of income distributions integrating misreporting and non-response mechanisms," AMSE Working Papers 2311, Aix-Marseille School of Economics, France.
    19. Vladimir Hlasny & Paolo Verme, 2022. "The Impact of Top Incomes Biases on the Measurement of Inequality in the United States," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(4), pages 749-788, August.
    20. Dang,Hai-Anh H. & Lokshin,Michael M. & Abanokova,Ksenia & Bussolo,Maurizio, 2018. "Inequality and Welfare Dynamics in the Russian Federation during 1994-2015," Policy Research Working Paper Series 8629, The World Bank.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jmathe:v:10:y:2022:i:20:p:3907-:d:949323. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.