IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v8y2020i9p1634-d416729.html
   My bibliography  Save this article

Robust Reliability Estimation for Lindley Distribution—A Probability Integral Transform Statistical Approach

Author

Listed:
  • Muhammad Aslam Mohd Safari

    (Department of Mathematical Sciences, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, Bangi 43600, Selangor, Malaysia)

  • Nurulkamal Masseran

    (Department of Mathematical Sciences, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, Bangi 43600, Selangor, Malaysia)

  • Muhammad Hilmi Abdul Majid

    (Department of Mathematical Sciences, Faculty of Science and Technology, Universiti Kebangsaan Malaysia, Bangi 43600, Selangor, Malaysia)

Abstract

In the modeling and analysis of reliability data via the Lindley distribution, the maximum likelihood estimator is the most commonly used for parameter estimation. However, the maximum likelihood estimator is highly sensitive to the presence of outliers. In this paper, based on the probability integral transform statistic, a robust and efficient estimator of the parameter of the Lindley distribution is proposed. We investigate the relative efficiency of the new estimator compared to that of the maximum likelihood estimator, as well as its robustness based on the breakdown point and influence function. It is found that this new estimator provides reasonable protection against outliers while also being simple to compute. Using a Monte Carlo simulation, we compare the performance of the new estimator and several well-known methods, including the maximum likelihood, ordinary least-squares and weighted least-squares methods in the absence and presence of outliers. The results reveal that the new estimator is highly competitive with the maximum likelihood estimator in the absence of outliers and outperforms the other methods in the presence of outliers. Finally, we conduct a statistical analysis of four reliability data sets, the results of which support the simulation results.

Suggested Citation

  • Muhammad Aslam Mohd Safari & Nurulkamal Masseran & Muhammad Hilmi Abdul Majid, 2020. "Robust Reliability Estimation for Lindley Distribution—A Probability Integral Transform Statistical Approach," Mathematics, MDPI, vol. 8(9), pages 1-21, September.
  • Handle: RePEc:gam:jmathe:v:8:y:2020:i:9:p:1634-:d:416729
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/8/9/1634/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/8/9/1634/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. M. E. Ghitany & D. K. Al-Mutairi, 2008. "Size-biased Poisson-Lindley distribution and its application," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 299-311.
    2. Sonja Huber, 2010. "(Non-)robustness of maximum likelihood estimators for operational risk severity distributions," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 871-882.
    3. Ghitany, M.E. & Al-Mutairi, D.K. & Balakrishnan, N. & Al-Enezi, L.J., 2013. "Power Lindley distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 20-33.
    4. Ghitany, M.E. & Alqallaf, F. & Al-Mutairi, D.K. & Husain, H.A., 2011. "A two-parameter weighted Lindley distribution and its applications to survival data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(6), pages 1190-1201.
    5. Robert Serfling, 2002. "Efficient and Robust Fitting of Lognormal Distributions," North American Actuarial Journal, Taylor & Francis Journals, vol. 6(4), pages 95-109.
    6. Bruffaerts, Christopher & Verardi, Vincenzo & Vermandele, Catherine, 2014. "A generalized boxplot for skewed and heavy-tailed distributions," Statistics & Probability Letters, Elsevier, vol. 95(C), pages 110-117.
    7. Kris Boudt & Derya Caliskan & Christophe Croux, 2011. "Robust explicit estimators of Weibull parameters," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 73(2), pages 187-209, March.
    8. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & AL-Dhurafi, Nasr Ahmed, 2020. "The power-law distribution for the income of poor households," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
    9. Jiaxin Nie & Wenhao Gui, 2019. "Parameter Estimation of Lindley Distribution Based on Progressive Type-II Censored Competing Risks Data with Binomial Removals," Mathematics, MDPI, vol. 7(7), pages 1-15, July.
    10. Krishna, Hare & Kumar, Kapil, 2011. "Reliability estimation in Lindley distribution with progressively type II right censored sample," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(2), pages 281-294.
    11. Mark Finkelstein & Howard G. Tucker & Jerry Alan Veeh, 2006. "Pareto Tail Index Estimation Revisited," North American Actuarial Journal, Taylor & Francis Journals, vol. 10(1), pages 1-10.
    12. Brenton Clarke & Peter McKinnon & Geoff Riley, 2012. "A fast robust method for fitting gamma distributions," Statistical Papers, Springer, vol. 53(4), pages 1001-1014, November.
    13. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & Hussain, Saiful Izzuan, 2019. "A robust and efficient estimator for the tail index of inverse Pareto distribution," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 431-439.
    14. Sibel Acik Kemaloglu & Mehmet Yilmaz, 2017. "Transmuted two-parameter Lindley distribution," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(23), pages 11866-11879, December.
    15. Ghitany, M.E. & Al-Mutairi, D.K. & Nadarajah, S., 2008. "Zero-truncated Poisson–Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 279-287.
    16. Ghitany, M.E. & Atieh, B. & Nadarajah, S., 2008. "Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(4), pages 493-506.
    Full references (including those not matched with items on IDEAS)

    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. Mario A. Rojas & Yuri A. Iriarte, 2022. "A Lindley-Type Distribution for Modeling High-Kurtosis Data," Mathematics, MDPI, vol. 10(13), pages 1-19, June.
    2. Devendra Kumar & Anju Goyal, 2019. "Generalized Lindley Distribution Based on Order Statistics and Associated Inference with Application," Annals of Data Science, Springer, vol. 6(4), pages 707-736, December.
    3. Cesar Augusto Taconeli & Suely Ruiz Giolo, 2020. "Maximum likelihood estimation based on ranked set sampling designs for two extensions of the Lindley distribution with uncensored and right-censored data," Computational Statistics, Springer, vol. 35(4), pages 1827-1851, December.
    4. Iman Makhdoom & Parviz Nasiri & Abbas Pak, 2016. "Bayesian approach for the reliability parameter of power Lindley distribution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 7(3), pages 341-355, September.
    5. Shikhar Tyagi & Arvind Pandey & Christophe Chesneau, 2022. "Weighted Lindley Shared Regression Model for Bivariate Left Censored Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 655-682, November.
    6. A. Shabani & M. Khaleghi Moghadam & A. Gholami & E. Moradi, 2018. "Exponentiated Power Lindley Logarithmic: Model, Properties and Applications," Annals of Data Science, Springer, vol. 5(4), pages 583-613, December.
    7. Sanku Dey & Indranil Ghosh & Devendra Kumar, 2019. "Alpha-Power Transformed Lindley Distribution: Properties and Associated Inference with Application to Earthquake Data," Annals of Data Science, Springer, vol. 6(4), pages 623-650, December.
    8. Devendra Kumar & Anju Goyal, 2019. "Order Statistics from the Power Lindley Distribution and Associated Inference with Application," Annals of Data Science, Springer, vol. 6(1), pages 153-177, March.
    9. Amal S. Hassan & Said G. Nassr, 2019. "Power Lindley-G Family of Distributions," Annals of Data Science, Springer, vol. 6(2), pages 189-210, June.
    10. Jiaxin Nie & Wenhao Gui, 2019. "Parameter Estimation of Lindley Distribution Based on Progressive Type-II Censored Competing Risks Data with Binomial Removals," Mathematics, MDPI, vol. 7(7), pages 1-15, July.
    11. Deepesh Bhati & Mohd. Malik & H. Vaman, 2015. "Lindley–Exponential distribution: properties and applications," METRON, Springer;Sapienza Università di Roma, vol. 73(3), pages 335-357, December.
    12. Singh, Bhupendra & Gupta, Puneet Kumar, 2012. "Load-sharing system model and its application to the real data set," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(9), pages 1615-1629.
    13. Festus C. Opone & Nosakhare Ekhosuehi & Sunday E. Omosigho, 2022. "Topp-Leone Power Lindley Distribution(Tlpld): its Properties and Application," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(2), pages 597-608, August.
    14. A. Asgharzadeh & A. Fallah & M. Z. Raqab & R. Valiollahi, 2018. "Statistical inference based on Lindley record data," Statistical Papers, Springer, vol. 59(2), pages 759-779, June.
    15. Neha Goel & Hare Krishna, 2022. "Estimation in Residual lifetime Lindley distribution with Type II censored data," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(1), pages 363-374, February.
    16. Duha Hamed & Ahmad Alzaghal, 2021. "New class of Lindley distributions: properties and applications," Journal of Statistical Distributions and Applications, Springer, vol. 8(1), pages 1-22, December.
    17. K. Muralidharan & Pratima Bavagosai, 2023. "Instantaneous failure analysis on Lindley distribution under progressive type II censoring," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 14(4), pages 1312-1339, August.
    18. E.I., Abdul Sathar & K.V., Viswakala, 2019. "Non-parametric estimation of Kullback–Leibler discrimination information based on censored data," Statistics & Probability Letters, Elsevier, vol. 154(C), pages 1-1.
    19. Ahmed M. T. Abd El-Bar & Willams B. F. da Silva & Abraão D. C. Nascimento, 2021. "An Extended log-Lindley-G Family: Properties and Experiments in Repairable Data," Mathematics, MDPI, vol. 9(23), pages 1-15, December.
    20. Safari, Muhammad Aslam Mohd & Masseran, Nurulkamal & Ibrahim, Kamarulzaman & Hussain, Saiful Izzuan, 2021. "Measuring income inequality: A robust semi-parametric approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).

    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:8:y:2020:i:9:p:1634-:d:416729. 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.