# The Power XLindley Distribution: Statistical Inference, Fuzzy Reliability, and COVID-19 Application

Authors: Bouhadjar Meriem; Ahmed M. Gemeay; Ehab M. Almetwally; Zeghdoudi Halim; Etaf Alshawarbeh; Alanazi Talal Abdulrahman; M. M. Abd El-Raouf; Eslam Hussam
Journal: Journal of Function Spaces
 (2022)

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## Abstract

The power XLindley (PXL) distribution is introduced in this study. It is a two-parameter distribution that extends the XLindley distribution established in this paper. Numerous statistical characteristics of the suggested model were determined analytically. The proposed model’s fuzzy dependability was statistically assessed. Numerous estimation techniques have been devised for the purpose of estimating the proposed model parameters. The behaviour of these factors was examined using randomly generated data and developed estimation approaches. The suggested model seems to be superior to its base model and other well-known and related models when applied to the COVID-19 data set.


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## Body

## 1. Introduction

Modern numerical approaches may be used in a wide range of fields, including medicine, finance, bioengineering, and statistics. Last but not least, statistics play an important role in our daily life. There is a lot of statistical analysis that relies on the assumption of a probability model or distribution.Many viruses, including COVID-19, have been making headlines in the previous two years. To comprehend and analyze COVID-19 infections as statisticians, we needed a statistical model that could handle both continuous and discrete random variables, such as COVID-19 infections. We went to great lengths in this work to select a model that accurately reflects COVID-19 infections. In the end, we came to the conclusion that we needed to introduce a new distribution as a blend of other distributions to solve the shortcomings of the baseline distribution. COVID-19 mortality data were used to create a statistical model. More information may be found at [1–7].LetY be a random variable following one-parameter Lindley (L) distribution [8] with probability density function (PDF) defined as the following
(1)fy;θ=θ21+ye−tθ1+θ,y,θ>0.Recently, new generalised models have taken a shine to the Lindley model and its extensions. The Lindley model and its extensions have been shown to properly represent real-world data in a variety of scenarios. Because of this, a number of scholars are looking for new generalisations and extensions of the Lindley distribution to describe life events in diverse contexts. Due to the difficulty of applying a generalised distribution to describe real data, other generalised distributions have been devised and employed in various sectors. However, real-world data still presents a number of significant challenges that existing models cannot solve (see [9–18], for further information on the Lindley distribution and its expansion).Recently, Chouia and Zeghdoudi [19] introduced a new statistical distribution named XLindley distribution based on a special mixture of exponential and Lindley distributions. Its PDF is defined as follows:
(2)fXLt;θ=θ22+θ+t1+θ2eθt=p1f1t+p2f2t,and its cumulative distribution function (CDF) is defined as follows:
(3)FXLt;θ=1−1+θt1+θ2e−θt,t,θ>0,where f1t~Expθ, f2t~Lindleyθ, p1=θ/θ+1, and p2=1/θ+1.This article proposes a power XLindley distribution (PXL). We study the forms of the density and hazard rate functions, the moments and related measures, the quantile function, stochastic ordering, and order statistics’ limiting distributions. Fuzzy reliability is defined as numerical values. Nine different estimation methods are discussed for our model. COVID-19 data is shown in real-time to illustrate the proposed distribution’s flexibility and to compare it to the fit obtained by many well-known two-parameter distributions. The following things impacted the creation of this work:(i)
Although the PXL distribution is limited to the tail of a distribution, it is simple to implement(ii)
Explicitly defining the statistical characteristics is straightforward(iii)
This novel distribution offers a number of benefits, including the presence of numerous parameters (two) that may be used to model survival analysis, actuarial science, and so on(iv)
The PXL distribution may be utilised pretty well to analyse a large number of real-life data sets and fits them quite wellThe following is the organisation of the paper. In Section2, we present the PXL distribution formulation and discuss its immediate features. In Section 3, we discuss the PXL distribution’s many statistical features. Section 4 discusses fuzzy reliability and its numerical values. In Section 5, we will examine the estimation of parameters using nine different estimate approaches. Section 6 contains simulation studies. In Section 7, we try to compare the model to alternative distributions using the real-world COVID-19 data set.The primary objective and goal of this research are to provide a unique extension of the Lindley distribution that is capable of fitting a wide variety of data types, most notably COVID 19 data; also, we used fuzzy statistics in our suggested distribution.


## 2. Formulation of PXL Distribution

Lindley and XLindley distributions may be inapplicable to a large number of theoretical issues. To create a model that is adaptable, we developed the power XLindley (PXL) distribution based on the power transformation.X=T1/α. The X PDF can be obtained as follows:
(4)fPXLx=αθ22+θ+xαxα−11+θ2e−θxα=pg1x+1−pg2t,x,α,θ>0,where p=θ2+2θ/1+θ2, g1x=αθxα−1e−θxα follows the Weibull distribution with shape parameter α and scale parameter θ, and g2t=αθ2x2α−1e−θxα follows the generalized gamma distribution with shape parameters 2 and α and scale θ. So, we can say that The PDF PXL distribution (4) is a two-component mixture of the Weibull distribution and a generalized gamma distribution with mixing proportion p=θ2+2θ/1+θ2.The survival function (SF) and hazard rate function (HRF) of PXL distribution are, respectively, defined as follows:(5)SPXLx=1+θxα1+θ2e−θxα,hPXLx=αθ2xαθ+xα+2θxθ+xα+2+x.


## 3. Statistical Properties

Numerous statistical features were discussed in this section, including the behaviour of the PDF, HRF, and quantile function, as well as moments, incomplete moments, stochastic ordering, and order statistics limits.


### 3.1. Asymptotic Behavior

This subsection discusses the behaviour and probable shapes features of the PDFfPXLx and HRF hPXLx in (4) and (5), respectively, of the PXL distribution. The PDF’s behaviour is as follows:
(6)limx⟶0fx=∞if0<α<1θ2θ+2θ+12ifα=10ifα>1,limx⟶∞fx=0.The behavior ofhPXLx at x=0 and x=∞, respectively, is given by
(7)limx⟶0hx=Indeterminateif0<α<1θ2θ+2θ+12ifα=10ifα>1,limx⟶∞hx=0ifα<1θifα=1∞ifα>1.According to the preceding proposition, there are three distinct forms for the PDF of the power XLindley distribution, depending on the parameter range,α and θ. Additionally, Figure 1 illustrates all conceivable PDF forms for the proposed model.Proposition 1.
The PDFfPXLx in (4) of the PXLD is
(I)
Decreasing if0<α≤1/2,θ>0,1/2<α<1,θ≥Jα, or α=1,θ≥2−1(II)
Unimodel ifα>1,θ>0, or α=1,0<θ<2−1(III)
Decreasing–increasing–decreasing1/2<α<1,0<θ<Jα, where Jα=−1+α3α−1/αProof.
The first derivative offPXLx is
(8)dfPXLxdx=xα−2θ2αe−xαθθ+12Lxα,
whereLxα=c+bxα+ax2α, with c=2α−θ+θα−2,b=−αθ2−2αθ+2α−1, and a=−θα.
We can see thatdfPXLx/dx and Lxα have the same sign. Using the characteristics of the quadratic function Lxα under the previous conditions in (I), (II), and (III), the function Lxα is negative for b<0 and c<0, is unimodel with maximum value at the point x0α=−b/2a for b>0 and c>0, and changes sign from − to + to − for b>0 and c>0, respectively. When b=0, the solution of θ is −1/αα+α3α−1,−1/αα−α3α−1, α≠0, where Jα=−1+α3α−1/α.
b>0, if θ<Jα, with α3α−1>0 and Jα>0α>1/2,b>0, if θ>Jα, with α3α−1>0, and Jα>0α>1/2, if 0<α≤1/2,b<0. This completes the proof of Proposition 1.Figure 1
Plots of the PDF of PXL distribution for some parameter values.The following proposition showed the different shapes for the HRF of PXL distribution, depending on the values of the parametersα and θ. All possible shapes of HRF of the proposed model are presented in Figure 2.Proposition 2.
The HRFhPXLx in (5) of the PXL distribution is
(I)
Decreasing if0<α≤1/2,θ>0, or 1/2<α<1,θ≥Zα(II)
Increasing ifα≥1,θ>0(III)
Decreasing–increasing–decreasing if1/2<α<1,0<θ<Zα, where Zα=−1/2α−22α+2−α+1−2Proof.
The first derivative ofhPXLx is
(9)dhPXLxdx=xα−2θ2α2θ+θ2+xαθ+12Mxα,
whereMxα=c′+b′xα+a′x2α,c′=2α−5θ−4θ2−θ3+5θα+θ3α+4θ2α−2,b′=4θα+2θ2α−2θ2−4θ+2α−1, and a′=θα−θ. We can see that dhPXLx/dx and Mxα have the same sign and c′>0 if α>1 and c′<0 if α<1. The rest of the proof of this proposition follows similarly to that of Proposition 1.Figure 2
Plots of HRF of PXL distribution for some parameter values.


### 3.2. The Quantile Function of PXL Distribution

According to Chouia and Zeghdoudi [19] the quantile function of the XLindley distribution is given by
(10)FT−1u=−1+θ2θ−1θW−11+θ2exp1+θ2u−1,uε0,1,where W−1 denotes the negative branch of the Lambert W function.Then, The PXL distribution quantile function is given by(11)FX−1u==−1+θ2θ−1θW−11+θ2exp1+θ2u−11/α.


### 3.3. Moments and Associated Measures

Therth moment concerning the PXL distribution’s origin may be calculated as follows:
(12)μr′=EXr=∫0∞xrfPXLxdx=pΓr/α+1θr/α+1−pΓr/α+2θr/α=θ2+2θ1+θ2Γr/α+1θr/α+1−θ2+2θ1+θ2Γr/α+2θr/α=rαθ2+2αθ+r+αΓr/αα2θr/αθ+12,The mean and variance of the PXL distribution are given by(13)μ=rθ2+2θ+1+αΓ1/aα2θ1/αθ+12,σ2=2αθ2+2αθ+α+2Γ2/αα2θ2/αθ+12−r2θ2+2θ+α+12Γ1/α2α4θ2/αθ+14,respectively, and the moment generating function of the PXL distribution takes the form
(14)Mt=∫0∞etxfxdx=∑m=0∞tmm!∫0∞xmfxdx=∑m=0∞tmm!mαθ2+2αθ+m+αΓm/αα2θm/αθ+12.Its characteristic function is obtained by replacingt with it in the previous equation.Therth incomplete moments of PXL distribution is given by
(15)Ψrt=∫0txrfxdx=θ−a/αθ+2θΓa+α/α+Γa/α+2+θ2−Γa+α/α,tαθ−2θΓa+α/α,tαθ−Γa/α+2,tαθθ+12,where Γa,z=∫z∞ta−1e−tdt.


### 3.4. Stochastic Ordering

Consider two random variablesX1 and X2. Then X1 is said smaller than X2 in the following cases:
(I)
Stochastic orderX1<SX2, if FX1t<FX2t,∀t(II)
Convex orderX1≤cxX2, if for all convex functions ϕ and provided expectation exist, EϕX1≤EϕX2(III)
Hazard rate orderX1≤hrX2, if hX1t≥hX2t, ∀t(IV)
Likelihood ratio orderX1<lrX2, if fX1t/fX2t is decreasing in tRemark 3.
Likelihood ratio order⇒ hazard rate order ⇒ stochastic order. If EX1=EX2, then convex order ⇔ stochastic order.Theorem 4.
LetXi~PXLDθi;αi;i=1,2 be two random variables. If θ1≥θ2 and α1≤α2, then X1<lrX2,X1<hrX2,X1<SX2, and X1≤cxX2.Proof.
We have(16)fX1tfX2t=α1θ122+θ1+tα1tα1−11+θ22α2θ222+θ2+tαtα2−11+θ12e−θ1tα+θ2tα2.
Using thelnfXt/fYt for simplification, we can find
(17)ddtlnfX1tfX2t=α1t−1+α12+θ1+tα1−α2t−1+α22+θ2+tα2+α1−α2t−θ1α1t−1+α1+θ2α2t−1+α2,=−2+θ2+tα2α1tα1θ12+θ1+tα1−1s−2+θ1+tα1α2tα21−θ22+θ2+tα2s−α2−α12+θ1+tα12+θ2+tα2s,
wheres=t2+θ1+tα12+θ2+tα2.
To this end, ifθ1≥θ2 and α1≤α2, we have d/dtlnfX1t/fX2t≤0 . This means that X1<lrX2. Also, according to Remark 3 the theorem is proved.


## 3.1. Asymptotic Behavior

This subsection discusses the behaviour and probable shapes features of the PDFfPXLx and HRF hPXLx in (4) and (5), respectively, of the PXL distribution. The PDF’s behaviour is as follows:
(6)limx⟶0fx=∞if0<α<1θ2θ+2θ+12ifα=10ifα>1,limx⟶∞fx=0.The behavior ofhPXLx at x=0 and x=∞, respectively, is given by
(7)limx⟶0hx=Indeterminateif0<α<1θ2θ+2θ+12ifα=10ifα>1,limx⟶∞hx=0ifα<1θifα=1∞ifα>1.According to the preceding proposition, there are three distinct forms for the PDF of the power XLindley distribution, depending on the parameter range,α and θ. Additionally, Figure 1 illustrates all conceivable PDF forms for the proposed model.Proposition 1.
The PDFfPXLx in (4) of the PXLD is
(I)
Decreasing if0<α≤1/2,θ>0,1/2<α<1,θ≥Jα, or α=1,θ≥2−1(II)
Unimodel ifα>1,θ>0, or α=1,0<θ<2−1(III)
Decreasing–increasing–decreasing1/2<α<1,0<θ<Jα, where Jα=−1+α3α−1/αProof.
The first derivative offPXLx is
(8)dfPXLxdx=xα−2θ2αe−xαθθ+12Lxα,
whereLxα=c+bxα+ax2α, with c=2α−θ+θα−2,b=−αθ2−2αθ+2α−1, and a=−θα.
We can see thatdfPXLx/dx and Lxα have the same sign. Using the characteristics of the quadratic function Lxα under the previous conditions in (I), (II), and (III), the function Lxα is negative for b<0 and c<0, is unimodel with maximum value at the point x0α=−b/2a for b>0 and c>0, and changes sign from − to + to − for b>0 and c>0, respectively. When b=0, the solution of θ is −1/αα+α3α−1,−1/αα−α3α−1, α≠0, where Jα=−1+α3α−1/α.
b>0, if θ<Jα, with α3α−1>0 and Jα>0α>1/2,b>0, if θ>Jα, with α3α−1>0, and Jα>0α>1/2, if 0<α≤1/2,b<0. This completes the proof of Proposition 1.Figure 1
Plots of the PDF of PXL distribution for some parameter values.The following proposition showed the different shapes for the HRF of PXL distribution, depending on the values of the parametersα and θ. All possible shapes of HRF of the proposed model are presented in Figure 2.Proposition 2.
The HRFhPXLx in (5) of the PXL distribution is
(I)
Decreasing if0<α≤1/2,θ>0, or 1/2<α<1,θ≥Zα(II)
Increasing ifα≥1,θ>0(III)
Decreasing–increasing–decreasing if1/2<α<1,0<θ<Zα, where Zα=−1/2α−22α+2−α+1−2Proof.
The first derivative ofhPXLx is
(9)dhPXLxdx=xα−2θ2α2θ+θ2+xαθ+12Mxα,
whereMxα=c′+b′xα+a′x2α,c′=2α−5θ−4θ2−θ3+5θα+θ3α+4θ2α−2,b′=4θα+2θ2α−2θ2−4θ+2α−1, and a′=θα−θ. We can see that dhPXLx/dx and Mxα have the same sign and c′>0 if α>1 and c′<0 if α<1. The rest of the proof of this proposition follows similarly to that of Proposition 1.Figure 2
Plots of HRF of PXL distribution for some parameter values.


## 3.2. The Quantile Function of PXL Distribution

According to Chouia and Zeghdoudi [19] the quantile function of the XLindley distribution is given by
(10)FT−1u=−1+θ2θ−1θW−11+θ2exp1+θ2u−1,uε0,1,where W−1 denotes the negative branch of the Lambert W function.Then, The PXL distribution quantile function is given by(11)FX−1u==−1+θ2θ−1θW−11+θ2exp1+θ2u−11/α.


## 3.3. Moments and Associated Measures

Therth moment concerning the PXL distribution’s origin may be calculated as follows:
(12)μr′=EXr=∫0∞xrfPXLxdx=pΓr/α+1θr/α+1−pΓr/α+2θr/α=θ2+2θ1+θ2Γr/α+1θr/α+1−θ2+2θ1+θ2Γr/α+2θr/α=rαθ2+2αθ+r+αΓr/αα2θr/αθ+12,The mean and variance of the PXL distribution are given by(13)μ=rθ2+2θ+1+αΓ1/aα2θ1/αθ+12,σ2=2αθ2+2αθ+α+2Γ2/αα2θ2/αθ+12−r2θ2+2θ+α+12Γ1/α2α4θ2/αθ+14,respectively, and the moment generating function of the PXL distribution takes the form
(14)Mt=∫0∞etxfxdx=∑m=0∞tmm!∫0∞xmfxdx=∑m=0∞tmm!mαθ2+2αθ+m+αΓm/αα2θm/αθ+12.Its characteristic function is obtained by replacingt with it in the previous equation.Therth incomplete moments of PXL distribution is given by
(15)Ψrt=∫0txrfxdx=θ−a/αθ+2θΓa+α/α+Γa/α+2+θ2−Γa+α/α,tαθ−2θΓa+α/α,tαθ−Γa/α+2,tαθθ+12,where Γa,z=∫z∞ta−1e−tdt.


## 3.4. Stochastic Ordering

Consider two random variablesX1 and X2. Then X1 is said smaller than X2 in the following cases:
(I)
Stochastic orderX1<SX2, if FX1t<FX2t,∀t(II)
Convex orderX1≤cxX2, if for all convex functions ϕ and provided expectation exist, EϕX1≤EϕX2(III)
Hazard rate orderX1≤hrX2, if hX1t≥hX2t, ∀t(IV)
Likelihood ratio orderX1<lrX2, if fX1t/fX2t is decreasing in tRemark 3.
Likelihood ratio order⇒ hazard rate order ⇒ stochastic order. If EX1=EX2, then convex order ⇔ stochastic order.Theorem 4.
LetXi~PXLDθi;αi;i=1,2 be two random variables. If θ1≥θ2 and α1≤α2, then X1<lrX2,X1<hrX2,X1<SX2, and X1≤cxX2.Proof.
We have(16)fX1tfX2t=α1θ122+θ1+tα1tα1−11+θ22α2θ222+θ2+tαtα2−11+θ12e−θ1tα+θ2tα2.
Using thelnfXt/fYt for simplification, we can find
(17)ddtlnfX1tfX2t=α1t−1+α12+θ1+tα1−α2t−1+α22+θ2+tα2+α1−α2t−θ1α1t−1+α1+θ2α2t−1+α2,=−2+θ2+tα2α1tα1θ12+θ1+tα1−1s−2+θ1+tα1α2tα21−θ22+θ2+tα2s−α2−α12+θ1+tα12+θ2+tα2s,
wheres=t2+θ1+tα12+θ2+tα2.
To this end, ifθ1≥θ2 and α1≤α2, we have d/dtlnfX1t/fX2t≤0 . This means that X1<lrX2. Also, according to Remark 3 the theorem is proved.


## 4. Fuzzy Reliability

LetT be a continuous random variable reflecting the time required for a system to fail (component). The fuzzy reliability of the formula (20) may then be computed using the fuzzy probability.
(18)RFt=PT>t=∫t∞μxfPXLxdx,0≤t≤x<∞,where μx is a membership function that describes the degree to which each element of a given universe belongs to a fuzzy set. For more examples, see [21] and [22]. Now, assume that μx is
(19)μx=0,x≤t1x−t1t2−t1,t1<x<t2,t1≥01,x≥t2.Forμx, by the computational analysis of the function of fuzzy numbers, the lifetime xγ can be obtained corresponds to a certain value of γ−Cut,γ∈0,1 and can by obtained as: μx=γ⟶x−t1/t2−t1=γ; then
(20)xγ≤t1,γ=0xγ=t1+γt2−t1,0<γ<1xγ≥t2,γ=1.As a consequence, the fuzzy reliability values for allγ values may be computed. The fuzzy reliability definition is used to calculate the PXL distribution’s fuzzy dependability. The PXL distribution’s fuzzy dependability may be described as
(21)RFt=1+θt1α1+θ2e−θt1α−1+θxγα1+θ2e−θxγα.ThenRFtγ=0=0.


### 4.1. Numerical Values of Fuzzy Reliability

In this part, we compare conventional and fuzzy reliability, where traditional reliability is defined as a survival functionSx=1+θxα/1+θ2e−θxα. Table 1 discusses this comparison. Also, plots for both of them are presented in Figure 3. The following observations are made based on the findings:
(i)
When theγ-Cut is increased, the fuzzy reliability increases(ii)
When thet2 of the interval of the membership function is increased, the fuzzy reliability increases(iii)
When thet1 is decreased, the fuzzy reliability increases, and vice versa(iv)
The traditional reliability witht2 is lower than the traditional reliability with t1Table 1
Traditional and fuzzy reliability with different values.
θαt1t2St1St2RFγ=0.25γ=0.55γ=0.900.750.250.00000110.98410.58800.29380.34940.38761.50.55420.32150.38060.421020.52920.34230.40390.44561E-0810.99500.58800.30470.36020.398410.55420.33240.39150.431820.52920.35310.41470.45651.20.00110.99990.58800.09240.22370.37211.50.41280.14670.34150.538930.11610.31020.63160.84710.210.92880.58800.08630.19170.309120.27900.19610.41220.606340.04380.39760.70990.8648130.58800.11610.17520.33120.448550.01520.30910.49180.56461.50.210.83260.27670.17730.35860.51931.50.12120.27670.51690.681230.00700.50950.75310.82030.520.57490.04940.23930.41170.509830.00700.34810.51270.563310.00010.47750.56760.5747Figure 3
Plots of traditional and fuzzy reliability.The fuzzy estimation algorithm produces a series of draws from PXL distribution as follows in Algorithm1.Algorithm 1: Fuzzy estimation algorithm.
Input: initial values of α and θ.Input: interval time t1,t2 based on properties of sample with α and θ.Input:γ-Cut where 0<γ<1.Calculatexγ=t1+γt2−t1.for each method doSet:i=1.Estimate parameters as α^, and θ^.CalculateR^Fti=1+θ^t1α^/1+θ∧2e−θ∧t1α∧−1+θ^xγα∧/1+θ∧2e−θ∧xγα∧end


## 4.1. Numerical Values of Fuzzy Reliability

In this part, we compare conventional and fuzzy reliability, where traditional reliability is defined as a survival functionSx=1+θxα/1+θ2e−θxα. Table 1 discusses this comparison. Also, plots for both of them are presented in Figure 3. The following observations are made based on the findings:
(i)
When theγ-Cut is increased, the fuzzy reliability increases(ii)
When thet2 of the interval of the membership function is increased, the fuzzy reliability increases(iii)
When thet1 is decreased, the fuzzy reliability increases, and vice versa(iv)
The traditional reliability witht2 is lower than the traditional reliability with t1Table 1
Traditional and fuzzy reliability with different values.
θαt1t2St1St2RFγ=0.25γ=0.55γ=0.900.750.250.00000110.98410.58800.29380.34940.38761.50.55420.32150.38060.421020.52920.34230.40390.44561E-0810.99500.58800.30470.36020.398410.55420.33240.39150.431820.52920.35310.41470.45651.20.00110.99990.58800.09240.22370.37211.50.41280.14670.34150.538930.11610.31020.63160.84710.210.92880.58800.08630.19170.309120.27900.19610.41220.606340.04380.39760.70990.8648130.58800.11610.17520.33120.448550.01520.30910.49180.56461.50.210.83260.27670.17730.35860.51931.50.12120.27670.51690.681230.00700.50950.75310.82030.520.57490.04940.23930.41170.509830.00700.34810.51270.563310.00010.47750.56760.5747Figure 3
Plots of traditional and fuzzy reliability.The fuzzy estimation algorithm produces a series of draws from PXL distribution as follows in Algorithm1.Algorithm 1: Fuzzy estimation algorithm.
Input: initial values of α and θ.Input: interval time t1,t2 based on properties of sample with α and θ.Input:γ-Cut where 0<γ<1.Calculatexγ=t1+γt2−t1.for each method doSet:i=1.Estimate parameters as α^, and θ^.CalculateR^Fti=1+θ^t1α^/1+θ∧2e−θ∧t1α∧−1+θ^xγα∧/1+θ∧2e−θ∧xγα∧end


## 5. The Classical Methods Used for Estimating the Parameters

This section addresses several approaches for estimating the suggested model parameters, including the maximum likelihood estimation (MLE), the most well-known classical approach. The Anderson–Darling estimate (ADE) is another key technique that is employed in place of MLE. Another significant approach that is used in lieu of MLE is the Cramer-von Mises estimate (CVME). Another significant method that is used in lieu of MLE is the maximum product of spacings estimation (MPSE). Another major technique that is employed in lieu of MLE is the conventional least-squares estimate (OLSE). Another major technique that is employed in place of MLE is percentile estimation (PCE). Another significant approach used in place of MLE is the right-tailed Anderson–Darling estimation (RTADE). Another significant method used in place of MLE is the weighted least squares estimation (WLSE). Another significant technique that is employed in place of MLE is the left-tailed Anderson–Darling estimate (LTADE).Letx1,x2,⋯,xn be a random sample of size n from the PDF of the proposed model; then the log-likelihood function takes the form
(22)L=−θ∑i=1nxiα+∑i=1nlogθ+xiα+2+α−1∑i=1nlogxi+nlogαθ2θ+12.To get the estimates, we must find the first derivative for Equation (22) regarding the distribution’s parameters.A sorted random sample from the suggested distribution isx1:n,x2:n,⋯,x2:n. As a result, by minimizing the following equation, we will get the OLSE of the suggested model parameters α and θ:
(23)O=∑i=1nFxi:n−in+12.The following expression is minimized to determine the ADEs of the suggested model parameters.(24)A=−n−1n∑i=1n2i−1logFxi:n+logSxi:n.The WLSE of the suggested model parametersα and θ is determined by minimizing the following formula:
(25)W=∑i=1nn+12n+2in−i+1Fxi:n−in+12.The CVME of the given model parameters is determined by minimizing the formula given:(26)CV=112n+∑i=1nFxi:n−2i−12n2.As just an equivalent to the MLE approach, the MPS technique is used to estimate the parameters of continuous univariate models. The uniform spacings of a random sample of size n drawn from the suggested distribution can be described this way:(27)Di=Fxi−Fxi−1,where Di denotes to the uniform spacings, Fx0=0, Fxn+1=1, and ∑i=1n+1Di=1. MPS obtained by maximizing the following equation:
(28)G=1n+1∑i=1n+1logDi.The suggested distribution’s RTADE is calculated by minimizing the following mechanisms.(29)R=n2−2∑i=1nFxi:n−1n∑i=1n2i−1logSxi:n.The LTADE of the proposed distribution is obtained by minimizing the following function:(30)L=−32n+2∑i=1nFxi:n−1n∑i=1n2i−1logFxi:n,Letpi=i/n+1 be an estimate of Fxi:n; then the PCE of the proposed model parameters α and θ is obtained by minimizing the following equation:
(31)PCE=∑i=1nxi:n−Qpi2.


## 6. Numerical Simulation

This section investigates the performance of the offered estimation strategies for parameter estimation in the proposed model using comprehensive simulation data. Numerous sample sizes are available.n=20,60,100,200,350,500, and several values of the parameters, α=0.25,0.75,2.5,1.5,3 and θ=0.5,1.5,0.5,2.5,5, by using the quantile function of the suggested distribution; N=5000 random samples are generated. The average absolute biases (BIAS), mean square errors (MSEs), and mean relative errors (MREs) are calculated, where ϑ=α,θ.Tables2–6 show the simulated results for the proposed model parameters using the nine estimation techniques. It should be noted that, practically, all estimates of the proposed distribution’s parameters are quite reliable and very close to their true values, with relatively small biases, MSEs, and MREs under all conditions. The estimating techniques used are precise. The BIAS, MSEs, and MREs decrease as n increases. Each of the several estimating techniques does an excellent job of identifying the proposed model parameters. According to the values of the factors assessed in our study, we discover that MPSE is the best (total score of 56.0), as seen in Table 7. Table 7 summarises the aggregate ranks of residual estimation approaches.Table 2
Simulation values of BIAS, MSE, and MRE forα=0.25 and θ=0.75.
nEst.Est.Par.MLEADECVMEMPSELSEPCERTADEWLSELTADE20BIASα^0.064023{1}0.068075{2}0.068368{3}0.07006{6}0.073795{8}0.101013{9}0.070065{7}0.069329{5}0.068664{4}θ^0.092713{1}0.101222{3}0.119548{7}0.097822{2}0.108895{5}0.12919{9}0.106095{4}0.110435{6}0.119816{8}MSEα^0.006631{1}0.007714{4}0.007307{2}0.008126{7}0.008629{8}0.021442{9}0.007567{3}0.007728{6}0.00772{5}θ^0.014687{1}0.018103{3}0.026483{8}0.014963{2}0.019875{4}0.026787{9}0.020317{5}0.022185{6}0.025131{7}MREα^0.256092{1}0.2723{2}0.273473{3}0.28024{6}0.29518{8}0.404052{9}0.280262{7}0.277317{5}0.274658{4}θ^0.123618{1}0.134962{3}0.159397{7}0.13043{2}0.145193{5}0.172253{9}0.14146{4}0.147246{6}0.159755{8}∑Ranks6{1}17{2}30{4.5}25{3}38{8}54{9}30{4.5}34{6}36{7}60BIASα^0.037326{1}0.039833{5}0.040231{7}0.038925{3}0.040337{8}0.069403{9}0.039993{6}0.038216{2}0.039601{4}θ̂0.050794{1}0.05777{5}0.06605{8}0.055565{3}0.061158{6}0.086042{9}0.056687{4}0.05452{2}0.065329{7}MSEα̂0.00217{1}0.002512{5}0.002603{8}0.00241{3}0.002561{7}0.009956{9}0.002533{6}0.002286{2}0.002455{4}θ^0.00417{1}0.005282{5}0.007248{8}0.004663{3}0.005927{6}0.012073{9}0.005263{4}0.004642{2}0.006944{7}MREα^0.149306{1}0.15933{5}0.160925{7}0.155702{3}0.161348{8}0.277612{9}0.15997260.152865{2}0.158404{4}θ^0.067725{1}0.077026{5}0.088067{8}0.074086{3}0.081544{6}0.114722{9}0.075583{4}0.072693{2}0.087105{7}∑Ranks6{1}30{4.5}46{8}18{3}41754{9}30{4.5}12{2}33{6}100BIASα^0.02863{1}0.029407{2}0.030867{5}0.030961{6}0.031234{7}0.052187{9}0.030282{4}0.02949130.031495{8}θ^0.039342{1}0.042789{3}0.047827{7}0.04366{4}0.045723{6}0.065933{9}0.044617{5}0.041852{2}0.049134{8}MSEα^0.001314{1}0.001384{2}0.001492{5}0.001518{6}0.00155{7}0.005117{9}0.001425{4}0.00139{3}0.001555{8}θ̂0.002494{1}0.0029{4}0.003692{7}0.002878{3}0.003361{6}0.007025{9}0.003156{5}0.002807{2}0.003987{8}MREα^0.114521{1}0.11763{2}0.123467{5}0.123846{6}0.124935{7}0.20875{9}0.121129{4}0.117962{3}0.125979{8}θ^0.052456{1}0.057051{3}0.06377{7}0.058214{4}0.060965{6}0.087911{9}0.059489{5}0.055803{2}0.065512{8}∑Ranks6{1}16{3}36{6}29{5}39{7}54{9}27{4}15{2}48{8}200BIASα^0.019995{1}0.021001{5}0.021949{6}0.020978{4}0.022156{7}0.040799{9}0.022494{8}0.020346{2}0.020931{3}θ^0.028384{1}0.029909{4}0.033126{7}0.029388{3}0.032708{6}0.051383{9}0.031332{5}0.02934{2}0.034695{8}MSEα^0.000626{1}0.000679{3}0.000748{6}0.00068{4}0.00075{7}0.003{9}0.000774{8}0.000663{2}0.000726{5}θ^0.001258{1}0.001411{4}0.001728{7}0.001269{2}0.00166{6}0.004359{9}0.001516{5}0.00141{3}0.001922{8}MREα̂0.079982{1}0.084005{5}0.087797{6}0.083912{4}0.088622{7}0.163195{9}0.089978{8}0.081384{2}0.083724{3}θ^0.037845{1}0.039878{4}0.044169{7}0.039183{3}0.04361{6}0.06851{9}0.041776{5}0.03912{2}0.04626{8}∑Ranks6{1}25{4}39{7}20{3}39{7}54{9}39{7}13{2}35{9}350BIASα^0.015255{1}0.015994{4}0.017253{7}0.015957{3}0.017389{8}0.030119{9}0.016228{5}0.015814{2}0.016784{6}θ^0.020888{1}0.022521{4}0.025787{7}0.021487{2}0.025267{6}0.038265{9}0.022927{5}0.022151{3}0.026993{8}MSEα^0.000367{1}0.000397{3}0.000457{7}0.000402{4}0.000468{8}0.001574{9}0.000414{5}0.000383{2}0.000431{6}θ^0.000699{1}0.000789{4}0.00103{7}0.000725{2}0.001002{6}0.002374{9}0.000821{5}0.000771{3}0.001115{8}MREα^0.06102{1}0.063975{4}0.069014{7}0.063828{3}0.069554{8}0.120477{9}0.064911{5}0.063255{2}0.067135{6}θ^0.027851{1}0.030028{4}0.034383{7}0.028649{2}0.033689{6}0.051019{9}0.030569{5}0.029535{3}0.03599{8}∑Ranks6{1}23{4}42{7}16{3}47{7}54{9}30{5}15{2}42{7}500BIASα^0.01275{1}0.013037{4}0.01402{7}0.012839{2}0.0136550.026477{9}0.014055{8}0.012991{3}0.013913{6}θ^0.017803{2}0.01881{4}0.021562{7}0.017448{1}0.020936{6}0.034149{9}0.020136{5}0.01819530.021659{8}MSEα^0.000251{1}0.000267{4}0.000308{7}0.000266{3}3e-04{5}0.001244{9}0.000311{8}0.000263{2}0.000303{6}θ^0.000496{2}0.000545{4}0.000717{7}0.000487{1}0.000696{6}0.001899{9}0.000639{5}0.000527{3}0.00074{8}MREα^0.050999{1}0.052149{4}0.056079{7}0.05135420.054598{5}0.10591{9}0.056218{8}0.051962{3}0.05565{6}θ^0.023738{1}0.025081{4}0.02875{7}0.023264{1}0.027914{6}0.045532{9}0.026848{5}0.02426{3}0.028879{8}∑Ranks9{1}24{4}41{7.5}10{2}37{5}53{9}38{6}17{3}41{7.5}Table 3
Simulation values of BIAS, MSE, and MRE forα=0.75 and θ=1.5.
nEst.Est. par.MLEADECVMEMPSELSEPCERTADEWLSELTADE20BIASα^0.137977{7}0.13617{5}0.142029{9}0.12337{1}0.135548{4}0.132766{3}0.136454{6}0.131292{2}0.138844{8}θ^0.229513{4}0.227968{3}0.279356{8}0.218778{1}0.269247{7}0.221119{2}0.25409{6}0.244711{5}0.285505{9}MSEα^0.029637{5}0.030681{7}0.032568{9}0.024965{1}0.029622{4}0.027414{2}0.030111{6}0.027964{3}0.030942{8}θ^0.094556{4}0.088348{3}0.147204{9}0.072238{1}0.12245{7}0.079028{2}0.118112{6}0.096773{5}0.141887{8}MREα^0.183969{7}0.18156{5}0.189372{9}0.164493{1}0.180731{4}0.177022{3}0.181939{6}0.175056{2}0.185125{8}θ^0.153009{4}0.151979{3}0.186237{8}0.145852{1}0.179498{7}0.147412{2}0.169393{6}0.163141{5}0.190337{9}∑Ranks31{5}26{4}52{9}6{1}33{6}14{2}36{7}22{3}50{8}60BIASα^0.076508{3}0.077561{5}0.07744{4}0.076171{2}0.081792{9}0.079472{7}0.080599{8}0.075043{1}0.078246{6}θ^0.121216{1}0.123493{3}0.142752{7}0.122812{2}0.151239{9}0.138644{6}0.136138{5}0.1297{4}0.149234{8}MSEα^0.009225{3}0.009755{6}0.0093{4}0.009041{2}0.010473{9}0.01029{8}0.010226{7}0.008758{1}0.009742{5}θ^0.024438{2}0.024734{3}0.033754{7}0.023414{1}0.036508{9}0.029362{5}0.030011{6}0.027302{4}0.036072{8}MREα^0.102011{3}0.103415{5}0.103254{4}0.101561{2}0.109055{9}0.105963{7}0.107465{8}0.100057{1}0.104328{6}θ^0.080811{1}0.082329{3}0.095168{7}0.081875{2}0.100826{9}0.09243{6}0.090758{5}0.086467{4}0.099489{8}∑Ranks13{2}25{4}33{5}11{1}54{9}39{6.5}39{6.5}15{3}41{8}100BIASα^0.06041{7}0.058974{4}0.059138{5}0.055183{1}0.055893{2}0.061067{9}0.059588{6}0.058633{3}0.060994{8}θ^0.094829{1}0.096446{2}0.112153{7}0.098434{3}0.112176{8}0.106085{6}0.10123{5}0.098785{4}0.117038{9}MSEα^0.005624{6}0.005516{4}0.005761{7}0.004883{1}0.004924{2}0.005935{9}0.005555{5}0.005365{3}0.005922{8}θ^0.01427{1}0.014931{3}0.020641{8}0.014577{2}0.019882{7}0.017311{6}0.01633{5}0.01555{4}0.022179{9}MREα^0.080547{7}0.078632{4}0.078851{5}0.073577{1}0.074524{2}0.081423{9}0.07945{6}0.078178{3}0.081326{8}θ^0.063219{1}0.064298{2}0.074769{7}0.065623{3}0.074784{8}0.070724{6}0.067487{5}0.065857{4}0.078026{9}∑Ranks23{4}19{2}39{7}11{1}29{5}45{8}32{6}21{3}51{9}200BIASα^0.042184{8}0.04013{2}0.041208{5}0.040012{1}0.043211{9}0.041577{7}0.041234{6}0.040823{3}0.041173{4}θ^0.067061{2}0.067813{3}0.081558{8}0.065002{1}0.078475{7}0.072065{6}0.071978{5}0.069975{4}0.082133{9}MSEα^0.002753{7}0.002509{1}0.002766{8}0.002564{2}0.002927{9}0.0027{6}0.002698{5}0.002593{4}0.002581{3}θ^0.007107{2}0.007212{3}0.010524{8}0.006594{1}0.009767{7}0.008261{5}0.008311{6}0.007747{4}0.010726{9}MREα^0.056246{8}0.053507{2}0.054945{5}0.05335{1}0.057615{9}0.055436{7}0.054978{6}0.054431{3}0.054898{4}θ^0.044707{2}0.045209{3}0.054372{8}0.043335{1}0.052316{7}0.048043{6}0.047985{5}0.04665{4}0.054755{9}∑Ranks29{4}14{2}42{8}7{1}48{9}37{6}33{5}22{3}38{7}350BIASα^0.030915{3}0.03161{6}0.032622{9}0.029985{1}0.031154{4}0.032585{8}0.030298{2}0.031687{7}0.031251{5}θ^0.048118{1}0.050489{3}0.060015{8}0.050242{2}0.059371{7}0.056874{6}0.051969{4}0.052368{5}0.064127{9}MSEα^0.001521{3}0.001531{5}0.001647{8}0.001434{1}0.001536{6}0.00166{9}0.001459{2}0.001591{7}0.001523{4}θ^0.003598{1}0.004076{3}0.00567{8}0.003797{2}0.005585{7}0.005042{6}0.004238{4}0.004254{5}0.00639{9}MREα^0.041221{3}0.042147{6}0.043496{9}0.03998{1}0.041539{4}0.043447{8}0.040398{2}0.04225{7}0.041668{5}θ^0.032078{1}0.03366{3}0.04001{8}0.033495{2}0.039581{7}0.037916{6}0.034646{4}0.034912{5}0.042751{9}∑Ranks12{2}26{4}50{9}9{1}35{5}43{8}18{3}36{6}41{7}600BIASα^0.026684{7}0.026033{3}0.02713{8}0.024621{1}0.026566{6}0.02625{4}0.027299{9}0.025838{2}0.026553{5}θ^0.040432{2}0.041825{3}0.048019{7}0.039776{1}0.048301{8}0.045466{5}0.046326{6}0.043181{4}0.051627{9}MSEα^0.001141{8}0.001066{3}0.001117{7}0.00097{1}0.001109{5}0.001072{4}0.001152{9}0.001058{2}0.001114{6}θ^0.002594{2}0.002772{3}0.003593{7}0.00249{1}0.003644{8}0.00323{5}0.003314{6}0.002989{4}0.004147{9}MREα^0.035579{7}0.03471{3}0.036174{8}0.032827{1}0.035422{6}0.035{4}0.036398{9}0.034451{2}0.035404{5}θ^0.026955{2}0.027884{3}0.032013{7}0.026517{1}0.032201{8}0.03031{5}0.030884{6}0.028787{4}0.034418{9}∑Ranks28{5}18{2.5}44{8}6^{1}41{6}27{4}45{9}18{2.5}43{7}Table 4
Simulation values of BIAS, MSE, and MRE forα=2.5 and θ=0.5.
nEst.Est. Par.MLEADECVMEMPSELSEPCERTADEWLSELTADE20BIASα̂0.521184{5}0.467495{2}0.753993{9}0.426985{1}0.581814{7}0.491352{3}0.526135{6}0.503814{4}0.701128{8}θ̂0.076772{2}0.076104{1}0.102718{8}0.078158{3}0.086544{5}0.148815{9}0.090632{6}0.084575{4}0.096793{7}MSEα̂0.604624{6}0.411346{2}3.032123{9}0.331002{1}0.801514{7}0.575714{4}0.596513{5}0.540103{3}1.553027{8}θ̂0.010574{3}0.009815{2}0.02066{8}0.009109{1}0.01216{5}0.03465{9}0.014927{6}0.012094{4}0.016837{7}MREα̂0.208474{5}0.186998{2}0.301597{9}0.170794{1}0.232726{7}0.196541{3}0.210454{6}0.201525{4}0.280451{8}θ̂0.153544{2}0.152208{1}0.205435{8}0.156317{3}0.173088{5}0.297631{9}0.181264{6}0.16915{4}0.193587{7}∑Ranks23{3.5}10{1.5}51{9}10{1.5}36{6}37{7}35{5}23{3.5}45{8}60BIASα̂0.265319{3}0.273776{6}0.306174{8}0.238352{1}0.290567{7}0.257912{2}0.271254{4}0.273431{5}0.339426{9}θ̂0.041686{2}0.044312^({3})0.052367{8}0.041296{1}0.050037{6}0.112478{9}0.048004{5}0.045441{4}0.05171{7}MSEα̂0.125759{4}0.132248{6}0.181615{8}0.090083{1}0.140764{7}0.110871{2}0.126727{5}0.125333{3}0.215019{9}θ̂0.002811{2}0.003134{3}0.004529{8}0.002637{1}0.004102{6}0.020149{9}0.003732{5}0.00343{4}0.004432{7}MREα̂0.106128{3}0.10951{6}0.12247{8}0.095341{1}0.116227{7}0.103165{2}0.108502{4}0.109372{5}0.135771{8}θ̂0.083371{2}0.088625{3}0.104733{8}0.082593{1}0.100074{6}0.224957{9}0.096009{5}0.090882{4}0.103419{7}∑Ranks16{2}27{4}48^({8.5})6{1}39{7}33{6}28{5}25{3}48{8.5}100BIASα̂0.199122{2}0.206032{4}0.22673{7}0.19245{1}0.229466{8}0.220894{6}0.199846{3}0.208453{5}0.25666{9}θ̂0.032435{1}0.034336{3}0.038934{6}0.033479{2}0.039013{7}0.092339{9}0.036641{5}0.035227{4}0.039599{8}MSEα̂0.066608{3}0.071395{4}0.089779{7}0.057914{1}0.090105{8}0.08029{6}0.066601{2}0.073165{5}0.116057{9}θ̂0.001705{2}0.001877{3}0.002458{7}0.001685{1}0.002398{6}0.014214{9}0.002186{5}0.001999{4}0.002515{8}MREα̂0.079649{2}0.082413{4}0.090692{7}0.07698{1}0.091786{8}0.088358{6}0.079938{3}0.083381{5}0.102664{9}θ̂0.064871{1}0.068673{3}0.077867{6}0.066958{1}0.078027{7}0.184678{9}0.073282{5}0.070454{4}0.079197^({8})∑Ranks11{2}21{3}40{6}8{1}44{7}45{8}23{4}27{5}51{9}200BIASα̂0.139654{3}0.145635{5}0.162861{8}0.132133{1}0.161872{7}0.157093{6}0.136732{2}0.144871{4}0.178635{9}θ̂0.022005{1}0.023786{3}0.028828{8}0.023118{2}0.026891{6}0.075261{9}0.025796{5}0.024335{4}0.027892{7}MSEα̂0.030723{3}0.033699{5}0.043523{8}0.026881{1}0.041419{6}0.042857{7}0.030332{2}0.032729{4}0.053613{9}θ̂0.000777{1}0.000882{3}0.001319{8}0.000815{2}0.001169{6}0.009177{9}0.001054{5}0.00094{4}0.001226{7}MREα̂0.055862{3}0.058254{5}0.065144{8}0.052853{1}0.064749{7}0.062837{6}0.054693{2}0.057948{4}0.071454{9}θ̂0.044011{1}0.047571{3}0.057656{8}0.046236{2}0.053782{6}0.150522{9}0.051593{5}0.04867{4}0.055783{7}∑Ranks12{2}24{4.5}48{8}9{1}38{6}46{7}21{3}24{4.5}48{8.5}350BIASα̂0.104313{3}0.109432{5}0.118824{8}0.09866{1}0.117734{6}0.125123{8}0.102642{2}0.106265{4}0.144369{9}θ̂0.016325{1}0.018767{5}0.020675{8}0.016489{2}0.021033{8}0.061037{9}0.019663{5}0.018562{3}0.020636{6}MSEα̂0.017754{3}0.018707{5}0.023275{8}0.015368{1}0.022592{6}0.027329{8}0.016928{2}0.018148{4}0.033717{9}θ̂0.000429{2}0.00054{4}0.00069{8}0.000426{1}0.000691{8}0.006229{9}0.000617{5}0.000534{3}0.000671{6}MREα̂0.041725{3}0.043773{5}0.047529{8}0.039464{1}0.047094{6}0.050049{8}0.041057{2}0.042506{4}0.057747{9}θ̂0.03265{1}0.037534{4}0.04135{8}0.032979{2}0.042065{8}0.122074{9}0.039325{5}0.037124{3}0.041273{6}∑Ranks13{2}27{5}42{6.5}8{1}42{6.5}51{9}21{3.5}21{3.5}45{8}500BIASα̂0.080085{1}0.092965{5}0.098139{6}0.082415{2}0.101594{7}0.114768{9}0.088289{3}0.091908{4}0.109989{8}θ̂0.013154{1}0.015722{4}0.017762{7}0.014324{3}0.017534{6}0.055976{9}0.016353{5}0.014203{2}0.018341{8}MSEα̂0.010171{1}0.013879{5}0.015258{6}0.011104{2}0.016673{7}0.026277{9}0.012824{3}0.012978{4}0.019589{8}θ̂0.000286{1}0.000386{4}0.000488{7}0.000316{2}0.000486{6}0.005328{9}0.000412{5}0.000322{3}0.000527{8}MREα̂0.032034{1}0.037186{5}0.039256{6}0.032966{2}0.040637{7}0.045907{9}0.035316{3}0.036763{4}0.043995{8}θ̂0.026307{1}0.031444{4}0.035524{7}0.028648{3}0.035067{6}0.111952{9}0.032707{5}0.028405{2}0.036682{8}∑Ranks6{1}27{5}39{6.5}14{2}39{6.5}54{9}24{4}19{3}48{8}Table 5
Simulation values of BIAS, MSE, and MRE forα=1.5 and θ=2.5.
nEst.Est. par.MLEADECVMEMPSELSEPCERTADEWLSELTADE20BIASα̂0.260322{7}0.252966{4}0.286052{8}0.212118{1}0.259951{6}0.230689{2}0.239306{3}0.253787{5}0.324086{9}θ̂0.390096{3}0.412361{4}0.505593{8}0.380992{2}0.458447{7}0.379715{1}0.414099{5}0.435619{6}0.510942{9}MSEα̂0.120027{5}0.10955{4}0.186034{8}0.075026{1}0.147429{7}0.094146{2}0.106249{3}0.122371{6}0.250058{9}θ̂0.274304{3}0.296691{4}0.534281{9}0.222639{1}0.346186{7}0.22481{2}0.312561{5}0.337199{6}0.494843{8}MREα̂0.173548{7}0.168644{4}0.190701{8}0.141412{1}0.173301{6}0.153793{2}0.159537{3}0.169191{5}0.216057{9}θ̂0.156038{3}0.164944{4}0.202237{8}0.152397{2}0.183379{7}0.151886{1}0.16564{5}0.174248{6}0.204377{9}∑Ranks28{5}24{3.5}49{8}8{1}40{7}10{2}24{3.5}34{6}53{9}60BIASα̂0.127447{1}0.140202{5}0.149724{8}0.127918{2}0.138552{4}0.128937{3}0.140356{6}0.145771{7}0.154086{9}θ̂0.206986{1}0.225093{4}0.253965{7}0.23259{5}0.254481{8}0.213088{2}0.238331{6}0.224397{3}0.256915{9}MSEα̂0.026638{2}0.031322{5}0.038656{8}0.026291{1}0.030462{4}0.027024{3}0.031407{6}0.034376{7}0.040969{9}θ̂0.071275{2}0.081426{5}0.111348{9}0.078337{3}0.101455{7}0.069738{1}0.096487{6}0.079157{4}0.10806{9}MREα̂0.084964{1}0.093468{5}0.099816{8}0.085279{2}0.092368{4}0.085958{3}0.093571{6}0.097181{7}0.102724{9}θ̂0.082794{1}0.090037{4}0.101586{7}0.093036{5}0.10179287}0.085235{2}0.095332{6}0.089759{3}0.102766{9}∑Ranks8{1}28{4}47{8}18{3}35{6}14{2}36{7}31{5}53{9}100BIASα̂0.108672{6}0.105696{5}0.117563{9}0.09787{2}0.112172{7}0.096309{1}0.100645{3}0.102352{4}0.113071{8}θ̂0.160012{2}0.168575{3}0.198132{9}0.170146{4}0.193601{7}0.159442{1}0.181613{6}0.172704{5}0.195852{8}MSEα̂0.018883{6}0.017835{5}0.021818{9}0.015112{2}0.020421{7}0.014428{1}0.016357{3}0.016985{4}0.020676{8}θ̂0.042642{2}0.044001{4}0.065373{9}0.042984{3}0.057578{7}0.038296{1}0.053659{6}0.047041{5}0.062995{8}MREα̂0.072448{6}0.070464{5}0.078375{9}0.065246{2}0.074781{7}0.064206{1}0.067097{3}0.068235{4}0.075381{8}θ̂0.064005{2}0.06743{3}0.079253{9}0.068059{4}0.07744{7}0.063777{1}0.072645{6}0.069082{5}0.078341{8}∑Ranks24{3}25{4}54{9}17{2}42{7}6{1}27{5.5}27{5.5}48{8}200BIASα̂0.072573{3}0.0739{4}0.075672{7}0.071735{2}0.077291{8}0.071665{1}0.0749{6}0.074856{5}0.082323{9}θ̂0.116527{3}0.117408{4}0.135815{8}0.111618{1}0.129664{7}0.112908{2}0.12543{6}0.121674{5}0.141145{9}MSEα̂0.00847{3}0.008563{4}0.009018{7}0.008238{2}0.009339{8}0.007981{1}0.008825{6}0.008743{5}0.010496{9}θ̂0.021346{3}0.022249{4}0.030064{8}0.019931{1}0.02741{7}0.02014{2}0.024372{6}0.022852{5}0.031395{9}MREα̂0.048382{3}0.049267{4}0.050448{7}0.047823{2}0.051527{8}0.047776{1}0.049934{6}0.049904{5}0.054882{9}θ̂0.046611{3}0.046963{4}0.054326{8}0.044647{1}0.051865{7}0.045163{2}0.050172{6}0.04867{5}0.056458{9}∑Ranks18{3}24{4}45{7.5}9{1.5}45{7.5}9{1.5}36^{6}30{5}54{9}350BIASα̂0.053528{2}0.054066{3}0.059041{7}0.054357{4}0.059289{8}0.052958{1}0.05575{6}0.055388{5}0.060781{9}θ̂0.079826{1}0.091069{5}0.103266{9}0.085171{2}0.099207{7}0.087793{3}0.09334{6}0.088486{4}0.102409{8}MSEα̂0.004605{2}0.004705{4}0.00544{7}0.004695{3}0.005646{8}0.004399{1}0.004836{5}0.00492{6}0.005795{9}θ̂0.010508{1}0.012945{5}0.017093{9}0.011567{2}0.015637{7}0.012121{3}0.014118{6}0.012408{4}0.016951{8}MREα̂0.035685{2}0.036044{3}0.039361{7}0.036238{4}0.039526{8}0.035305{1}0.037166{6}0.036926{5}0.04052{9}θ̂0.03193{1}0.036428{5}0.041306{9}0.034068{2}0.039683{7}0.035117{3}0.037336{6}0.035394{4}0.040964{8}∑Ranks9{1}25{4}48{8}17{3}45{7}12{2}35{6}28{5}51{9}600BIASα̂0.046772{4}0.046659{3}0.048574{8}0.047313{6}0.047942{7}0.045318{1}0.045952{2}0.046996{5}0.055547{9}θ̂0.070225{1}0.075111{4}0.087494{8}0.070843{2}0.082491{7}0.074186{3}0.082064{6}0.076815{5}0.090869{9}MSEα̂0.003462{5}0.003455{4}0.003917{8}0.003465{6}0.003678{7}0.003229{1}0.003322{2}0.003402{3}0.004951{9}θ̂0.00806{2}0.008834{4}0.011932{8}0.007829{1}0.010944{7}0.008551{3}0.010789{6}0.009387{5}0.012818{9}MREα̂0.031181{4}0.031106{3}0.032383{8}0.031542{6}0.031961{7}0.030212{1}0.030634{2}0.031331{5}0.037031{9}θ̂0.02809{1}0.030044{4}0.034998{8}0.028337{2}0.032996{7}0.029675{3}0.032826{6}0.030726{5}0.036348{9}∑Ranks17{2}22{3}48{8}23{4}42{7}12{1}24{5}28{6}54{9}Table 6
Simulation values of BIAS, MSE, and MRE forα=3 and θ=5.
nEst.Est. Par.MLEADECVMEMPSELSEPCERTADEWLSELTADE20BIASα̂0.717631{5}0.660787{3}1.001041{8}0.560465{1}0.791574{7}0.586262{2}0.679892{4}0.737606{6}1.071329{9}θ̂0.8064{4}0.780501{2}1.017863{9}0.775191{1}0.877717{7}0.796661{3}0.877084{6}0.856637{5}0.994721{8}MSEα̂1.260224{5}0.978326{3}4.39799{8}0.502231{1}2.122434{7}0.865303{2}1.04072{4}1.899592{6}4.751738{9}θ̂1.104086{4}1.046869{3}2.097186{9}0.876038{1}1.294{6}1.031908{2}1.322306{7}1.272431{5}1.887763{8}MREα̂0.23921{5}0.220262{3}0.33368{8}0.186822{1}0.263858{7}0.195421{2}0.226631{4}0.245869{6}0.35711{9}θ̂0.16128{4}0.1561{2}0.203573{9}0.155038{1}0.175543{7}0.159332{3}0.175417{6}0.171327{5}0.198944{8}∑Ranks27{4}16{3}51{8.5}6{1}41{7}14{2}31{5}33{6}51{8.5}60BIASα̂0.336795{3}0.352473{4}0.429429{8}0.324061{1}0.401071{7}0.329515{2}0.357751{5}0.374126{6}0.447436{9}θ̂0.427527{2}0.450167{4}0.523862{9}0.422169{1}0.504418{8}0.445308{3}0.481925{6}0.473978{5}0.495872{7}MSEα̂0.202636{3}0.220043{4}0.367905{9}0.162656{1}0.282437{7}0.174738{2}0.235339{5}0.254841{6}0.367708{8}θ̂0.299391{2}0.316274{4}0.477481{9}0.271901{1}0.410023{8}0.30061{3}0.379802{6}0.375685{5}0.406432{7}MREα̂0.112265{3}0.117491{4}0.143143{8}0.10802{1}0.13369{7}0.109838{2}0.11925{5}0.124709{6}0.149145{9}θ̂0.085505{2}0.090033{4}0.104772{9}0.084434{1}0.100884{8}0.089062{3}0.096385{6}0.094796{5}0.099174{7}∑Ranks15{2.5}24{4}52{9}6{1}45{7}15{2.5}33{5.5}33{5.5}47{8}100BIASα̂0.241288{1}0.266587{5}0.328484{8}0.250573{2}0.29527{7}0.257789{3}0.260292{4}0.284411{6}0.357{9}θ̂0.316796{1}0.33826{2}0.409549{9}0.341089{3}0.374399{7}0.342775{4}0.357668{5}0.363199{6}0.396579{8}MSEα̂0.105701{3}0.119815{5}0.186885{8}0.098055{1}0.142812{7}0.104898{2}0.110255{4}0.139001{6}0.223422{9}θ̂0.161836{1}0.181868{3}0.272851{9}0.172578{2}0.23128{7}0.18437{4}0.21176{5}0.212133{6}0.255802{8}MREα̂0.080429{1}0.088862{5}0.109495{8}0.083524{2}0.098423{7}0.08593{3}0.086764{4}0.094804{6}0.119{9}θ̂0.063359{1}0.067652{2}0.08191{9}0.068218{3}0.07488{7}0.068555{4}0.071534{5}0.07264{6}0.079316{8}∑Ranks8{1}22{4}51{8.5}13{2}42{7}20{3}27{5}36{6}51{8.5}200BIASα̂0.175226{3}0.199898{6}0.221033{8}0.17111{1}0.208835{7}0.173908{2}0.185609{4}0.193912{5}0.242327{9}θ̂0.224783{2}0.245806{5}0.27591{9}0.22348{1}0.273244{8}0.231358{3}0.258757{6}0.242492{4}0.271779{7}MSEα̂0.048735{3}0.065673{6}0.078958{8}0.045382{1}0.068861{7}0.046069{2}0.056114{4}0.062625{5}0.096021{9}θ̂0.079223{2}0.097761{5}0.121375{9}0.078737{1}0.117729{8}0.082417{3}0.103162{6}0.092745{4}0.117672{7}MREα̂0.058409{3}0.066633{6}0.073678{8}0.057037{1}0.069612{7}0.057969{2}0.06187{4}0.064637{5}0.080776{9}θ̂0.044957{2}0.049161{5}0.055182{9}0.044696{1}0.054649{8}0.046272{3}0.051751{6}0.048498{4}0.054356{7}∑Ranks15{2.5}33{6}51{9}6{1}45{7}15{2.5}30{5}27{4}48{8}350BIASα̂0.132268{2}0.13862{5}0.16235{8}0.130753{1}0.161735{7}0.132516{3}0.135826{4}0.144216{6}0.179334{9}θ̂0.169065{1}0.17603{4}0.206035{8}0.176016{3}0.211213{9}0.174479{2}0.198401{6}0.184569{5}0.204219{7}MSEα̂0.028086{3}0.030201{5}0.041446{7}0.026003{1}0.041732{8}0.027581{2}0.029765{4}0.032407{6}0.05196{9}θ̂0.04502{1}0.049537{4}0.067428{8}0.047436{2}0.069066{9}0.048152{3}0.060185{6}0.053221{5}0.066214{7}MREα̂0.044089{2}0.046207{5}0.054117{8}0.043584{1}0.053912{7}0.044172{3}0.045275{4}0.048072{6}0.059778{9}θ̂0.033813{1}0.035206{4}0.041207{8}0.035203{3}0.042243{9}0.034896{2}0.03968{6}0.036914{5}0.040844{7}∑Ranks10{1}27{4}47{7}11{2}49{9}15{3}30{5}33{6}48{8}500BIASα̂0.10917{1}0.118367{5}0.135449{7}0.111372{2}0.136309{8}0.111958{3}0.117893{4}0.121807{6}0.155991{9}θ̂0.136107{1}0.152479{5}0.161434{6}0.142899{2}0.172049{8}0.145944{3}0.16638{7}0.15149{4}0.182506{9}MSEα̂0.018978{1}0.022797{5}0.029026{7}0.019146{2}0.029311{8}0.019362{3}0.021941{4}0.023526{6}0.040674{9}θ̂0.028912{1}0.036719{5}0.041851{6}0.033342{2}0.046981{8}0.03375{3}0.042394{7}0.035251{4}0.052224{9}MREα̂0.03639{1}0.039456{5}0.04515{7}0.037124{2}0.045436{8}0.037319{3}0.039298{4}0.040602{6}0.051997{9}θ̂0.027221{1}0.030496{5}0.032287{6}0.02858{2}0.03441{8}0.029189{3}0.033276{7}0.030298{4}0.036501{9}∑Ranks6{1}30{4.5}39{7}12{2}48{8}18{3}33{6}30{4.5}54{9}Table 7
Partial and overall ranks of all estimation methods of PXL distribution.
ParameternMLEADECVMEMPSEOLSEPCERTADEWLSELTADEα=0.25, θ=0.75201.02.04.53.08.09.04.56.07.0601.04.58.03.07.09.04.52.06.01001.03.06.05.07.09.04.02.08.02001.04.07.03.07.09.07.02.05.03501.04.07.03.07.09.05.02.07.05001.04.07.52.05.09.06.03.07.5α=0.75, θ=1.5205.04.09.01.06.02.07.03.08.0602.04.05.01.09.06.56.53.08.01004.02.07.01.05.08.06.03.09.02004.02.08.01.09.06.05.03.07.03502.04.09.01.05.08.03.06.07.05005.02.58.01.06.04.09.02.57.0α=2.5, θ=0.5203.51.59.01.56.07.05.03.58.0602.04.08.51.07.06.05.03.08.51002.03.06.01.07.08.04.05.09.02002.04.58.51.06.07.03.04.58.53502.05.06.51.06.59.03.53.58.05001.05.06.52.06.59.04.03.08.0α=1.5, θ=2.5205.03.58.01.07.02.03.56.09.0601.04.08.03.06.02.07.05.09.01003.04.09.02.07.01.05.55.58.02003.04.07.51.57.51.56.05.09.03501.04.08.03.07.02.06.05.09.05002.03.08.04.07.01.05.06.09.0α=3, θ=5204.03.08.51.07.02.05.06.08.5602.54.09.01.07.02.55.55.58.01001.04.08.52.07.03.05.06.08.52002.56.09.01.07.02.55.04.08.03501.04.07.02.09.03.05.06.08.05001.04.57.02.08.03.06.04.59.0∑ ranks67.5111.0228.556.0206.5160.0156.5124.5239.5Overall rank238176549


## 7. Application

We use a real data set in this section to demonstrate the versatility of the suggested distribution. The true data set shown is COVID-19 data from the Netherlands, covering 30 days from March 31 to April 30, 2020, and is available at urlhttps://covid19.who.int/. This information is made up of an approximate mortality rate.The proposed distribution is compablack with X-Lindley (XL) [19], Lindley (L) [8], Weibull–Lindley (WL) [23], two-parameter Lindley (TPL) [24], quasi-Lindley (QL) [25], gamma Lindely (GL), and extend Lindley (EXL) [26] distributions.Version 12.0 of the Wolfram Mathematica software is used to calculate the analytical measures to determine the best fitting model, which depends on likelihood (ML) estimates. We used the MLE method in this section, which we studied in the estimation section. For the real data set, Table8 lists the analytical measures, as well as ML estimates and their standard errors (SEs) in parenthesis. This table shows that the proposed distribution fits the considered real data set better than other competing models. We used the MLE technique in this section, which we learned about in the estimating section. For the real data set, Table 8 lists the analytical measurements, as well as ML estimates and associated standard errors (SEs) in parentheses. This table shows that the suggested distribution fits the data better than other competing models.Table 8
The analytical measures and MLEs.
ModelAICCAICBICHQICADCMKSKSp valueEst. parameters (SEs)PXL158.27158.714161.072159.1660.2714830.04284580.09668820.941823α^=1.441950.162533θ^=0.1191340.0399148XL164.523164.665165.924164.9711.459610.2416310.2015360.17473θ^=0.2631570.0347212L161.928162.071163.329162.3761.062650.1704470.179380.28923α^=0.2884920.0377199WL160.068160.992164.272161.4130.2809030.04612830.0999870.925156α^=1.879990.262921θ^=1.0×10−90.1701β^=0.1436020.0147442TPL160.097160.541162.899160.9930.53360.08432960.1432060.569768α^=1.07737×10124.8327×1017θ^=0.324860.0419392QL160.097160.541162.899160.9930.53330.08426240.1431580.570205α^=3.040270.268359θ^=0.3248220.0275723GL188.517188.961191.319189.4133.99920.731730.3018070.00846255α^=0.1698940.038391a^=0.6581070.139477EXL191.089191.232192.49191.53715.93153.102580.514012<0.000001θ^=0.6272590.0788995α^=0.9187780.638821β^=0.8417640.076182P-P plots with fitted PDF, CDF, and SF of PXL distribution are illustrated in Figure4. From Table 8, we note that the PXL distribution is an excellent match for the real data set. For the real data set, Figure 5 shows the profile-likelihood graphs of the PXL model parameters. For all parameter estimates, these charts demonstrate the unimodality of profile-likelihood functions. Figure 6 illustrates the existence and uniqueness of estimated parameters of the PXL model. Figure 7 presented the TTT plot along with the estimated HRF of the PXL model.Figure 4
Histogram with the estimated PDF, CDF, SF, and P-P plots.Figure 5
Plots of log-likelihood function for each estimated parameters.Figure 6
Existence and uniqueness plots of PXL model parameters.Figure 7
TTT plot and estimated HRF of PXL model.Table9 presents studies on used data by different estimation methods, and Figure 8 presents fitted PDFs with P-P plots based on the results of these methods.Table 9
The estimates of PXL distribution parameters and goodness-of-fit measures by different estimation methods.
α^θ^ADCMKSKSPMLE1.441950.1191340.2714830.04284580.09668820.941823ADE1.40080.1296510.2536780.03709850.08681190.977502CVME1.448950.1233290.2894680.0332870.09585770.945644MPSE1.448950.1233290.2894680.0332870.09585770.945644OLSE1.383060.136040.2651640.03575590.08933740.970367PCE1.483060.126040.5920780.05860340.1238240.747137RTADE1.325530.1484980.2938330.04237380.1000080.925045WLSE1.360430.1383120.2638050.03963580.08712260.976695LTADE1.541760.1072670.421380.03751440.1155160.818245Figure 8
P-P plots and the estimated PDFs of the PXL model.


## 8. Conclusion

We introduced the PXL distribution, a novel, enhanced, and highly adaptable continuous model. The PDF and HRF of the suggested model were presented, and their various forms were mathematically investigated. Numerous statistical aspects of the suggested model were also deduced analytically in an explicit manner, including the quantile function, moments with related measures, stochastic ordering, and research on the limits of maximum and minimum order statistics. The fuzzy reliability function for the proposed model was deduced theoretically, and numerical values were presented in this section. We developed nine distinct estimate strategies for estimating unknown parameters in the proposed model. Additionally, we conducted simulation research using random samples produced from a full sample and discovered that parameter values and sample size had an effect on the estimator’s effectiveness. We find that the MPSE strategy outperforms all other strategies. Additionally, real-world data analysis was undertaken to demonstrate that the suggested model beats many of its competitors, meaning that the new distribution more closely fits the data than the prior competing distributions. Additionally, we found this by graphing the log-likelihood against its roots, indicating that the root systems are both global maximum and unique.


## 9. Future Work

We will perform an accelerated life test on the CT-Lindley in the next article, utilising a Type-II censored sample and a number of classical and Bayesian approach estimators. We will run accelerated life tests using data from Nelson’s book; we will use a variety of acceleration models, including constant and partially accelerated trials; and we will build on our previous work to find the optimal censoring approach and sample size for the experiment. We may assess the proposed model’s adaptability to the data by comparing it to competitor risk statistics.



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*Source: 9094078-2022-06-07.xml*