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Scientific Reports logoLink to Scientific Reports
. 2024 Sep 9;14:20967. doi: 10.1038/s41598-024-68843-4

Properties, estimation, and applications of the extended log-logistic distribution

Veronica Kariuki 1, Anthony Wanjoya 2, Oscar Ngesa 3, Amirah Saeed Alharthi 4, Hassan M Aljohani 4, Ahmed Z Afify 5,
PMCID: PMC11384009  PMID: 39251622

Abstract

This paper presents the exponentiated alpha-power log-logistic (EAPLL) distribution, which extends the log-logistic distribution. The EAPLL distribution emphasizes its suitability for survival data modeling by providing analytical simplicity and accommodating both monotone and non-monotone failure rates. We derive some of its mathematical properties and test eight estimation methods using an extensive simulation study. To determine the best estimation approach, we rank mean estimates, mean square errors, and average absolute biases on a partial and overall ranking. Furthermore, we use the EAPLL distribution to examine three real-life survival data sets, demonstrating its superior performance over competing log-logistic distributions. This study adds vital insights to survival analysis methodology and provides a solid framework for modeling various survival data scenarios.

Keywords: Log-logistic distribution, Alpha-power family, Survival data, Maximum likelihood estimation, Order statistics

Subject terms: Engineering, Mathematics and computing

Introduction

In recent years, the most commonly used probability distributions in modeling lifetime data are the Weibull, log-normal, log-logistic (LL), and gamma distributions. The popularity of these distributions in a wide range of applications has been motivated by the nature of their HR functions, which range from monotone to non-monotone shapes13. Specifically, the LL and log-normal families are popular for modeling non-monotone (unimodal or bathtub) HR functions, whereas the Weibull family is popular for modeling monotone (increasing, decreasing or constant) HR functions4.

The availability of survival data with diverse characteristics has spurred the development of new flexible models to accommodate both monotone and non-monotone HR functions2. These models extend classical distributions to provide greater flexibility for modeling real-world survival data across various fields. For example, the multivariate skew-normal distribution was introduced by Azzalini and Valle5 by incorporating a shape parameter, while the beta-generated method by6 offers a broader scope for fitting symmetric and skewed distributions with varying tail weights7. To address limitations of existing families, Cordeiro and de Castro8 introduced the Kumaraswamy-G class, while other notable families like the exponentiated family9, transformed-transformer family10, exponentiated Weibull-H family11, and alpha-power transformation (APT) method12 have also been proposed. The LL distribution has emerged as a compelling alternative to the Weibull and log-normal distributions for modeling survival data due to its non-monotone hazard function13. This characteristic enhances its effectiveness in modeling complex survival data such as cancer data14. The LL distribution offers several advantages over other distributions, including a closed-form cumulative distribution function (CDF) that facilitates modeling censored time-to-event data and the ability to analyze skewed data, while its density and HR functions resemble those of the log-normal distribution. The LL distribution features heavier tails, with inference often focused on tail properties. Moreover, the LL distribution can exhibit both non-monotone and monotone-decreasing hazard functions based on its shape parameter, making it versatile for various applications in engineering, economics, survival analysis, actuarial science, and social sciences. Recent applications include modeling melanoma and AIDS data15, minification processes16, breast cancer data analysis17, and examining censored survival data18,19. Additionally, the LL distribution has been used for modeling positive real-world uncensored data20, analyzing right-censored data, and breaking stress data21, among other applications.

In this regard, many researchers have embarked on extending the LL distribution to provide more flexible LL extensions, which can simultaneously accommodate different HR shapes encountered in many applied fields13. These extensions are motivated by the availability of lifetime data that exhibit varied characteristics. Some extensions of the LL distribution are presented in the literature including the exponentiated LL distribution22,23, Marshall–Olkin LL distribution16,19,24, gamma LL distribution25, beta LL distribution18, alpha-power LL distribution21, transmuted four parameters generalized LL distribution26, logistic LL Cauchy distribution27, and Weibull LL exponential distribution28.

This article proposes a new modification of the LL distribution, which is capable of modeling real-life data characterized by both monotone and non-monotone HR shapes. The new proposed model is constructed using the exponentiated alpha-power-G (EAP-G) family, which was introduced and studied by Mead et al.29 and Kariuki et al.30. The main goal of this paper is to provide a useful toolkit for the scope of the LL distribution and its application in modeling lifetime data. The proposed model is called the exponentiated alpha-power log-logistic (EAPLL) distribution. The EAPLL distribution offers a highly flexible model for survival analysis, capable of capturing a wide variety of hazard function shapes, increasing, decreasing, reversed-J, shaped, J-shaped, modified bathtub, increasing-decreasing-increasing, bathtub, decreasing-increasing-decreasing, and inverted bathtub. This adaptability makes it particularly valuable for accurately modeling complex time-to-event data found in fields such as medical research and reliability engineering, where traditional distributions may fall short. This paper aims to explore the properties and applications of the EAPLL distribution.

There are two main motivations for the proposed model. First, the continuous growth of data-driven decision-making and the escalating complexity of real-world problems within probability theory. These factors underscore the pivotal role played by advanced probability distributions. As data volume and diversity expand across various disciplines, the necessity for flexible distributions and innovative statistical approaches becomes increasingly paramount. Secondly, determining the best estimation approach for the parameters of the EAPLL distribution is crucial to engineers and statisticians. The study shows how different classical estimators of the parameters perform for various sample sizes and parameter combinations. Additionally, existing LL distributions often lack the flexibility needed to accurately model real-life data. The proposed EAPLL distribution addresses these limitations by offering a more flexible modeling capability. Its simple analytical form enables it to effectively capture a wider range of data behaviors, making it a valuable tool for statistical modeling and analysis in fields such as engineering and medical research.

The remainder of the paper is structured as follows. The proposed distribution is given in “The EAPLL distribution ” and its properties are derived in “Mathematical properties”. “Parameter estimation” gives eight different estimation methods for the parameters of the EAPLL distribution. An extensive Monte Carlo simulation study is given in “Monte Carlo simulations”. In “Applications to survival data”, the proposed model is applied to three real data to assess its suitability and adaptability. Some concluding remarks are given in “Conclusions”.

The EAPLL distribution

In this section, we employed the EAP-G method and the baseline LL distribution to construct the EAPLL distribution. The four-parameter EAPLL distribution denoted as EAPLL(α,λ,θ,β), has three positive shape parameters α,θ, and β and a positive scale parameter λ.

The CDF of the EAP-G family takes the form

F(x;α,β,ψ)=(α-1)-βαG(x;ψ)-1β,β>0,α>0,α1,x>0. 1

The PDF of the EAP-G family is reduced to

f(x;α,β,ψ)=β(α-1)-βlog(α)g(x;ψ)αG(x;ψ)αG(x;ψ)-1β-1, 2

where ψ is a vector of parameters of the baseline distribution.

A random variable X is said to have the EAPLL model, XEAPLL(Ψ), where Ψ=(α,λ,θ,β)T is a vector of parameters, if its PDF is given by

fEAPLL(x;Ψ)=βλθlog(α)(λx)θ-1(α-1)β1+(λx)θ2α(λx)θ1+(λx)θα(λx)θ1+(λx)θ-1β-1,α,λ,θ,β>0,α1,x>0. 3

Figure 1 indicates that the PDF of the EAPLL distribution can take on different shapes including symmetric, asymmetric (both left-skewed and right-skewed), unimodal, J-shaped, reversed-J, shapes. The different shapes allow the EAPLL distribution to be more versatile in the modeling of different types of data sets. The corresponding CDF of the EAPLL model is

FEAPLL(x;Ψ)=(α-1)-βα(λx)θ1+(λx)θ-1β. 4

The HRF of the EAPLL model is reduced to

hEAPLL(x;Ψ)=βλθlog(α)(λx)θ-1α(λx)θ1+λxθα(λx)1+(λx)θ-1β-11+(λx)θ2(α-1)β-α(λx)θ1+λxθ-1β. 5

Figure 2 shows that the HRF of the EAPLL distribution can be increasing, decreasing, reversed-J shaped, J-shaped, modified bathtub, increasing-decreasing-increasing, bathtub, and inverted bathtub. This indicates an improved flexibility of the distribution in modeling data. Different hazard shapes may also increase the precision of inferences made by utilizing the distribution and improve the robustness of the results through the ability to capture different patterns exhibited by real-life data.

Figure 1.

Figure 1

The shapes of the EAPLL PDF for different parameter combinations.

Figure 2.

Figure 2

The shapes of the EAPLL HRF for different parameter combinations.

Mathematical properties

In this section, we derived various properties of the EAPLL distribution, which include its linear representation, quantile function (QF), moments, and order statistics.

Useful expansion

In this section, the EAPLL density can be expressed as a linear mixture of exponentiated LL (ELL) densities.

Using the binomial expansion, we can write

α(λx)θ1+(λx)θ-1β-1=k=0(-1)kβ-1kα(λx)θ1+λxθβ-k-1. 6

The EAPLL PDF can be expressed as

fEAPLL(x;Ψ)=k=0(-1)kβ-1kβλθlog(α)(λx)θ-1(α-1)β1+(λx)θ2α(λx)θ1+(λx)θβ-k. 7

Using power series for the last term of Eq. (7), we obtain

α(λx)θ1+(λx)θβ-k=j=0(β-k)jj!logαj(λx)θ1+λxθj. 8

Therefore Eq. (7) becomes

fEAPLL(x;Ψ)=k,j=0(-1)kβ-1k(β-k)jβ(logα)j+1(α-1)βj!λθ(λx)θ(j+1)-11+(λx)θj+2. 9

Hence, the EAPLL density is reduced to

fEAPLL(x)=j=0cjzθj+1(x), 10

where

cj=k=0(-1)kj+1β-1k(β-k)jβ(logα)j+1(α-1)βj! 11

and zθ(j+1)(x) is the ELL density function with power parameter (j+1). Equation (11) indicates that the EAPLL PDF is a linear combination of the ELL distribution and hence, some of its properties can be derived from those of the ELL distribution.

Quantile function

By utilizing the inverse transformation method, the QF can be obtained by inverting the CDF of the EAPLL distribution.

The QF of the EAPLL distribution follows as

Qx(p)=1λlnp1/β(α-1)+1lnα-lnp1/β(α-1)+11θ,0<p<1. 12

The QF is useful in the simulation of random variables from the EAPLL distribution and in getting quartiles, skewness, and kurtosis. Table 1 gives numerical values of the EAPLL QF for some parameter combinations.

Table 1.

Some values of the EAPLL QF for different parameter combinations (β,λ,θ,α).

p 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
(1.2,10,1.9,0.05) 0.008 0.016 0.026 0.037 0.050 0.066 0.087 0.116 0.165
(0.1,1.2,1.1,1.05) 0.483 1.023 1.636 2.343 3.179 4.202 5.522 7.381 10.560
(0.5,7,0.5,1.1) 0.028 0.060 0.096 0.137 0.186 0.245 0.323 0.431 0.617
(0.1,1.3,1.05,1.1) 0.494 1.046 1.671 2.394 3.248 4.294 5.642 7.542 10.790
(1.3,7,1.1,2.1) 0.010 0.020 0.032 0.046 0.063 0.083 0.109 0.146 0.209
(1.2,10,1.9,1.05) 0.390 0.189 0.109 0.066 0.041 0.024 0.013 0.006 0.002
(0.5,1,5,1.1) 5460.352 396.053 81.188 24.685 9.015 3.549 1.385 0.479 0.111
(1,10,1.1,1.05) 0.084 0.039 0.021 0.012 0.007 0.004 0.002 0.001 0.000
(0.1,1,1.01,1.1) 0.505 0.061 0.009 0.001 0.000 0.000 0.000 0.000 0.000
(1.1,1,2.01,1.1) 2444.340 221.640 51.128 16.751 6.439 2.629 1.052 0.370 0.086
(2.1,2,1.01,1.1) 36.384 9.371 3.775 1.785 0.897 0.452 0.215 0.088 0.024
(2,1,1.01,1.1) 1440.694 150.545 37.391 12.831 5.089 2.124 0.863 0.306 0.071

The Galton’s skewness and Moors’ kurtosis are preferred as they are less sensitive to outliers. They are also known to exist even if distributions have no moments.

Galton’s skewness (also called Bowley’s skewness) is given as

G=Q34+Q14-2Q12Q34-Q14. 13

The Moors’ kurtosis31 is given as

M=Q38-Q18+Q78-Q58Q68-Q28. 14

Figure 3 illustrates the variation of Moors’ kurtosis for different values of the parameter β, where the additional shape parameter influences the kurtosis of the EAPLL distribution. Moreover, Fig. 4 shows the plots of Bowley’s skewness. It indicates that the skewness of the EAPLL distribution is affected by the extra shape parameter. It is noted that the increasing of β for fixed values of α,θ and λ, increases both the values of skewness and kurtosis indicating asymmetry and heavy tails in the distribution.

Figure 3.

Figure 3

Plots of Moors’ kurtosis for the EAPLL distribution with fixed values of α=0.015, θ=0.37, and λ=1.75.

Figure 4.

Figure 4

Plots of Galton skewness for the EAPLL distribution with fixed values of α=0.015, θ=0.37, and λ=1.75.

Moments

The rth raw moment of the EAPLL distribution is defined as

μr=EXr=0xrfEAPLL(x)dx=0xrβθλ(α-1)βlog(α)1+λxθ2λxθ-1αλxθ1+λxθαλxθ1+λxθ-1β-1dx=j=0cj0xrλθ(j+1)(λx)θ(j+1)-11+(λx)θj+2dx=θλj=0cj(j+1)0xr(λx)θ(j+1)-11+(λx)θj+2dx, 15

Let u=(λx)θ and substituting into Eq. (15), we obtain

μr=j=0cjj+1λr0urθ+j(1+u)j+2du. 16

Hence, for the EAPLL model can be written, in terms of beta function, as

μr=j=0cjj+1λrBrθ+j+1,1-rθ, 17

where cj is defined in Eq. (11).

Table 2 presents a summary of moments of the EAPLL distribution for various combinations of β, λ, θ, and α. The moments listed in the table include the first five raw moments, standard deviation (SD), coefficient of variation (CV), coefficient of skewness (CS), and coefficient of kurtosis (CK). These moments aid in the understanding and characterization of the EAPLL distribution under various scenarios. Across the various combinations of β, λ, θ, and α, we observe notable differences in the moments. For instance, by adjusting the parameter values, we observe a corresponding change in the SD indicating a change in variability in the distribution. Additionally, for various parameter combinations, we observe asymmetry in the EAPLL distribution.

Table 2.

A summary of moments of the EAPLL distribution for different parameter combinations (β,λ,θ,α).

β λ θ α μ1 μ2 μ3 μ4 μ5 SD CV CS CK
0.98 1 0.6 0.57 0.0723 0.0481 0.0360 0.0288 0.0239 0.2071 2.8648 2.9628 10.7386
1 0.6 4.75 0.2054 0.1280 0.0927 0.0726 0.0596 0.2928 1.4254 1.2410 3.1952
1 1 0.57 0.0714 0.0481 0.0362 0.0290 0.0242 0.2073 2.9037 2.9873 10.8569
3 0.6 0.57 0.5220 0.3245 0.2341 0.1827 0.1497 0.2283 0.4373 0.8645 0.6740
3 0.6 4.75 0.0669 0.0419 0.0304 0.0237 0.0195 0.1935 2.8942 3.1116 11.9081
1.1 1 0.95 4.25 0.4592 0.3116 0.2354 0.1891 0.1580 0.3173 0.6910 −0.0034 1.7216
1 0.99 4.75 0.4849 0.3316 0.2516 0.2026 0.1695 0.3105 0.6404 −0.0906 1.7775
1 0.95 4.75 0.5108 0.3468 0.2622 0.2107 0.1760 0.2931 0.5739 −0.1089 1.8529
1 1 4.72 0.4750 0.3253 0.2470 0.1990 0.1666 0.3157 0.6647 −0.0689 1.7438
1 1 4 0.4775 0.3270 0.2484 0.2001 0.1675 0.3147 0.6590 −0.0761 1.7514
1.8 7 0.6 2.75 0.0728 0.0394 0.0264 0.0197 0.0157 0.1847 2.5370 2.9507 11.3585
7 0.6 0.57 0.0108 0.0056 0.0036 0.0027 0.0021 0.0738 6.8454 8.6215 85.3383
7 1 2.75 0.2558 0.1710 0.1280 0.1021 0.0848 0.3250 1.2703 0.8793 2.2813
7 1 0.57 0.0188 0.0105 0.0071 0.0054 0.0043 0.1007 5.3600 6.4319 47.3815

Order statistics

Consider the order statistics of a random sample from the EAPLL distribution, denoted by

x1:n,x2:n,...,xn:n. The PDF of the ith order statistic is given as

fXi:n(x)=1B(i,n-i+1)f(x)p=0n-i(-1)pn-ipF(x)p+i-1. 18

By utilizing the generalized binomial expansion and the power series, we get

F(x)p+i-1=ωq=0β(p+i-1)m=0(-1)qβ(p+i-1)q(β(p+i-1)-q)m(logα)mm!(λx)θm1+(λx)θm, 19

Hence, we can write

f(x)F(x)p+i-1=ωq,m,k,j=0(-1)k+qβ-1k(β-k)jβλθ(α-1)βj!(λx)θ(m+j+1)-11+(λx)θm+j+2×β(p+i-1)q(β(p+i-1)-q)m(logα)j+m+1m!. 20

Combining the last equation with Eq. (18), we obtain

fXi:n=m=0dmt(m+j+1),λ,θ(x), 21

where

dm=ωq,k,j=0(-1)k+qβ-1k(β-k)jβ(β(p+i-1)-q)m(m+j+1)(α-1)ββ(p+i-1)q(logα)j+m+1m!j! 22

and ω=(α-1)-β(p+i-1). and t(m+j+1),λ,θ(x) denotes the ELL density with power parameter (m+j+1). Consequently, the PDF of the EAPLL order statistics can be expressed as a linear combination of the ELL densities. Based on Eq. (21), some structural characteristics of Xi:n can be obtained from those ELL properties.

Parameter estimation

The existing extensions of the LL distribution in the literature rely on a single estimation method. This might fall short of enhancing parameter estimation accuracy. Consequently, in this section, we explore eight different classical estimation methods to estimate the EAPLL parameters called the maximum likelihood estimators (MLEs), maximum product of spacing estimators (MPSEs), ordinary least-squares estimators (OLSEs), weighted least-squares estimators (WLSEs), Anderson–Darling estimators (ADEs), Cramér–von Mises estimators (CVMEs), percentiles estimators (PCEs), and right-tail ADEs (RADEs). To improve the clarity of the estimation methods, we have included a more detailed context for each equation, explaining how they are derived. This enhancement aims to provide a comprehensive understanding of the estimation techniques, making the section more informative and accessible to readers.

Maximum likelihood

In this subsection, the maximum likelihood (ML) approach is employed to estimate the EAPLL parameters. Hence, the log-likelihood function reduces to

(xβ,α,λ,θ)=nlog(βλθ)+(θ-1)i=1nlogλxi+nlog(logα)+i=1nλxiθ1+λxiθlogα+(β-1)i=1nlogηi-1-nβlog(α-1)-2nlog1+λxiθ, 23

where ηi=α(λxi)θ1+(λxi)θ.

The score functions are derived by taking the first partial derivatives of the log-likelihood function with respect to α,β,λ and θ as indicated below.

β=nβ-nlog(α-1)+i=1nlogηi-1, 24
θ=nθ+i=1nlogλxi-i=1n(λxi)θlog(λxi)logα1+(λxi)θ2+(1-β)i=1n(λxi)θlog(λxi)(logα)ηiηi-11+(λxi)θ2, 25
λ=nλ+n(θ-1)λ+i=1nθ(λxi)θlogαλ1+(λxi)θ2+(1-β)i=1nθ(λxi)θ(logα)ηiλ1+(λxi)θ2ηi-1-2nθ(λxi)θλ1+(λxi)θ 26

and

α=nαlogα+i=1n(λxi)θα1+λxiθ-nβα-1+(β-1)i=1n(λxi)θηiα1+(λxi)θηi-1. 27

The MLEs of the EAPLL parameters are obtained by equating the score functions to zero and solving the resulting system of equations. Since the score functions do not exist in closed form, numerical methods may be applied to solve them. This study has utilized the algorithm of the Broyden–Fletcher–Goldfarb–Shanno (BFGS) method for solving this non-linear system of equations.

Maximum product of spacing

The maximum product of spacing (MPS) method is used to estimate the parameters of continuous univariate models as an alternative to the ML method. The uniform spacings of a random sample of size n from the EAPLL distribution are defined by

Bi:n(β,λ,θ,α)=F(xi:n)-F(xi-1:n), 28

where F(x0:n)=0, F(xn+1:n)=1 and i=0n+1Bi:n(β,λ,θ,α)=1.

Consider the order statistics of a random sample from the EAPLL distribution, denoted by x1:n,x2:n,...,xn:n. Then, the MPSEs of the EAPLL parameters are obtained by maximizing the following function

D(β,λ,θ,α)=1n+1i=1n+1logBi:n(β,λ,θ,α), 29

with respect to the parameters β, λ, θ and α. Additionally, the MPSEs of the EAPLL parameters can be obtained by solving the following equations

1n+1i=1n+11Bi:n(β,λ,θ,α)δr(xi:n|β,λ,θ,α)-δr(xi-1:n|β,λ,θ,α)=0,r=1,2,3,4, 30

where

δ1(xi:n|β,λ,θ,α)=βF(xi:n)=ηi:n-1α-1βlogηi-1:nα-1, 31
δ2(xi:n|β,λ,θ,α)=λF(xi:n)=βθηi:nxi:n(logα)(ηi:n-1)β-1(λxi:n)θ-1(α-1)β1+(λxi:n)θ2, 32
δ3(xi:n|β,λ,θ,α)=θF(xi:n)=βηi:n(logα)(ηi:n-1)β-1(λxi:n)θ(log(λxi:n))(α-1)β1+(λxi:n)θ2 33

and

δ4(xi:n|β,λ,θ,α)=αF(xi:n)=βηi-1:nα-1β-1(λxi:n)θ(α-ηi:n)-α(1-ηi:n)α(α-1)21+(λxi:n)θ, 34

where ηi:n=α(λxi:n)θ1+(λxi:n)θ.

Ordinary and weighted least-squares

The OLSEs of the unknown parameters of the EAPLL distribution are obtained by minimizing the following function

OL=i=1nFxi:n-in+12. 35

Substituting the EAPLL CDF into the above equation yields

OL=i=1nηi:n-1α-1β-in+12. 36

Furthermore, the OLSEs of the EAPLL parameters can be obtained by solving the following system of non-linear equations (for r=1,2,3,4)

i=1nηi:n-1α-1β-in+1δr(xi:n|β,λ,θ,α)=0, 37

where δr(xi:n|β,λ,θ,α) are defined in Eqs. (31)–(34) for r=1,2,3,4.

The WLSEs of the EAPLL parameters can be calculated by minimizing the following function

W=i=1n(n+1)2(n+2)i(n-i+1)ηi:n-1α-1β-in+12. 38

Furthermore, the WLSEs of the EAPLL parameters can also be obtained by solving the following system of non-linear equations (for r=1,2,3,4,)

i=1n(n+1)2(n+2)i(n-i+1)ηi:n-1α-1β-in+1δr(xi:n|β,λ,θ,α)=0. 39

Anderson–Darling and right-tail Anderson–Darling

The Anderson–Darling (AD) method is used to estimate the parameters of any distribution based on observed data. Specifically, it measures the discrepancy between the observed data and the hypothesized distribution. It takes into account both the proximity of the data points to the theoretical distribution and the importance of the tails of the distribution. The ADEs belong to the category of minimum distance estimators.

To obtain the ADEs of the EAPLL parameters, one can minimize the following equation with respect to β,λ,θ and α:

A-D=-n-1ni=1n(2i-1)log[F(xi:n)]+log[S(xn+1-i:n)]. 40

Correspondingly, the ADEs for the EAPLL parameters are also obtained by solving the following system of non-linear equations (for r,k=1,2,3,4)

i=1nδr(xi:n|β,λ,θ,α)F(xi:n)-δk(xn+1-i:n|β,λ,θ,α)S(xn+1-i:n)=0. 41

The RADEs of the EAPLL parameters are obtained by minimizing the function

RA=n2-2i=1nFxi:n-1ni=1n(2i-1)logSxn+1-i:n. 42

The RADEs are also determined by solving the system of non-linear equations (for r=1,2,3,4)

-2i=1nδrxi:n+1ni=1n(2i-1)δrxn+1-i:nSxn+1-i:n=0. 43

Cramér–von Mises and percentiles

The CVMEs belong to the minimum distance estimators and they exhibit less bias as compared to other estimators of the same type. These estimators can be derived by computing the difference between the estimated CDF and the empirical CDF. To obtain the CVMEs of the EAPLL parameters, one can minimize the following equation with respect to β,λ,θ and α:

CV=112n+i=1nηi:n-1α-1β-2i-12n2. 44

Likewise, the CVMEs can also be determined by solving the following system of non-linear equations

(for r=1,2,3,4)

i=1nηi:n-1α-1β-2i-12nδr(xi:n|β,λ,θ,α)=0, 45

where δr(xi:n|β,λ,θ,α) are defined in Eqs. (31)–(34) for r=1,2,3,4.

Consider an unbiased estimator pi=i/(1+n) of F(xi:n). Then, the PCEs of the EAPLL parameters are obtained by minimizing the function

P(β,λ,θ,α)=i=1nxi:n-1λlnpi1/β(α-1)+1lnα-lnpi1/β(α-1)+11/θ2, 46

with respect to the parameters β,λ,θ and α.

Monte Carlo simulations

In this section, an extensive simulation study is conducted to explore the performance of different estimators of the EAPLL distribution parameters. Using the QF (12), we generate random samples of sizes n=(20,50,100,300,500) from the EAPLL distribution. The simulations are replicated N=2000 times for each sample size and the corresponding results are obtained for different parameter combinations, where β=(1.8,2.72),λ=(0.75,0.8),θ=(0.6,1) and α=(1.57,2.75). The choice of initial parameter values in the simulation study was guided by the desire to capture and imitate real-world scenarios, with a focus on individual variations and the use of real-world data. This approach was taken to ensure the validity and reliability of the results, as well as to facilitate reproducibility and the use of pseudo-random number generators in the simulation process.

The numerical results are obtained using nlminb() function in R software. Furthermore, the average values of the estimates (AEs), absolute average bias (ABs), and mean square errors (MSEs) of the estimates are determined and presented in Tables 3, 4, 5, 6, 7, 8, 9 and 10.

Table 3.

Simulation results of eight different estimators for β=1.8,λ=0.75,θ=0.6,α=1.57.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 2.097467 1.783596 1.719284 1.362212 1.425143 1.779515 1.219041 2.200698
λ 1.307808 0.834074 0.580002 1.278397 1.249095 0.797883 0.449581 1.253696
θ 0.642997 0.560721 1.580008 0.577832 0.616605 0.633146 0.593853 0.614824
MSEs α 1.000041 1.567488 1.000172 1.012275 1.005374 1.537227 1.497036 1.000223
β 0.639842 0.640005 0.640005 0.640005 0.640005 0.640005 0.383211 2.562228
λ 0.455294 0.388091 0.403143 0.458246 0.456155 0.402662 0.877207 0.964078
θ 0.008352 0.010083 0.010434 0.011005 0.008061 0.011936 0.066748 0.022477
ABs α 0.324905.5 0.079111 0.158643 0.324894 0.324905.5 0.154092 0.517277 0.804598
β 0.799902 0.800005 0.800005 0.800005 0.800005 0.800005 0.619041 1.600698
λ 0.674754 0.622971 0.634943 0.676946 0.675395 0.634552 0.936597 0.981878
θ 0.091362 0.100383 0.102154 0.104905 0.089761 0.109246 0.258348 0.149917
Ranks α 0.570005.5 0.281271 0.398303 0.569994 0.570005.5 0.392542 0.719217 0.896998
503.5 391 462 566 503.5 515 617 838
50 AEs β 1.805857 1.734944 1.802856 1.496153 1.445702 1.783795 1.149911 1.875908
λ 1.319028 0.748992 0.954784 1.107415 1.268277 0.887213 0.404901 1.098526
θ 0.610936 0.582631 0.592943 0.596714 0.612458 0.612397 0.587682 0.607505
MSEs α 1.000661 1.578878 1.362496 1.024583 1.045554 1.291985 1.410527 1.000922
β 0.639843 0.551652 0.640005.5 0.640005.5 0.640005.5 0.640005.5 0.341011 1.628098
λ 0.415825 0.286951 0.372922 0.392184 0.418436 0.376413 0.881018 0.868127
θ 0.003831 0.004663 0.005965 0.005704 0.004302 0.006126 0.058378 0.009197
ABs α 0.324905.5 0.048731 0.304352 0.324894 0.324905.5 0.314333 0.411047 0.447858
β 0.799903 0.742732 0.800005.5 0.800005.5 0.800005.5 0.800005.5 0.583961 1.27598
λ 0.644845 0.535681 0.610672 0.626244 0.646866 0.613523 0.938628 0.931737
θ 0.061881 0.068283 0.077235 0.075534 0.065572 0.078216 0.241618 0.095857
Ranks α 0.570005.5 0.220741 0.551682 0.569994 0.570005.5 0.560653 0.641127 0.669228
514 291 482 503 596.5 555 596.5 818
100 AEs β 1.774258 1.750716 1.654644 1.551093 1.428742 1.762227 1.111771 1.698855
λ 1.259807 0.730632 0.984023 1.176326 1.328678 0.991054 0.503481 1.066445
θ 0.600185 0.593663 0.599094 0.592922 0.602058 0.601436 0.580401 0.601567
MSEs α 1.001991 1.579618 1.288936 1.077313 1.120864 1.211415 1.367167 1.005562
β 0.504903 0.287011 0.640005.5 0.640005.5 0.640005.5 0.640005.5 0.325762 1.207478
λ 0.380415 0.199401 0.347382 0.372894 0.401406 0.353863 0.890478 0.723377
θ 0.002221 0.002502 0.003825 0.003154 0.002583 0.004206 0.047698 0.004507
ABs α 0.324896 0.029161 0.320764 0.324815 0.324907 0.320643 0.380968 0.254132
β 0.710573 0.535741 0.800005.5 0.800005.5 0.800005.5 0.800005.5 0.570752 1.098858
λ 0.616775 0.446541 0.589392 0.610654 0.633566 0.594863 0.943648 0.850517
θ 0.047081 0.050012 0.061805 0.056154 0.050843 0.064816 0.218378 0.067097
Ranks α 0.569996 0.170781 0.566364 0.569925 0.570007 0.566253 0.617228 0.504112
513.5 291 502 513.5 657 575 626 678
AEs β 1.657615 1.770578 1.660576 1.616533 1.506612 1.673757 1.002341 1.618194
λ 1.117246 0.744712 1.023415 0.932753 1.136347 1.022244 0.561691 1.173348
θ 0.592722 0.597775 0.595163 0.596264 0.598256 0.600108 0.592491 0.599697
MSEs α 1.065051 1.572138 1.313367 1.295596 1.207213 1.270605 1.267964 1.105752
β 0.205212 0.088081 0.429907 0.227943 0.351835 0.419266 0.303864 0.520848
λ 0.265413 0.063681 0.275435 0.223262 0.296606 0.266584 0.916927 1.036718
300 θ 0.001043 0.000921 0.001677 0.001012 0.001094 0.001666 0.046698 0.001545
ABs α 0.324766 0.008551 0.322494 0.324455 0.324907 0.320123 0.397608 0.085072
β 0.453002 0.296781 0.655677 0.477433 0.593165 0.647506 0.551244 1.018198
λ 0.515183 0.252351 0.524815 0.472502 0.544616 0.516324 0.657567 0.721698
θ 0.032273 0.030381 0.040837 0.031832 0.032994 0.040756 0.216078 0.039275
Ranks α 0.569886 0.092481 0.567884 0.569615 0.570007 0.565793 0.630558 0.291672
423 311 677.5 402 625.5 625.5 614 677.5
500 AEs β 1.670867 1.790098 1.626324 1.649366 1.555062 1.617953 0.847031 1.637225
λ 0.908244 0.749032 1.046927 0.856833 1.151038 0.981945 0.491681 1.030806
θ 0.593292 0.598377 0.597075 0.594284 0.593763 0.600368 0.586031 0.598276
MSEs α 1.128942 1.570468 1.353276 1.538397 1.208493 1.318555 1.069431 1.162444
β 0.114032 0.003661 0.315847 0.120413 0.239574 0.294105 0.310046 1.075838
λ 0.178973 0.003081 0.238415 0.151162 0.268136 0.224644 0.922268 0.408477
θ 0.000673 0.000491 0.000946 0.000612 0.000744 0.000997 0.043088 0.000925
ABs α 0.324415 0.000481 0.322604 0.324476 0.324907 0.321823 0.380118 0.076412
β 0.337682 0.060471 0.562007 0.347003 0.489464 0.542315 0.556816 1.037228
λ 0.423053 0.055471 0.488285 0.388792 0.517816 0.473964 0.960348 0.639127
θ 0.025893 0.022071 0.030686 0.024782 0.027124 0.031487 0.207558 0.030365
Ranks α 0.569575 0.021981 0.567984 0.569626 0.570007 0.567293 0.616538 0.276422
412 331 668 463 584 595 646 657

Table 4.

Simulation results of eight different estimators for β=1.8,λ=0.75,θ=0.6,α=2.75.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 2.309187 1.730385 1.620724 1.109761 1.273473 1.989806 1.140882 2.024308
λ 1.347388 0.862613 0.688102 1.166297 0.970326 0.902184 0.439641 0.965145
θ 0.621406 0.560181 0.585484 0.581132 0.616945 0.625487 0.581563 0.631538
MSEs α 1.000201 2.725478 2.308986 1.127813 1.217524 1.832585 2.717097 1.040262
β 0.639842 0.640005 0.640005 0.640005 0.640005 0.640005 0.338501 2.028628
λ 0.512136 0.401271 0.455122 0.488165 0.474573 0.481144 0.862397 0.977208
θ 0.008901 0.010965 0.010774 0.010613 0.010092 0.011386 0.060708 0.020077
ABs α 3.062416 0.021061 1.099843 3.062467 3.062508 1.496234 2.948405 0.965022
β 0.799902 0.800005 0.800005 0.800005 0.800005 0.800005 0.581801 1.424308
λ 0.715636 0.633461 0.674632 0.698685 0.688893 0.693644 0.928657 0.988538
θ 0.094361 0.104715 0.103784 0.103023 0.100452 0.106686 0.246378 0.141677
Ranks α 1.749986 0.145141 1.048733 1.749997 1.750008 1.223204 1.717095 0.982362
523 411 442 534 545 607 556 738
50 AEs β 1.908478 1.711744 1.793505 1.378983 1.349192 1.810526 1.081591 1.864467
λ 1.119517 0.752452 0.893474 1.055916 1.378388 0.786403 0.480671 0.958285
θ 0.596714 0.582772 0.592643 0.598075 0.598286 0.614898 0.568041 0.605097
MSEs α 1.002221 2.754068 2.303146 1.303442 1.591664 2.176525 2.661617 1.410613
β 0.639843 0.552882 0.640005.5 0.640005.5 0.640005.5 0.640005.5 0.271101 1.598878
λ 0.453295 0.303581 0.426762 0.443494 0.493646 0.433053 0.865337 0.903028
θ 0.005162 0.005121 0.006045 0.005334 0.005173 0.006276 0.051048 0.008327
ABs α 3.062326 0.012001 1.161613 3.062457 3.062508 1.170754 2.760965 0.93532
β 0.799903 0.743562 0.800005.5 0.800005.5 0.800005.5 0.800005.5 0.520681 1.264468
λ 0.673275 0.550981 0.653272 0.665954 0.702596 0.658063 0.930237 0.950288
θ 0.071832 0.071531 0.077745 0.073004 0.071913 0.079166 0.225928 0.091237
Ranks α 1.749956 0.109551 1.077783 1.749997 1.750008 1.082014 1.661615 0.967112
523.5 241 492 575 657 596 523.5 728
100 AEs β 1.613245 1.743877 1.587404 1.425943 1.343502 1.788358 1.128751 1.72836
λ 0.933395 0.754482 0.851913 0.939436 1.035947 0.891114 0.520641 1.040848
θ 0.599645 0.588521 0.600186 0.597113 0.599504 0.606278 0.592772 0.602097
MSEs α 1.018231 2.749618 2.401586 1.597912 1.805754 2.306415 2.643747 1.704933
β 0.547323 0.303121 0.640005.5 0.640005.5 0.640005.5 0.640005.5 0.309962 1.273068
λ 0.390232 0.238911 0.406704 0.402433 0.434766 0.421115 0.862078 0.818447
θ 0.003023 0.002921 0.004166 0.002952 0.003054 0.004045 0.038808 0.004667
ABs α 3.062107 0.007281 1.521784 3.061646 3.062508 1.338133 2.701885 0.918412
β 0.739813 0.550571 0.800005.5 0.800005.5 0.800005.5 0.800005.5 0.556742 1.12838
λ 0.624682 0.488791 0.637734 0.634373 0.659366 0.648935 0.928488 0.904687
θ 0.054933 0.054041 0.064536 0.054302 0.055254 0.063545 0.196988 0.068287
Ranks α 1.749897 0.085341 1.233604 1.749756 1.750008 1.156773 1.643745 0.958342
462 261 585 473 647 626 574 728
300 AEs β 1.640476 1.775588 1.594094 1.572143 1.425822 1.689637 0.955321 1.619685
λ 0.782743 0.749142 0.943337 0.828784 0.988818 0.890135 0.522801 0.900736
θ 0.594112 0.597105 0.600518 0.596183 0.596884 0.599256 0.592521 0.600417
MSEs α 1.593831 2.750388 2.554266 2.716057 2.342493 2.418424 2.471855 1.884762
β 0.194962 0.083221 0.424387 0.225473 0.330925 0.388576 0.253674 1.039758
λ 0.276083 0.071991 0.342305 0.269772 0.356126 0.333784 0.888338 0.630477
θ 0.001013 0.000891 0.001717 0.000972 0.001284 0.001555 0.043698 0.001586
ABs α 3.061117 0.000981 1.951273 3.060736 3.062508 2.482025 2.166364 0.882432
β 0.441542 0.288481 0.651447 0.474843 0.575255 0.623356 0.503654 1.019688
λ 0.525433 0.268311 0.585065 0.519392 0.596756 0.577744 0.942518 0.794027
θ 0.031853 0.029801 0.041407 0.031172 0.035784 0.039375 0.209018 0.039736
Ranks α 1.749607 0.031231 1.396883 1.749506 1.750008 1.575445 1.471854 0.939382
422 311 698 433 636 625 564 667
500 AEs β 1.658816 1.783828 1.583413 1.640705 1.484142 1.663517 0.931811 1.626094
λ 0.733303 0.750174 0.937705 0.725972 1.009698 0.950516 0.503451 0.962627
θ 0.597183 0.597152 0.600788 0.597464 0.598146 0.597655 0.584251 0.599917
MSEs α 2.024971 2.750178 2.564805 2.738557 2.604606 2.511144 2.431563 2.029092
β 0.125833 0.003911 0.302857 0.104402 0.230344 0.284906 0.269195 1.052868
λ 0.233753 0.003051 0.303495 0.192112 0.317946 0.295514 0.877958 0.541977
θ 0.000673 0.000461 0.000986 0.000622 0.000704 0.000975 0.038968 0.000997
ABs α 3.061427 0.000151 3.028845 3.059936 3.062508 2.899584 2.049363 1.059022
β 0.354723 0.062501 0.550327 0.323112 0.479944 0.533766 0.518845 1.026098
λ 0.483483 0.055251 0.550905 0.438302 0.563866 0.543614 0.936998 0.736187
θ 0.025953 0.021351 0.031316 0.024872 0.026394 0.031225 0.197398 0.031497
Ranks α 1.749697 0.012101 1.740365 1.749266 1.750008 1.702814 1.431563 1.029092
453 301 677 422 666 605 544 688

Table 5.

Simulation results of eight different estimators for β=1.8,λ=0.75,θ=1,α=2.75.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 2.509158 1.723595 1.707704 1.126172 1.331843 1.761356 0.621251 1.901357
λ 1.150328 0.818784 0.730423 1.077687 1.012706 0.710732 0.288231 0.861225
θ 1.014465 0.922021 0.974013 0.968652 0.988314 1.042727 1.030086 1.055288
MSEs α 1.001961 2.741958 2.723357 1.475202 1.813393 2.704326 2.630204 2.684885
β 0.639841 0.640004 0.640004 0.640004 0.640004 0.640004 2.067957 2.334128
λ 0.383146 0.248101 0.298922 0.337824 0.340375 0.309953 0.474058 0.467157
θ 0.028182 0.030494 0.031795 0.027441 0.030143 0.038286 0.182758 0.054927
ABs α 3.061977 0.004231 0.037652 3.062208 3.057276 0.157743 3.003615 2.361174
β 0.799901 0.800004 0.800004 0.800004 0.800004 0.800004 1.438047 1.527788
λ 0.618986 0.498101 0.546742 0.581234 0.583415 0.556733 0.688518 0.683487
θ 0.167882 0.174614 0.178295 0.165661 0.173603 0.195646 0.427498 0.234367
Ranks α 1.749857 0.065061 0.194042 1.749918 1.748516 0.397143 1.733095 1.536604
546 381 432 473 524 535 687 778
50 AEs β 1.826867 1.738564 1.755505 1.269993 1.249312 1.776886 0.594221 1.877558
λ 0.881506 0.752222 0.876724 0.895097 0.946188 0.754763 0.391701 0.876325
θ 0.994744 0.961781 0.978852 0.995525 1.009646 1.013798 0.984483 1.011477
MSEs α 1.003651 2.753438 2.575537 1.730672 2.122623 2.525466 2.524065 2.375944
β 0.639842 0.612931 0.640004.5 0.640004.5 0.640004.5 0.640004.5 2.121248 1.572617
λ 0.269522 0.172011 0.280214 0.272683 0.291956 0.288855 0.476308 0.366467
θ 0.016183 0.016594 0.019605 0.014891 0.015642 0.020906 0.118948 0.022927
ABs α 3.061678 0.002231 0.275972 3.058997 3.058106 0.325873 1.476834 2.161895
β 0.799902 0.782901 0.800004.5 0.800004.5 0.800004.5 0.800004.5 1.456458 1.254047
λ 0.519152 0.414741 0.529354 0.522193 0.540336 0.537455 0.690148 0.605367
θ 0.127203 0.128804 0.140015 0.122021 0.125042 0.144586 0.344888 0.151407
Ranks α 1.749768 0.047231 0.525332 1.749007 1.748746 0.570833 1.215254 1.470345
482.5 291 494 482.5 565 606 667 768
100 AEs β 1.627775 1.756888 1.723486 1.385573 1.332162 1.747727 0.605061 1.567114
λ 0.829994 0.731892 0.830095 0.900016 0.939098 0.826143 0.390111 0.902047
θ 0.996035 0.987562 0.994574 0.993943 0.999667 1.014048 0.966591 0.999636
MSEs α 1.085561 2.754438 2.637436 1.856032 2.350203 2.638677 2.604625 2.426764
β 0.558863 0.295261 0.640005.5 0.640005.5 0.640005.5 0.640005.5 2.038948 0.482392
λ 0.205732 0.109531 0.245746 0.240195 0.247887 0.237694 0.457568 0.205983
θ 0.009634 0.008362 0.012987 0.009985 0.008393 0.012286 0.090288 0.004331
ABs α 3.061168 0.000881 0.207903 3.059987 3.059306 0.195432 0.666454 3.052135
β 0.747573 0.543381 0.800005.5 0.800005.5 0.800005.5 0.800005.5 1.427918 0.694542
λ 0.453582 0.330961 0.495726 0.490105 0.497887 0.487544 0.676438 0.453863
θ 0.098124 0.091432 0.113947 0.099915 0.091593 0.110826 0.300478 0.065811
Ranks α 1.749628 0.029581 0.455973 1.749287 1.749086 0.442072 0.816374 1.747035
493 301 647.5 594.5 636 594.5 647.5 432
300 AEs β 1.599956 1.783878 1.591755 1.520783 1.427882 1.641457 0.581841 1.567114
λ 0.790804 0.747402 0.856147 0.794705 0.842816 0.781043 0.601821 0.902048
θ 0.992602 0.993433 0.997885 0.998976 0.997104 1.000708 0.924721 0.999637
MSEs α 2.060311 2.751198 2.710325 2.748817 2.744076 2.654204 2.567083 2.426762
β 0.213502 0.094111 0.412496 0.222353 0.290714 0.380165 2.084638 0.482397
λ 0.123852 0.033431 0.152454 0.126673 0.162446 0.157135 0.470518 0.205987
θ 0.003033 0.002711 0.004356 0.003002 0.003104 0.004677 0.063548 0.004335
α 3.061287 0.000131 1.481443 3.060436 3.061968 1.079564 0.420082 3.052135
ABs β 0.462062 0.306771 0.642266 0.471543 0.539184 0.616575 1.443828 0.694547
λ 0.351922 0.182831 0.390454 0.355913 0.403046 0.396405 0.685948 0.453867
θ 0.055053 0.052021 0.065976 0.054732 0.055664 0.068377 0.252068 0.065815
Ranks α 1.749657 0.011361 1.217143 1.749416 1.749858 1.039024 0.648142 1.747035
412 291 605 493 626 647 584 698
500 AEs β 1.651907 1.786208 1.548794 1.603866 1.505482 1.600975 0.607371 1.543263
λ 0.748183 0.746442 0.826827 0.759524 0.805246 0.783915 0.637431 0.866738
θ 0.995202 0.997685 1.000487 0.995833 0.996504 1.002698 0.931661 1.000416
MSEs α 1.987441 2.750968 2.715715 2.748866 2.749627 2.705894 2.504263 2.456002
β 0.116452 0.038331 0.272196 0.117793 0.193114 0.252265 2.072108 0.337507
λ 0.107553 0.010591 0.143666 0.088032 0.139355 0.128724 0.473328 0.172717
θ 0.001763 0.001491 0.002585 0.001672 0.001994 0.002927 0.062208 0.002696
ABs α 3.060427 0.000051 3.054724 3.059916 3.062358 3.049063 0.404872 3.055865
β 0.341242 0.195781 0.521726 0.343213 0.439444 0.502265 1.439488 0.580957
λ 0.327943 0.102881 0.379036 0.296692 0.373295 0.358774 0.687988 0.415587
θ 0.041933 0.038631 0.050755 0.040862 0.044644 0.054057 0.249418 0.051856
Ranks α 1.749417 0.007331 1.747784 1.749266 1.749968 1.746163 0.636302 1.748105
432 311 657 453 616 605 584 698

Table 6.

Simulation results of eight different estimators for β=2.72,λ=0.75,θ=0.6,α=1.57.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 3.457588 2.646095 2.583454 2.188442 2.318793 2.771406 1.879861 3.205877
λ 1.302898 0.827494 0.800683 1.114457 0.932485 0.679592 0.394211 1.076936
θ 0.651887 0.581081 0.609974 0.601833 0.642056 0.663078 0.600362 0.637285
MSEs α 1.000021 1.545378 1.514837 1.004413 1.005344 1.513856 1.443575 1.000172
β 2.958062 2.958405 2.958405 2.958405 2.958405 2.958405 2.454781 6.082728
λ 0.500496 0.454701 0.492173 0.500927 0.477532 0.498325 0.493284 0.554648
θ 0.008441 0.008632 0.010874 0.013045 0.010513 0.014026 0.067798 0.017807
ABs α 0.324905.5 0.115661 0.322543 0.324894 0.324905.5 0.318122 0.497587 1.219138
β 1.719902 1.720005 1.720005 1.720005 1.720005 1.720005 1.566771 2.466328
λ 0.707456 0.674321 0.701553 0.707767 0.691032 0.705915 0.702344 0.744748
θ 0.091861 0.092912 0.104274 0.114205 0.102533 0.118416 0.260368 0.133437
Ranks α 0.570005.5 0.340091 0.567933 0.569994 0.570005.5 0.564022 0.705397 1.104148
535 361 482 576 493.5 587 493.5 828
50 AEs β 3.009398 2.652206 2.702237 2.055842 2.200393 2.631744 1.931281 2.623574
λ 1.278218 0.764904 0.855295 1.119976 1.140127 0.720292 0.444131 0.740693
θ 0.616776 0.585471 0.599833 0.603544 0.615205 0.627538 0.594672 0.619537
MSEs α 1.000281 1.570058 1.377106 1.012283 1.008293 1.258825 1.382157 1.001232
β 2.240552 1.833011 2.958406 2.958406 2.771284 2.958406 2.31663 4.221518
λ 0.468004 0.366321 0.454652 0.471706 0.470425 0.464763 0.495007 0.513508
θ 0.003951 0.005053 0.005674 0.006045 0.004792 0.006316 0.052348 0.007417
ABs α 0.324894.5 0.042641 0.323192 0.324894.5 0.324906 0.323913 0.449958 0.342867
β 1.496852 1.353891 1.720006 1.720006 1.664724 1.720006 1.522043 2.054638
λ 0.684114 0.605241 0.674272 0.686816 0.685875 0.681733 0.703567 0.716598
θ 0.062861 0.071073 0.075274 0.077715 0.069202 0.079476 0.228788 0.086087
Ranks α 0.569994.5 0.206491 0.568502 0.569994.5 0.570006 0.569133 0.670788 0.585547
462 311 493 586 524 555 637 768
100 AEs β 2.776877 2.659926 2.630805 2.250573 2.227332 2.611564 1.862541 3.021248
λ 1.184187 0.747302 0.822624 1.186708 1.116926 0.791903 0.517001 1.074795
θ 0.603375 0.592481 0.605276 0.598372 0.607137 0.613358 0.592913 0.598524
MSEs α 1.001411 1.573658 1.420377 1.014343 1.035494 1.330826 1.314555 1.002532
β 1.552352 0.916581 2.385915 2.542407 2.134914 2.499616 1.988363 3.248228
λ 0.414053 0.205321 0.407962 0.447046 0.425995 0.414994 0.501638 0.480857
θ 0.002111 0.002573 0.003746 0.003434 0.002562 0.003535 0.043068 0.004227
300 ABs α 0.324874 0.019271 0.321862 0.324895 0.324906 0.323173 0.426018 0.331437
β 1.245942 0.957381 1.544645 1.594497 1.461134 1.581026 1.410093 1.802288
λ 0.643473 0.453121 0.638722 0.668616 0.652685 0.644204 0.708268 0.693437
θ 0.045941 0.050723 0.061146 0.058534 0.050632 0.059405 0.207508 0.064977
Ranks α 0.569974 0.138801 0.567332 0.569995 0.570006 0.568483 0.652708 0.575707
402 291 523 606 534 575 647 778
AEs β 2.597885 2.702758 2.624346 2.340322 2.432723 2.579954 1.596941 2.637407
λ 1.067406 0.748882 0.948534 1.122807 1.151668 0.924583 0.461361 0.984465
θ 0.597572 0.596651 0.599375 0.598784 0.598653 0.603638 0.599797 0.599636
MSEs α 1.050552 1.570638 1.403507 1.039661 1.151254 1.357756 1.154935 1.092173
β 0.791942 0.002881 1.226475 1.080883 1.204884 1.247696 2.886048 1.537777
λ 0.268242 0.006111 0.288524 0.323985 0.325826 0.282163 0.528708 0.340037
θ 0.000752 0.000671 0.001405 0.000994 0.000953 0.001546 0.047138 0.001637
ABs α 0.324505 0.000991 0.283302 0.324846 0.324907 0.308123 0.645078 0.324444
β 0.889912 0.053671 1.107465 1.039653 1.097674 1.117006 1.698838 1.240067
λ 0.517912 0.078131 0.537144 0.569205 0.570816 0.531193 0.727128 0.583127
θ 0.027402 0.025911 0.037425 0.031464 0.030853 0.039236 0.217118 0.040347
Ranks α 0.569655 0.031481 0.532262 0.569956 0.570007 0.555093 0.803168 0.569604
372 271 545 504 587 576 463 718
500 AEs β 2.573885 2.708158 2.594327 2.380783 2.315592 2.540364 1.408821 2.586896
λ 0.994876 0.752312 0.928335 1.081097 1.093658 0.868853 0.527341 0.911534
θ 0.596402 0.596794 0.598545 0.596783 0.598746 0.603508 0.568231 0.600417
MSEs α 1.141244 1.569228 1.409257 1.089621 1.234405 1.367216 1.092402 1.118673
β 0.504512 0.001311 0.911286 0.706383 0.866035 0.831814 3.192928 1.079787
λ 0.209592 0.002691 0.231473 0.275495 0.279756 0.234304 0.543238 0.285937
θ 0.000582.5 0.000331 0.000986 0.000614 0.000582.5 0.000955 0.045858 0.001007
ABs α 0.323705 0.000431 0.268083 0.324717 0.324706 0.265762 0.732118 0.323614
β 0.710292 0.036221 0.954616 0.840463 0.930615 0.912044 1.786878 1.039127
λ 0.457812 0.051871 0.481113 0.524875 0.528916 0.484054 0.737048 0.534737
θ 0.024072.5 0.018271 0.031316 0.024804 0.024142.5 0.030875 0.214148 0.031597
Ranks α 0.568955 0.020751 0.517763 0.569837 0.569826 0.515522 0.855638 0.568874
402 301 605.5 524 605.5 513 697 708

Table 7.

Simulation results of eight different estimators for β=1.8,λ=0.8,θ=1,α=1.57.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 2.406058 1.709066 1.706474 1.279402 1.441683 1.834027 0.720921 1.869645
λ 1.447598 0.845483 0.856294 1.158607 1.154236 0.830372 0.438841 0.963935
θ 1.036006 0.926831 0.972523 0.953732 1.015155 1.037117 0.981044 1.042598
MSEs α 1.000241 1.588256 1.625598 1.133452 1.183533 1.595297 1.354384 1.367235
β 0.639841 0.640004 0.640004 0.640004 0.640004 0.640004 2.284497 2.381668
λ 0.453046 0.261001 0.292162 0.338515 0.331194 0.299683 0.560088 0.519457
θ 0.021631 0.028773 0.029994 0.033596 0.024072 0.030855 0.196848 0.055647
ABs α 0.324905.5 0.020401 0.052693 0.324894 0.324905.5 0.050292 1.116028 0.326957
β 0.799901 0.800004 0.800004 0.800004 0.800004 0.800004 1.511457 1.543268
λ 0.673086 0.510881 0.540522 0.581825 0.575494 0.547433 0.748398 0.720737
θ 0.147081 0.169613 0.173194 0.183276 0.155142 0.175655 0.443678 0.235897
Ranks α 0.570005.5 0.142831 0.229553 0.569994 0.570005.5 0.224252 1.056428 0.571807
504 341 452 515.5 483 515.5 727 818
50 AEs β 1.784466 1.763925 1.690964 1.374993 1.332852 1.850718 0.586661 1.785527
λ 1.156087 0.799692 0.907213 1.144496 1.179788 0.918614 0.390581 0.956135
θ 0.995975 0.960091 0.990744 0.980772 1.001636 1.018698 0.986183 1.008837
MSEs α 1.001311 1.580218 1.524867 1.171943 1.221754 1.451746 1.323635 1.073632
β 0.639842 0.571731 0.640004.5 0.640004.5 0.640004.5 0.640004.5 2.276618 1.657097
λ 0.293605 0.176761 0.241732 0.285354 0.297706 0.248423 0.544728 0.385507
θ 0.013662 0.015533 0.017546 0.015774 0.013501 0.017385 0.125978 0.025047
ABs α 0.324886 0.011951 0.127872 0.324865 0.324907 0.146473 0.476018 0.324734
β 0.799902 0.756131 0.800004.5 0.800004.5 0.800004.5 0.800004.5 1.508848 1.287287
λ 0.541855 0.420431 0.491662 0.534184 0.545626 0.498423 0.738058 0.620897
θ 0.116882 0.124633 0.132436 0.125584 0.116181 0.131845 0.354928 0.158237
Ranks α 0.569986 0.109301 0.357592 0.569965 0.570007 0.382713 0.689948 0.569854
493.5 281 472 493.5 575.5 575.5 748 717
100 AEs β 1.611905 1.749768 1.721526 1.455043 1.350072 1.727377 0.618981 1.573764
λ 1.066637 0.775342 1.008245 1.079838 1.046106 0.930193 0.442171 1.006764
θ 0.994735 0.986352 0.990424 0.988663 1.003116 1.016948 0.955101 1.013227
MSEs α 1.004801 1.578838 1.459007 1.197373 1.263414 1.442376 1.289585 1.150042
β 0.495332 0.299731 0.640004.5 0.640004.5 0.640004.5 0.640004.5 2.272258 1.023457
λ 0.232165 0.109401 0.224073 0.230634 0.236716 0.218682 0.548638 0.309297
θ 0.007752 0.008173 0.010575 0.008834 0.007651 0.010826 0.094098 0.013107
ABs α 0.324847 0.006481 0.197433 0.324585 0.324666 0.153372 0.375478 0.323904
β 0.703802 0.547481 0.800004.5 0.800004.5 0.800004.5 0.800004.5 1.507408 1.011667
λ 0.481835 0.330761 0.473373 0.480244 0.486536 0.467632 0.740708 0.556147
θ 0.088062 0.090393 0.102815 0.093994 0.087491 0.104046 0.306738 0.114477
Ranks α 0.569947 0.080521 0.444323 0.569725 0.569796 0.391632 0.612758 0.569124
502 321 534.5 523 534.5 576 728 677
300 AEs β 1.640137 1.786398 1.556075 1.552584 1.464692 1.568426 0.678741 1.539633
λ 0.990226 0.792492 1.012538 0.931674 0.994747 0.915693 0.610771 0.959185
θ 0.989893 0.993625 0.993044 0.989512 0.993836 1.005938 0.934091 1.001587
MSEs α 1.160311 1.572428 1.480646 1.425484 1.526727 1.480535 1.347233 1.294712
β 0.209802 0.101661 0.451916 0.234083 0.329304 0.390155 2.161908 0.475197
λ 0.133123 0.038171 0.169626 0.127432 0.151415 0.142924 0.539328 0.204377
θ 0.002963 0.002381 0.004506 0.003354 0.002952 0.004465 0.071668 0.004777
ABs α 0.324607 0.001771 0.318072 0.324268 0.324536 0.320593 0.321044 0.323245
β 0.458042 0.318841 0.672246 0.483813 0.573854 0.624625 1.470348 0.689347
λ 0.364853 0.195371 0.411856 0.356972 0.389125 0.378054 0.734398 0.452077
θ 0.054373 0.048781 0.067126 0.057884 0.054342 0.066775 0.267698 0.069067
Ranks α 0.569737 0.042091 0.563982 0.569448 0.569686 0.566213 0.566604 0.568545
472 311 636 483 564.5 564.5 647 698
500 AEs β 1.664807 1.792238 1.578043 1.626166 1.520022 1.619425 0.728851 1.584964
λ 0.930834 0.795642 1.000287 0.878463 0.962666 0.958355 0.687021 1.014128
θ 0.989782 0.996708 0.993177 0.990964 0.990693 0.992545 0.925391 0.992656
MSEs α 1.197241 1.570998 1.473765 1.556257 1.555646 1.454044 1.358523 1.325842
β 0.118663 0.002701 0.304856 0.115632 0.188734 0.287905 2.021838 0.355327
λ 0.097563 0.004611 0.132786 0.080352 0.117694 0.130785 0.548288 0.164487
θ 0.001953 0.001461 0.002606 0.001792 0.002084 0.002727 0.064048 0.002505
ABs α 0.324467 0.000281 0.322113 0.324166 0.324818 0.322214 0.284382 0.323225
β 0.344483 0.051921 0.552146 0.340042 0.434434 0.536565 1.421918 0.596087
λ 0.312353 0.067891 0.364396 0.283462 0.343054 0.361645 0.740468 0.405567
θ 0.044203 0.038181 0.050956 0.042272 0.045614 0.052117 0.253068 0.049995
Ranks α 0.569617 0.016741 0.567553 0.569356 0.569928 0.567634 0.533272 0.568525
463 341 647 442 574 616 585 688

Table 8.

Simulation results of eight different estimators for β=2.72,λ=0.8,θ=1,α=1.57.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 3.833177 2.694655 2.669004 2.010213 1.995562 2.819016 0.844001 3.044777
λ 1.391408 0.892893 0.803802 1.086477 0.896904 0.906965 0.295841 0.939646
θ 1.054876 0.946971 1.007123 1.006152 1.036105 1.068017 1.007214 1.068088
MSEs α 1.000521 1.560946 1.595198 1.210502 1.357003 1.591617 1.409764 1.492335
β 2.958061 2.958404 2.958404 2.958404 2.958404 2.958404 5.206357 6.076168
λ 0.478676 0.385951 0.409503 0.415424 0.397402 0.423295 0.565728 0.561467
θ 0.026001 0.028213 0.031965 0.031424 0.028062 0.034976 0.177308 0.049757
ABs α 0.324894.5 0.030871 0.074323 0.324896 0.324904.5 0.069112 0.880498 0.326447
β 1.719901 1.720004 1.720004 1.720004 1.720004 1.720004 2.281747 2.464998
λ 0.691866 0.621251 0.639923 0.644534 0.630392 0.650615 0.752148 0.749317
θ 0.161251 0.167953 0.178785 0.177264 0.167532 0.186996 0.421078 0.223057
α 0.569994.5 0.175711 0.272623 0.569996 0.569994.5 0.262892 0.938348 0.571357
Ranks 473.5 331 473.5 505 392 596 727 848
50 β 3.012697 2.682654 2.744376 2.089492 2.225503 2.717465 0.716351 3.188058
λ 1.140527 0.812023 0.878544 1.027555 1.160898 0.788912 0.324781 1.047236
AEs θ 1.015597 0.966811 1.003845 1.000043 1.002694 1.033668 0.978022 1.004606
α 1.001191 1.572618 1.556317 1.173642 1.209994 1.536816 1.330585 1.191983
β 2.958062 1.907701 2.958404.5 2.958404.5 2.958404.5 2.958404.5 5.301178 4.616637
λ 0.375845 0.259791 0.359823 0.343762 0.383766 0.365774 0.558068 0.474377
MSEs θ 0.012401 0.013542 0.018436 0.014984 0.014903 0.016925 0.126548 0.020017
α 0.324855 0.007731 0.102653 0.324886.5 0.324886.5 0.085292 0.369178 0.323464
β 1.719902 1.381201 1.720004.5 1.720004.5 1.720004.5 1.720004.5 2.302438 2.148647
λ 0.613065 0.509701 0.599853 0.586312 0.619486 0.604794 0.747038 0.688747
ABs θ 0.111331 0.116382 0.135766 0.122404 0.122083 0.130085 0.355738 0.141477
α 0.569965 0.087901 0.320393 0.569996.5 0.569996.5 0.292052 0.607598 0.568734
Ranks 483 261 555 462 596 524 737.5 737.5
100 β 2.677974 2.694625 2.696646 2.226963 2.085962 2.768988 0.935921 2.762457
λ 1.098747 0.804112 0.882554 1.046046 1.135978 0.867223 0.587901 0.919535
AEs θ 0.997365 0.979752 0.997013 0.997284 1.001567 1.016348 0.941391 1.001396
α 1.005031 1.569558 1.519266 1.207292 1.324014 1.525047 1.324385 1.274763
β 1.886432 0.984691 2.621165 2.509473 2.525994 2.629666 5.225728 3.291597
λ 0.277102 0.129791 0.293575 0.279423 0.303686 0.286894 0.550078 0.364297
MSEs θ 0.007472 0.007441 0.010595 0.008534 0.007923 0.010636 0.088668 0.012987
α 0.324788 0.002571 0.106833 0.324486 0.324597 0.095252 0.323195 0.321144
β 1.373472 0.992321 1.619005 1.584133 1.589344 1.621626 2.285988 1.814277
λ 0.526412 0.360261 0.541825 0.528603 0.551076 0.535624 0.741678 0.603567
ABs θ 0.086422 0.086281 0.102935 0.092354 0.088993 0.103106 0.297758 0.113917
Ranks α 0.569898 0.050711 0.326843 0.569636 0.569737 0.308632 0.568505 0.566694
452 251 554 473 615 626 667 718
300 AEs β 2.516714 2.709588 2.539535 2.312553 2.247212 2.665177 0.915691 2.588866
λ 0.997767 0.797872 0.920553 0.960696 1.066738 0.951495 0.566961 0.942554
θ 0.993762 0.993953 0.999898 0.999847 0.999315 0.996974 0.949411 0.999516
MSEs α 1.211931 1.571488 1.512257 1.229152 1.326013 1.484706 1.353265 1.341564
β 0.729012 0.001141 1.412576 0.936453 1.226494 1.281745 4.923508 1.610737
λ 0.143492 0.005071 0.171204 0.169053 0.197576 0.171645 0.558738 0.225827
θ 0.002332 0.002101 0.004466 0.003073 0.003154 0.004537 0.071178 0.004425
ABs α 0.323717 0.000271 0.117253 0.324118 0.323596 0.091432 0.278265 0.236584
β 0.853822 0.033821 1.188526 0.967713 1.107474 1.132145 2.218908 1.269147
λ 0.378802 0.071191 0.413764 0.411163 0.444496 0.414295 0.747488 0.475207
θ 0.048242 0.045831 0.066757 0.055443 0.056094 0.067347 0.266788 0.066465
Ranks α 0.568967 0.016351 0.342413 0.569318 0.568856 0.302372 0.527505 0.486394
402 291 616 523 584 605 667.5 667.5
500 AEs β 2.477984 2.713558 2.538675 2.402383 2.244052 2.633277 0.964781 2.550256
λ 0.914583 0.800552 0.937104 0.945816 1.033988 0.939305 0.599291 0.969097
θ 0.998106 0.996894 0.997935 0.994662 0.994763 1.000138 0.946121 0.999067
MSEs α 1.327911 1.570098 1.508137 1.397715 1.382204 1.478076 1.359522 1.364383
β 0.429102 0.000431 0.938445 0.564043 0.796504 0.944826 4.717878 1.139027
λ 0.097492 0.001861 0.139194 0.138493 0.157576 0.141485 0.559018 0.174187
θ 0.001552 0.000981 0.002947 0.001623 0.001894 0.002836 0.055018 0.002625
ABs α 0.323086 0.000111 0.118613 0.324128 0.323837 0.099102 0.237614 0.243365
β 0.655062 0.020661 0.968735 0.751023 0.892474 0.972026 2.172078 1.067257
λ 0.312232 0.043141 0.373084 0.372143 0.396956 0.376135 0.747678 0.417347
θ 0.039412 0.031361 0.054267 0.040193 0.043454 0.053156 0.234538 0.051185
Ranks α 0.568406 0.010371 0.344403 0.569318 0.569067 0.314812 0.487454 0.493325
382 301 594.5 503 594.5 647 616 718

Table 9.

Simulation results of eight different estimators for β=2.72,λ=0.75,θ=1,α=1.57.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 4.363978 2.696406 2.688585 2.088972 2.408973 2.663394 0.937511 3.346667
λ 1.571638 0.859693 0.818392 0.926504 1.013227 0.696001 0.980825 0.985776
θ 1.032685 0.943112 0.992493 1.005404 1.034066 1.079638 0.350971 1.040647
MSEs α 1.000481 1.550366 1.577857 1.219242 1.294433 1.587088 1.390814 1.499995
β 2.958061 2.958404 2.958404 2.958404 2.958404 2.958404 5.097407 6.072108
λ 0.675118 0.340311 0.360273 0.361164 0.370535 0.359062 0.496267 0.490796
θ 0.025521 0.031244 0.033055 0.030073 0.027152 0.036466 0.175568 0.047337
ABs α 0.324894.5 0.026191 0.075463 0.324894.5 0.324906 0.052492 0.699628 0.324957
β 1.719901 1.720004 1.720004 1.720004 1.720004 1.720004 2.257747 2.464168
λ 0.821638 0.583361 0.600233 0.600974 0.608715 0.599222 0.704467 0.700566
θ 0.159761 0.176754 0.181815 0.173423 0.164772 0.190956 0.418998 0.217557
Ranks α 0.569994.5 0.161831 0.274703 0.569994.5 0.570006 0.229112 0.836438 0.570057
515 371 473 432 536 494 717 728
50 AEs β 2.926208 2.677875 2.680116 2.091162 2.208473 2.542854 0.788461 2.826067
λ 1.083348 0.760203 0.805714 0.966376 0.989167 0.690492 0.323801 0.845775
θ 1.002205 0.970392 1.000663 1.000694 1.019566 1.045768 0.967621 1.019937
MSEs α 1.001391 1.570798 1.544977 1.139562 1.222824 1.540626 1.367085 1.213693
β 2.958062 0.222781 2.958404.5 2.958404.5 2.958404.5 2.958404.5 5.231278 4.485367
λ 0.331066 0.013951 0.318835 0.310992 0.317554 0.312363 0.485278 0.396217
θ 0.011852 0.007451 0.019285 0.016524 0.014153 0.019656 0.117998 0.021997
ABs α 0.324866 0.000641 0.123053 0.324887 0.324515 0.080772 0.374908 0.323434
β 1.719902 1.397051 1.720004.5 1.720004.5 1.720004.5 1.720004.5 2.287208 2.117877
λ 0.575386 0.472001 0.564655 0.557662 0.563524 0.558893 0.696618 0.629457
θ 0.108862 0.118111 0.138875 0.128544 0.118963 0.140176 0.343498 0.148287
Ranks α 0.569976 0.086291 0.350783 0.569987 0.569665 0.284192 0.612298 0.568714
545 261 556 492 534 513 727.5 727.5
100 AEs β 2.569544 2.694537 2.582755 2.272653 2.142422 2.654486 0.792831 2.896048
λ 0.999477 0.744132 0.800914 0.972656 1.058318 0.789363 0.491661 0.910765
θ 0.999035 0.983612 0.998544 0.997113 1.005277 1.008218 0.952701 1.002466
MSEs α 1.005721 1.572488 1.529637 1.184242 1.293833 1.519996 1.316755 1.301814
β 1.879892 0.942611 2.598355 2.419113 2.587484 2.615446 5.124288 3.248097
λ 0.227872 0.117941 0.258044 0.237303 0.273956 0.260875 0.483078 0.318167
θ 0.006741 0.007872 0.010826 0.007973 0.008104 0.010465 0.099928 0.011997
ABs α 0.324808 0.001871 0.085532 0.324556.5 0.324556.5 0.096573 0.318874 0.320715
β 1.371092 0.970881 1.611945 1.555353 1.608564 1.617236 2.263698 1.802247
λ 0.477352 0.343421 0.507984 0.487133 0.523406 0.510755 0.695038 0.564057
θ 0.082081 0.088702 0.104016 0.089283 0.090014 0.102295 0.316118 0.109507
Ranks α 0.569928 0.043241 0.292462 0.569706.5 0.569707.5 0.310753 0.564684 0.566315
432 291 544 453 615.5 615.5 667 758
300 AEs β 2.522364 2.711188 2.580927 2.264283 2.179602 2.558986 0.994851 2.557065
λ 0.901386 0.748852 0.893024 0.901125 0.972358 0.832393 0.619921 0.913357
θ 0.991542 0.994293 0.999955 0.999484 1.000346 1.001767 0.929051 1.003428
MSEs α 1.240611 1.571118 1.505257 1.288752 1.360834 1.499496 1.319153 1.363195
β 0.708502 0.001021 1.403696 0.933123 1.222344 1.327495 4.879098 1.567797
λ 0.116222 0.005021 0.158605 0.154854 0.172936 0.153083 0.485738 0.189557
θ 0.002663 0.002051 0.004957 0.002914 0.002652 0.004576 0.067328 0.004275
ABs α 0.323706 0.000221 0.113173 0.324158 0.323867 0.110562 0.269785 0.258514
β 0.841732 0.031891 1.184776 0.965983 1.105604 1.152175 2.208878 1.252117
λ 0.340912 0.070891 0.398245 0.393514 0.415856 0.391263 0.696948 0.435377
θ 0.051573 0.045321 0.070367 0.053964 0.051512 0.067616 0.259458 0.065365
Ranks α 0.568956 0.014671 0.336413 0.569358 0.569087 0.332492 0.519415 0.508444
392 291 657 523 585 544 646 718
500 AEs β 2.457164 2.713988 2.476075 2.358013 2.334862 2.604687 1.034711 2.507726
λ 0.882785 0.750432 0.872444 0.847323 0.986918 0.905517 0.626931 0.893846
θ 0.996394 0.995702 1.001158 0.998417 0.995873 0.996785 0.928681 0.998206
MSEs α 1.413765 1.570408 1.513237 1.411984 1.392433 1.494546 1.364121 1.379592
β 0.443472 0.000381 0.933035 0.532053 0.771454 0.934986 4.498468 1.005427
λ 0.090452 0.001951 0.125614 0.111913 0.132886 0.126315 0.483598 0.153227
θ 0.001532 0.001051 0.002576 0.001543 0.001904 0.002687 0.060568 0.002475
ABs α 0.323046 0.000101 0.106203 0.324078 0.323517 0.104762 0.186654 0.270615
β 0.665932 0.019431 0.965935 0.729423 0.878324 0.966946 2.120968 1.002717
λ 0.300742 0.044131 0.354424 0.334533 0.364536 0.355405 0.695418 0.391437
θ 0.039092 0.032481 0.050716 0.039283 0.043614 0.051817 0.246098 0.049755
Ranks α 0.568366 0.010031 0.325883 0.569278 0.568787 0.323672 0.432034 0.520205
422 281 605.5 513 584 657 605.5 688

Table 10.

Simulation results of eight different estimators for β=2.72,λ=0.8,θ=0.6,α=2.75.

n Measures Parameters MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
20 AEs β 5.520088 2.569645 2.597386 2.205623 2.110172 2.479174 1.876321 3.068017
λ 2.992948 0.932445 0.863294 1.245897 0.838253 0.545052 0.405301 1.092056
θ 0.636857 0.566781 0.604983 0.605764 0.631556 0.648448 0.603232 0.628265
MSEs α 1.000491 2.680998 2.397696 1.028583 1.235514 2.319605 2.616177 1.010942
β 7.841258 2.958404 2.958404 2.958404 2.958404 2.958404 2.521211 6.062327
λ 4.808998 0.532501 0.582723 0.603526 0.589475 0.584724 0.555282 0.635167
θ 0.009621 0.009682 0.012095 0.011544 0.010893 0.012286 0.062228 0.016977
ABs α 3.062265 0.027431 0.845382 3.062466 3.062487 1.054933 1.388304 3.062568
β 2.800088 1.720004 1.720004 1.720004 1.720004 1.720004 1.587831 2.462187
λ 2.192948 0.729731 0.763363 0.776876 0.767775 0.764674 0.745172 0.796977
θ 0.098101 0.098412 0.109945 0.107414 0.104373 0.110816 0.249448 0.130267
Ranks α 1.749935 0.165611 0.919442 1.749996 1.749997 1.027093 1.178264 1.750028
687 351 473 576 534.5 534.5 412 788
50 AEs β 3.232938 2.624154 2.714205 2.019722 2.034573 2.866036 1.838191 2.963957
λ 1.326998 0.836823 0.812822 0.998146 1.006727 0.872324 0.566781 0.978095
θ 0.607055 0.582592 0.603073 0.604694 0.616817 0.621018 0.573021 0.609076
MSEs α 1.001671 2.727708 2.428756 1.183143 1.602974 2.092665 2.437107 1.118502
β 2.958063 1.850161 2.958405.5 2.958405.5 2.958405.5 2.958405.5 2.159782 4.467348
λ 0.583497 0.417821 0.569715 0.564663 0.565994 0.578756 0.564262 0.614778
θ 0.004551 0.005102 0.006495 0.005874 0.005183 0.007066 0.054038 0.007857
ABs α 3.062256 0.008541 0.688782 3.062467 3.062508 1.430874 1.098623 3.054935
β 1.719903 1.360211 1.720005.5 1.720005.5 1.720005.5 1.720005.5 1.469622 2.113618
λ 0.763877 0.646391 0.754795 0.751443 0.752334 0.760756 0.751172 0.784078
θ 0.067461 0.071412 0.080555 0.076594 0.072003 0.084026 0.232448 0.088627
Ranks α 1.749936 0.092391 0.829932 1.749997 1.750008 1.196184 1.048153 1.747845
565 271 513 544 626 667 402 768
100 AEs β 2.742367 2.652705 2.650364 2.247623 2.191902 2.741916 1.838821 2.850528
λ 1.053026 0.807854 0.804332 1.145327 1.290578 0.805943 0.604901 0.861215
θ 0.599113 0.591941 0.601185 0.600124 0.601726 0.612338 0.592532 0.606197
MSEs α 1.007851 2.743058 2.620257 1.322502 1.715024 2.445065 2.493766 1.371433
β 2.040363 0.848481 2.571274 2.713817 2.609856 2.573765 2.019992 3.063788
λ 0.504032 0.247661 0.515173 0.525635 0.559426 0.525354 0.573618 0.566637
θ 0.002231 0.002492 0.003907 0.003114 0.002963 0.003705 0.047008 0.003846
ABs α 3.061936 0.002851 0.302052 3.062417 3.062488 0.440023 0.899824 2.991635
β 1.428413 0.921131 1.603524 1.647377 1.615506 1.604295 1.421262 1.750378
λ 0.709952 0.497651 0.717753 0.725005 0.747946 0.724814 0.757378 0.752757
θ 0.047221 0.049902 0.062417 0.055754 0.054423 0.060845 0.216808 0.061986
Ranks α 1.749846 0.053371 0.549582 1.749977 1.749998 0.663343 0.948594 1.729635
412 281 503 626 667 565 544 758
300 AEs β 2.487844 2.698538 2.628586 2.326733 2.268402 2.669227 1.815941 2.560975
λ 0.894475 0.802362 0.912966 1.023577 1.099008 0.852724 0.501581 0.819253
θ 0.598893 0.595932 0.600316 0.599334 0.599875 0.602657 0.590121 0.605758
MSEs α 1.496131 2.749078 2.645447 1.590072 2.001743 2.600116 2.332745 2.029374
β 0.889822 0.004701 1.191836 1.115863 1.172745 1.138204 2.618798 1.397087
λ 0.362624 0.008191 0.361083 0.395425 0.415546 0.359342 0.599588 0.428247
θ 0.000972 0.000631 0.001566.5 0.001003 0.001064 0.001515 0.045808 0.001566.5
ABs α 3.057576 0.000371 0.264882 3.060728 3.060367 0.282393 1.724234 1.981465
β 0.943302 0.068541 1.091716 1.056343 1.082935 1.066874 1.618278 1.181987
λ 0.602184 0.090491 0.600903 0.628835 0.644626 0.599452 0.774338 0.654407
θ 0.031152 0.025121 0.039496.5 0.031553 0.032614 0.038925 0.214018 0.039496.5
Ranks α 1.748596 0.019291 0.514662 1.749498 1.749397 0.531413 1.313104 1.407645
412 281 606 545 627 453 524 708
500 AEs β 2.498584 2.703488 2.548115 2.410783 2.330372 2.626126 1.511011 2.694877
λ 0.844493 0.803602 0.904835 0.931526 1.092478 0.870634 0.581011 0.959767
θ 0.599254 0.596932 0.600957 0.599505 0.600036 0.602338 0.571361 0.597393
MSEs α 1.718581 2.749128 2.584187 1.828962 2.052614 2.555906 2.203735 2.007783
β 0.565842 0.001891 0.933646 0.583093 0.788514 0.833635 3.020588 1.060887
λ 0.304202 0.003221 0.331204 0.337945 0.369696 0.323503 0.619518 0.400367
θ 0.000593 0.000321 0.001097 0.000572 0.000654 0.001046 0.040818 0.000965
ABs α 3.053546 0.000161 0.576113 3.061158 3.059387 0.478012 1.935924 1.966825
β 0.752222 0.043481 0.966256 0.763603 0.887984 0.913035 1.737988 1.029997
λ 0.551542 0.056741 0.575504 0.581325 0.608026 0.568773 0.787098 0.632747
θ 0.024283 0.017921 0.033057 0.023972 0.025504 0.032216 0.202028 0.031035
Ranks α 1.747446 0.012571 0.759023 1.749618 1.749117 0.691382 1.391374 1.402435
382 281 646.5 523 625 564 646.5 688

To provide a valuable guideline in choosing the optimal estimation method for the EAPLL parameters, we calculate both partial and overall ranks for different parameter combinations across all considered estimation methods. The partial and overall ranks of various estimators for all parameter combinations are presented in Table 11.

Table 11.

Rankings of various estimators across all possible parameter combinations.

(β,λ,θ,α)T n MLEs MPSEs OLSEs WLSEs ADEs CVMEs PCEs RADEs
(1.8,0.75,0.6,1.57)T 20 3.5 1 2 6 3.5 5 7 8
50 4 1 2 3 6.5 5 6.5 8
100 3.5 1 2 3.5 7 5 6 8
300 3 1 7.5 2 5.5 5.5 4 7.5
500 2 1 8 3 4 5 6 7
(1.8,0.75,0.6,2.75)T 20 3 1 2 4 5 7 6 8
50 3.5 1 2 5 7 6 3.5 8
100 2 1 5 3 7 6 4 8
300 2 1 8 3 6 5 4 7
500 3 1 7 2 6 5 4 8
(1.8,0.75,1,2.75)T 20 6 1 2 3 4 5 7 8
50 2.5 1 4 2.5 5 6 7 8
100 3 1 7.5 4.5 6 4.5 7.5 2
300 2 1 5 3 6 7 4 8
500 2 1 7 3 6 5 4 8
(2.72,0.75,0.6,1.57)T 20 5 1 2 6 3.5 7 3.5 8
50 2 1 3 6 4 5 7 8
100 2 1 3 6 4 5 7 8
300 2 1 5 4 7 6 3 8
500 2 1 5.5 4 5.5 3 7 8
(1.8,0.8,1,1.57)T 20 4 1 2 5.5 3 5.5 7 8
50 3.5 1 2 3.5 5.5 5.5 8 7
100 2 1 4.5 3 4.5 6 8 7
300 2 1 6 3 4.5 4.5 7 8
500 3 1 7 2 4 6 5 8
(2.72,0.8,1,1.57)T 20 3.5 1 3.5 5 2 6 7 8
50 3 1 5 2 6 4 7.5 7.5
100 2 1 4 3 5 6 7 8
300 2 1 6 3 4 5 7.5 7.5
500 2 1 4.5 3 4.5 7 6 8
(2.72,0.75,1,1.57)T 20 5 1 3 2 6 4 7 8
50 5 1 6 2 4 3 7.5 7.5
100 2 1 4 3 5.5 5.5 7 8
300 2 1 7 3 5 4 6 8
500 2 1 5.5 3 4 7 5.5 8
(2.72,0.8,0.6,2.75)T 20 7 1 3 6 4.5 4.5 2 8
50 5 1 3 4 6 7 2 8
100 2 1 3 6 7 5 4 8
300 2 1 6 5 7 3 2 8
500 2 1 6.5 3 5 4 6.5 8
Ranks 119 40 181 146.5 205.5 210.5 227.5 308
Overall rank 2 1 4 3 5 6 7 8

Tables 3, 4, 5, 6, 7, 8, 9 and 10 present the AEs, MSEs, and ABs for the MLEs, MPSEs, OLSEs, WLSEs, ADEs, CVMEs, PCEs, and RADEs. These tables also display the rank of each estimator within each row, with superscripts serving as indicators. The symbol Ranks denotes the partial sum of ranks for each column and sample size. One key observation from the simulation results is that as the sample size increases, the MSEs and ABs decrease for all combinations of the parameters. This indicates that all estimation methods exhibit consistency, which is an important property for reliable parameter estimation. Consequently, the estimates of the EAPLL parameters obtained from the eight estimators are reliable, as they exhibit credible MSEs and small ABs in all considered cases. In other words, these estimates are highly reliable and closely approximate the actual values. Furthermore, as the sample size increases, the ABs approach zero, providing evidence that these estimates behave as asymptotically unbiased estimators.

The performance ordering of the estimators, from best to worst, based on overall ranks is as follows: MPSEs, MLEs, WLSEs, OLSEs, ADEs, CVMEs, PCEs, and RADEs. This ranking is determined by arranging the Ranks values in ascending order to obtain the overall rank, as shown in Table 11.

In summary, all classical estimators perform exceptionally well. In particular, the MPSEs outperform all other estimators, achieving an overall score of 40. Therefore, based on our study, we can confidently affirm the superiority of MPSEs and MLEs, with overall scores of 40 and 119, respectively, for estimating the parameters of the EAPLL distribution.

Applications to survival data

In this section, we demonstrate the significance and flexibility of the EAPLL distribution using three real-life sets of survival data. The first data set refers to Kevlar 49/epoxy strands (with pressure at 90%) failure times which are obtained from Al-Aqtash et al.32. This data set is positively skewed and leptokurtic (kurtosis>3). The data are: 0.01, 0.01, 0.02, 0.02, 0.02, 0.03, 0.03, 0.04, 0.05, 0.06, 0.07, 0.07, 0.08, 0.09, 0.09, 0.10, 0.10, 0.11, 0.11, 0.12, 0.13, 0.18 ,0.19, 0.20, 0.23, 0.24, 0.24, 0.29, 0.34, 0.35, 0.36, 0.38, 0.40, 0.42, 0.43, 0.52, 0.54, 0.56, 0.60, 0.60, 0.63, 0.65, 0.67, 0.68, 0.72, 0.72, 0.72, 0.73, 0.79, 0.79, 0.80, 0.80, 0.83, 0.85, 0.90, 0.92, 0.95, 0.99, 1.00, 1.01, 1.02, 1.03, 1.05, 1.10, 1.10, 1.11, 1.15, 1.18, 1.20, 1.29, 1.31, 1.33, 1.34, 1.40, 1.43, 1.45, 1.50, 1.51, 1.52, 1.53, 1.54, 1.54, 1.55, 1.58, 1.60, 1.63, 1.64, 1.80 ,1.80, 1.81, 2.02, 2.05, 2.14, 2.17, 2.33, 3.03, 3.03, 3.34, 4.20, 4.69, 7.89.

The second data set is comprised of 100 observations of the breaking stress of carbon fibers which are measured in Gba33. The data are: 0.98, 5.56, 5.08, 0.39, 1.57, 3.19, 4.90, 2.93, 2.85, 2.77, 2.76, 1.73, 2.48, 3.68, 1.08, 3.22, 3.75, 3.22, 3.70, 2.74, 2.73, 2.50, 3.60, 3.11, 3.27, 2.87, 1.47, 3.11, 4.42, 2.40, 3.15, 2.67,3.31, 2.81, 2.56, 2.17, 4.91, 1.59, 1.18, 2.48, 2.03, 1.69, 2.43, 3.39, 3.56, 2.83, 3.68, 2.00, 3.51, 0.85, 1.61, 3.28, 2.95, 2.81, 3.15, 1.92, 1.84, 1.22, 2.17, 1.61, 2.12, 3.09, 2.97, 4.20, 2.35, 1.41, 1.59, 1.12, 1.69, 2.79, 1.89, 1.87, 3.39, 3.33, 2.55, 3.68, 3.19, 1.71, 1.25, 4.70, 2.88, 2.96, 2.55, 2.59, 2.97, 1.57, 2.17, 4.38, 2.03, 2.82, 2.53, 3.31, 2.38, 1.36, 0.81, 1.17, 1.84, 1.80, 2.05, 3.65.

The third data set represents time to failure of a 100 cm polyester/viscose yarn subjected to 2.3% strain level in a textile experiment in order to assess the tensile fatigue characteristics of the yarn. The data are analyzed by34. The data are: 86, 146, 251, 653, 98, 249, 400, 292, 131, 169, 175, 176, 76, 264, 15, 364, 195, 262, 88, 264, 157, 220, 42, 321, 180, 198, 38, 20, 61, 121, 282, 224, 149, 180, 325, 250, 196, 90, 229, 166, 38, 337, 65, 151, 341, 40, 40, 135, 597, 246, 211, 180, 93, 315, 353, 571, 124, 279, 81, 186, 497, 182, 423, 185, 229, 400, 338, 290, 398, 71, 246, 185, 188, 568, 55, 55, 61, 244, 20, 289, 393, 396, 203, 829, 239, 236, 286, 194, 277, 143, 198, 264, 105, 203, 124, 137, 135, 350, 193, 188.

Some goodness-of-fit tests and information criterion (IC) measures are adopted to compare the fits of the EAPLL distribution and other competing distributions. The measures include the Kolmogorov–Smirnov (K-S) test statistic and its corresponding p-value, Akaike IC (AIC), Bayesian IC (BIC), Hanna–Quinn IC (HQIC), and consistent AIC (CAIC). The EAPLL model is compared with some LL distributions including the Kumaraswamy LL (KwLL) distribution15, additive Weibull LL (AWLL) distribution35, extended odd Weibull LL (EOWLL) distribution36 Weibull generalized LL (WGLL) distribution33, extended LL (ExLL) distribution37, alpha-power LL (APLL) distribution21, exponentiated LL (ELL) distribution38, and LL distribution.

The total time on test (TTT) plots, histograms and box plots are provided in Figures 56 and 7 for failure times, carbon fibers, and time to failure data, respectively. The TTT plots indicate that failure times data are characterized by a modified bathtub HR shape, while both the carbon fibers and time to failure data are characterized by increasing HRFs.

Figure 5.

Figure 5

The TTT plot, histogram, and box-plot for failure times data.

Figure 6.

Figure 6

The TTT plot, histogram, and box-plot for carbon fibers data.

Figure 7.

Figure 7

The TTT plot, histogram, and box-plot for time to failure data.

The ML estimates and their corresponding standard errors (SEs) in brackets for the parameters of all considered models are obtained for the three data sets. Tables 1214, and 16 present these values for the three data sets, respectively.

Table 12.

The ML estimates and SEs of the parameters of the EAPLL model and other models for failure times data.

Models Estimates and SEs
EAPLL(β,λ,θ,α) 0.2063 0.9124 3.0651 65.8673
( 0.0477) (0.1828) (0.5414) (113.9647)
KwLL(a,b,α,β) 0.1225 0.5693 1.4285 4.8932
AWLL(α,λ,a,b,c,d) (0.0571) (0.2099) (0.2806) (1.4836)
3.3916 17.5295 14.3105 0.2730 3.5274 5.1604
(27.1147) (2568.1948) (942.0435) (2.1880) (1631.0398) (1033.3832)
EOWLL(α,β,λ,τ) 8.6403 −0.1080 11.2054 0.1005
(1.8790 ) ( 0.0928) (0.8629) (0.0194)
WGLL(α,a,β) 6.2410 1.1403 0.1387
(0.0675) (0.1795) (0.0160)
ExLL(α,β,λ) 10.408 0.9784 99.6965
(2.3618) (0.0849) (125.3126)
APLL(λ,θ,α) 0.5990 1.2703 1.1100
(0.9972) (0.1080) (4.7048)
ELL(λ,β,θ) 1.8910 3.3261 0.2186
(0.2510) (0.6710) (0.0573)
LL(α,β) 0.6240 1.2705
(0.0850) (0.1069)

Table 14.

The ML estimates and SEs of the parameters of the EAPLL model and other models for carbon fibers data.

Models Estimates and SEs
EAPLL(β,λ,θ,α) 0.3350 0.3309 7.2540 5.4004
(0.0942) (0.0524) (1.4377) (12.9625)
KwLL(a,b,α,β) 0.3467 1.0474 3.4115 7.2673
(0.3235) (1.1470) (0.7526) (4.9640)
AWLL(α,λ,a,b,c,d) 2.0217 14.5887 73.9629 1.3814 13.3971 1.3814
(77.9242) (1954.4477) (25467.6279) (53.2548) (16714.6989) (53.2117)
EOWLL(α,β,λ,τ) 1.4139 0.1386 4.3838 2.1496
(0.1652) (0.0613) (0.1890) (1.0205)
WGLL(α,a,β) 1.0362 0.4971 3.5673
(0.8590) (0.2432) (2.0896)
ExLL(α,β,λ) 2.1198 3.4385 128.5259
(0.7267) (0.3693) (76.2269)
APLL(λ,θ,α) 2.4831 4.1171 1.0510
(1.4920) (0.3454) (5.1946)
ELL(λ,β,θ) 3.3710 7.3389 0.3370
(0.2114) (1.3751) (0.0925)
LL(α,β) 2.4982 4.1178
(0.1054) (0.3441)

Table 16.

The ML estimates and SEs of the parameters of the EAPLL model and other models for time to failure data.

Models Estimates and SEs
EAPLL(β,λ,θ,α) 0.3539 0.0047 3.8191 22.2591
(0.0875) (0.0007) (0.5553) (38.2468 )
KwLL(a,b,α,β) 13.0454 12.5961 16.3467 0.5788
(5.2746) (6.8351) (14.6750) (0.0971)
AWLL(α,λ,a,b,c,d) 1.1691 112.1240 0.2578 1.3723 0.0221 1.3723
(34.6008) (1393.6688) (114.8227) (40.5069) (114.5586) (41.8737)
EOWLL(α,β,λ,τ) 0.4755 0.1503 13.4163 3.7966
(0.06276) (0.0153) (2.4561) 0.5744
WGLL(α,a,β) 5.9828 0.0211 6.1978
(0.0135) (0.8764) (0.4470)
ExLL(α,β,λ) 0.8441 1.1699 228.0082
(0.1695) (0.0931) (63.0695)
APLL(λ,θ,α) 135.6886 2.3191 4.7508
(32.9040) (0.2288) (5.5664)
ELL(λ,β,θ) 13.4934 1.1788 13.5652
(4.1024) (1.0893) (0.6725)
LL(α,β) 188.3995 2.4066
(13.4697) (0.2044)

Tables 1315, and 17 display the negative log-likelihood values, goodness-of-fit test statistics, and information criterion values for the three data sets, respectively. The EAPLL distribution has the lowest values, indicating a better fit for the three data sets as compared to other competing LL distributions.

Table 13.

The findings from failure times data for the EAPLL model and other competing distributions.

Model - AIC CAIC HQIC BIC K-S p-value
EAPLL 99.0581 206.1161 206.5328 210.3508 216.5766 0.0603 0.8558
KwLL 99.3257 206.6514 207.0680 210.8861 217.1119 0.0648 0.7908
AWLL 102.9768 217.9536 218.8472 224.3057 233.6443 0.0907 0.3773
EOWLL 104.9310 217.8621 218.2787 222.0968 228.3226 0.1363 0.0469
WGLL 102.6207 211.2415 211.4889 214.4175 219.0868 0.1042 0.2232
ExLL 103.2726 212.5451 212.7925 215.7212 220.3905 0.0965 0.3040
APLL 112.6861 231.3722 231.6190 234.5483 239.2176 0.11127 0.1639
ELL 100.1137 206.2273 206.4747 209.4033 214.0727 0.0661 0.7693
LL 112.6862 229.3724 229.4948 231.4898 234.6026 0.1113 0.1637

Table 15.

The findings of carbon fibers data for the EAPLL model and other competing distributions.

Models - AIC CAIC HQIC BIC K-S p-value
EAPLL 141.0139 290.0279 290.4489 294.2453 300.4486 0.0496 0.9664
KwLL 141.0718 290.1436 290.4636 294.3610 300.5643 0.0523 0.9472
AWLL 141.5302 295.0603 295.9635 301.3865 310.6913 0.0605 0.8580
EOWLL 141.2583 290.5167 290.9377 294.7341 300.9374 0.0653 0.7880
WGLL 143.3640 292.7280 292.9080 295.8911 300.5435 0.0648 0.7956
Ex-LL 143.5359 293.0718 293.2518 296.2349 300.8873 0.0891 0.4055
APLL 146.2767 298.5534 298.7334 301.7165 306.3689 0.0903 0.3880
ELL 147.0795 300.1590 300.3390 303.3221 307.9745 0.0515 0.9533
LL 146.2767 296.5534 296.6334 298.6621 301.7637 0.0903 0.3880

Table 17.

The findings from time to failure data for the EAPLL model and other competing distributions.

Model - AIC CAIC HQIC BIC K-S p-value
EAPLL 623.4538 1254.9080 1255.3290 1259.1250 1265.3280 0.0488 0.9712
KwLL 629.8352 1267.6704 1267.9904 1271.8878 1278.0911 0.1327 0.0592
AWLL 625.2237 1262.4470 1263.3510 1268.7740 1278.0790 0.0754 0.6199
EOWLL 624.6565 1257.3130 1257.7340 1261.5300 1267.7340 0.0701 0.7096
WGLL 625.1637 1256.3274 1256.5074 1259.4905 1264.1429 0.0906 0.3849
Ex-LL 663.1863 1332.3726 1332.5526 1335.5357 1340.1881 0.2257 0.0001
APLL 629.8769 1265.7538 1265.9338 1268.9169 1273.5693 0.1000 0.2702
ELL 649.1367 1304.2734 1304.4534 1307.4365 1312.0889 0.1642 0.0091
LL 629.6341 1263.2682 1263.3482 1265.3769 1268.4785 0.0957 0.3187

The fitted functions of the EAPLL distribution computed under the ML approach for the three data sets are presented in Figs. 89, and  10. Furthermore, Figs. 1112, and  13 depict the histograms of the three data sets and fitted densities of the EAPLL distribution and other fitted distributions. The EAPLL distribution provides a consistently better fit for the three analyzed data sets as compared to other LL extensions. The profile likelihood plots for the EAPLL distribution parameters are provided in Fig. 1415, and 16, for the three data sets. Based on the profile likelihood plots given in these figures, all the parameters are precise and identifiable estimates. The profile likelihood plots are slightly asymmetric in the uncertainty, which favours higher values of the parameters.

Figure 8.

Figure 8

The fitted functions of the EAPLL distribution for failure times data.

Figure 9.

Figure 9

The fitted functions of the EAPLL distribution for carbon fibers data.

Figure 10.

Figure 10

The fitted functions of the EAPLL distribution for time to failure data.

Figure 11.

Figure 11

The histogram and fitted densities plots for failure times data.

Figure 12.

Figure 12

The histogram and fitted densities plots for carbon fibers data.

Figure 13.

Figure 13

The histogram and fitted densities plots for time to failure data.

Figure 14.

Figure 14

The profile likelihood plots of the EAPLL parameters for failure times data.

Figure 15.

Figure 15

The profile likelihood plots of the EAPLL parameters for carbon fibers data.

Figure 16.

Figure 16

The profile likelihood plots of the EAPLL parameters for time to failure data.

Conclusions

In this paper, we introduce a flexible distribution called the exponentiated alpha-power log-logistic (EAPLL) distribution. Its failure rate can be increasing, reversed-J shaped, decreasing, increasing-decreasing-increasing, bathtub, decreasing-increasing-decreasing, or inverted bathtub, providing considerable flexibility in modeling diverse types of data. Some of the mathematical properties of the EAPLL model are explored. Furthermore, the EAPLL parameters are estimated using eight different estimation methods. Simulation studies evaluate the performance of these estimators, revealing that all classical estimators perform well, with the maximum product of spacing (MPS) method showing superior performance. Therefore, the MPS method is recommended for estimating EAPLL parameters.

The usefulness of the EAPLL distribution is demonstrated using three real-life survival data sets. It provides a better fit as compared to some competing log-logistic distributions. To illustrate the uniqueness and reliability of the parameter estimates, profile likelihood plots are provided. While the EAPLL distribution offers significant advantages such as flexibility in failure rate modeling and better data fit, it may also have some drawbacks, including potential complexity in parameter estimation and the necessity for robust computational tools.

Additionally, the selection of real data sets for the demonstration was based on their varied characteristics, ensuring a comprehensive evaluation of the EAPLL model’s applicability. This thorough approach highlights both the practical relevance and potential limitations of the distribution in real-world scenarios.

Future work could explore the application of the EAPLL distribution in other fields beyond survival analysis, developing more efficient computational methods for parameter estimation, and investigating its performance in large-scale data environments. By addressing these avenues, we aim to enhance further the utility and robustness of the EAPLL model in statistical modeling and analysis.

The proposed EAPLL model is expected to offer valuable insights in survival analysis and other related fields, providing a flexible and powerful tool for understanding complex data structures and uncertainty in various phenomena.

Acknowledgements

The authors extend their appreciation to Taif University, Saudi Arabia, for supporting this work through project number (TU-DSPP-2024-162).

Author contributions

V.K. and A.Z.A wrote the main manuscript text, and all authors reviewed the manuscript. A.W., O.N., and A.Z.A. supervised the writing of the manuscript. All authors, V.K., A.W., O.N., H.M.A., A.S.A., and A.Z.A., worked on the software, and V.K., and A.Z.A. prepared all the figures. All authors, V.K., A.W., O.N., H.M.A., A.S.A., and A.Z.A., reviewed the concept of the manuscript.

Data availability

All data generated or analyzed during this study are included in this published article.

Competing interests

The authors declare no competing interests.

Footnotes

Publisher's note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

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Data Availability Statement

All data generated or analyzed during this study are included in this published article.


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