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Elsevier - PMC COVID-19 Collection logoLink to Elsevier - PMC COVID-19 Collection
. 2020 Dec 29;21:103747. doi: 10.1016/j.rinp.2020.103747

On the analysis of number of deaths due to Covid −19 outbreak data using a new class of distributions

Tabassum Naz Sindhu b,c, Anum Shafiq a, Qasem M Al-Mdallal d,
PMCID: PMC7837256  PMID: 33520628

Abstract

In this article, we develop a generator to suggest a generalization of the Gumbel type-II model known as generalized log-exponential transformation of Gumbel Type-II (GLET-GTII), which extends a more flexible model for modeling life data. Owing to basic transformation containing an extra parameter, every existing lifetime model can be made more flexible with suggested development. Some specific statistical attributes of the GLET-GTII are investigated, such as quantiles, uncertainty measures, survival function, moments, reliability, and hazard function etc. We describe two methods of parametric estimations of GLET-GTII discussed by using maximum likelihood estimators and Bayesian paradigm. The Monte Carlo simulation analysis shows that estimators are consistent. Two real life implementations are performed to scrutinize the suitability of our current strategy. These real life data is related to Infectious diseases (COVID-19). These applications identify that by using the current approach, our proposed model outperforms than other well known existing models available in the literature.

Keywords: Generalized log-exponential distribution, Gumbel type-II model, Stochastic order, Entropies, Bayesian analysis

Introduction

Lifetime phenomenon modeling and interpretation is an important component of statistical research in a broad variety of scientific and technical fields. The study of lifetime data analysis has developed rapidly and expanded in terms of methodology, theory, and application fields. Continuous distributions of probabilities and other methods of generalization or transformation have been introduced in the framework of characterising real life events. Such generalizations derived either by incorporating one or more than one shape parameters, or by adjusting distribution’s functional form, improve model flexibility and model the phenomena more precisely. Extensive software innovations made less emphasis on computational details and thus simplified estimation methods.

The below are popular and frequently referenced transformations presented during recent past in statistical studies for characterizing real life models. Marshal and Olkin [1] transform survival function by putting an additional parameter. Gupta et al. [2] introduced the exponentiated family of models by adding the extra shape parameter like an exponent to basic cdf. Beta-generated family by Eugene et al. [3] focused on Beta type-I and II models. On the other side, Kumaraswamy-generated family by Cordeiro and Castro [4] prefers the Kumaraswamy model instead of the Beta model. Zografos and Balakrishnan [5] introduced a versatile gamma-G class of models focused on GG (Generalized Gamma) model.

Here, our goal is to suggest a novel class of model that accommodates different kinds of hazard rates for suitable selection of shape parameter. The transformation of generalized logarithmic exponential is suggested on Gumbel type-II cdf, hereafter referred as Generalized log-exponential (GLE) transformation. The model, thus produced, is supposed to have both monotone and upside bathtub shaped hazard rates and based on the selection of parametric values. Let Y is a random variable (r.v.) with cdf and pdf (G(y),g(y) respectively) taken as baseline model.

Fy=log2-e-ξGyλlog2-e-ξ;λ>0, (1)

with

fy=ξλe-ξGyλgyGyλ-1log2-e-ξ2-e-ξGyλ;λ>0. (2)

Motivated from [6], who taken into account less flexible transformation. Whereas their approach allows only fixed modulation of shape of distributions, our approach is more versatile because it incorporates additional shape parameter. To explain our perspective, we consider Gumbel type-II [7], [8], [9], [10], [11] as base model due to its simplicity and usability in life testing problem. Our proposed model known as generalized log-exponential transformation of Gumbel Type-II (GLET-GTII), which extends a more flexible model for modeling life data.

Infectious diseases are disorders induced by organisms, like viruses, parasites, bacteria, fungi etc. A lot of species are living in and on our bodies. Normally, they are harmless, or some times they are helpful. In certain conditions, however, some organisms may cause illness. However, under certain scenarios, some organisms may develop disease. Some infectious diseases can be transferred from one person to another. Some are disseminated by bugs or other animals. And one may have others by eating tainted water or food or being exposed to toxic organisms. Intimations and symptoms change widely depending on microbes resulting infection, but commonly involve fatigue and fever. Slight infections can lead to relax and home medication, while some life-threatening infections may require hospitalization. Certain infectious diseases, like measles, pneumonia and chickenpox, can be restrained using vaccinations. Regular and detailed hand-washing also succours protect you from certain infectious diseases. Only minor complications are present in most infectious diseases. But some infections, such as pneumonia, AIDS and meningitis can become life-threatening. Recently a new novel infectious disease which appeared in late 2019 named as the Covid-19 has widen to majority of southeast and East Asian countries, and resulted in a substantial number of deaths [12]. In December, first case of pneumonia,respiratory disease, with symptoms close to severe acute respiratory SARS 34-CoV, was confirmed in Wuhan City, China [13]. Fever, cough, shortness of breath and occasional watery diarrhea are often symptoms of COVID-19 [14]. 17,238 cases of COVID-19 infection and 361 deaths in China were declared in February 2020 [15]. Here we used daily deaths data because of COVID-19 for China (January 23rd to March 28th) and Europe (1st-30th March). For these two data sets, we used over new proposed four parametric model known as GLET-GTII. Some specific statistical attributes of the GLET-GTII are investigated, like moments and associated measures, reliability function, cumulative hazard rate function, linear representation of model, measure of skewness, Quantile function, measure of kurtosis, moments generating function, non-central moments, central moments, mean, variance, factorial generating function, characteristic function, mean deviation and conditional moments are obtained and studied. Furthermore, measures of uncertainty containing entropy measures namely Reny, Mathai-Houbold Entropy, Tsallis, Verma, Kapur Entropy and ω-Entropy are obtained. In addition, model parameters are calculated by employing maximum likelihood and the Bayesian framework. To study efficiency of GLET-GTII model a simulation study was carried out. Finally, using the deaths number data set because of COVID-19 for China and Europe to unveil adaptability of proposed distribution. The outcomes revealed that it might better fit than various known distributions. For both data sets, density, Log-likelihood and trace graphs are plotted.

Proposed distribution and its properties

For illustration, the pdf of GTII model with parameters γ,δis

gyγ,δ=γδy-γ-1exp-δy-γγ,δ,y>0. (3)

with cdf as

Gyγ,δ=exp-δy-γ,γ,δ,y>0. (4)

Using transformation (GLE), suggested in Eq. (1), resulting distribution have pdf and cdf of the following form

fyγ,δ,ξ,λ=ξλγδy-γ-1e-ξexp-λδy-γexp-δλy-γlog2-e-ξ2-e-ξexp-λδy-γ;γ,δ,ξ,λ>0. (5)
Fyγ,δ,ξ,λ=log2-e-ξexp-λδy-γlog2-e-ξ;γ,δ,ξ,λ>0. (6)

It is obvious that F(yγ,δ,ξ,λ) differentiable and grows from 0 to .

Reliability Function

The reliability function R(yγ,δ,ξ, λ) of the GLET-GTII is defined by

R(yγ,δ,ξ,λ)=P(Y>y)=1-log2-e-ξexp-λδy-γlog2-e-ξ. (7)

Hazard rate function (hrf)

The hrf h(yγ,δ,ξ,λ)=f(yγ,δ,ξ,λ)/[1-F(yγ,δ,ξ,λ)] is a particularly valuable tool for lifetime study and is given as

h(yγ,δ,ξ,λ)=ξλγδy-γ-1e-ξexp-λδy-γexp-δλy-γ2-e-ξexp-λδy-γlog2-e-ξ-log2-e-ξexp-λδy-γ. (8)

The odd ratio is defined as

ϒyyγ,δ,ξ,λ=Ryyhyy=2-e-ξexp-λδy-γlog2-e-ξ-log2-e-ξexp-λδy-γ2log2-e-ξξλγδy-γ-1e-ξexp-λδy-γexp-δλy-γ. (9)

Cumulative hrf

The cumulative hrf is defined as

Hy=0yh(tγ,δ,ξ,λ)dt,

Therefore,

Hy=-loglog2-e-ξ-log2-e-ξexp-λδy-γlog2-e-ξ. (10)

Where Ryyandhyyis defined in Eqs. (7-8). Utilizing MATLAB, Mathematica, Maple, R and Minitab computing packages, Eqs. (1), (2), (3), (4), (5), (6), (7), (8), (9), (10) are being evaluated readily. The sketches of Eq. 5, Eq. (6) and Eq. 8are shown in Figs. 1 2 and 3 for different options of the parameters. Fig. 1 shows influence of λon density of GLET-GTII and demonstrates flexibility of the pdf in Eq. 5forms where low symmetry, modality, high tails and skewness can be evaluated directly. Such figures show the flexibility of the GLET-GTII model. Fig. 2, Fig. 3 are plotted for the S(y)and CDF of the GLET-GTII. On the other hand, decreasing and upside bathtub pattern of hrfs are noted in Fig. 4 . It is also observed that for given value of γ,δ,ξand λ>0,h.indicates the uni-modal behavior.

Fig. 1.

Fig. 1

Plots of fyof GLET-GTII at different parameteric values.

Fig. 2.

Fig. 2

Graphs of S(y) of GLET-GTII at different values of parameters.

Fig. 3.

Fig. 3

Plots of CDF of GLET-GTII at different values of parameters.

Fig. 4.

Fig. 4

Graphs of hrf of GLET-GTII for different values of parameter.

Expansion for pdf

Using geometric infinite sum of series for 12-e-ξexp-λδy-γ=q=0-1q2q+1e-ξqexp-λδy-γ. The pdf responds to the following expansion

fyγ,δ,ξ,λ=q=0-1qξγδλy-γ-1e-ξexp-λδy-γexp-δλy-γe-ξqexp-λδy-γ2q+1log2-e-ξ, (11)
fyγ,δ,ξ,λ=q=0-1qξγλδy-γ-1e-ξq+1exp-λδy-γexp-δλy-γ2q+1log2-e-ξ, (12)

and now using exponential series e-x=n=0-1nxnn! in Eq. (12) we have

fyγ,δ,ξ,λ=k,q,p=0-1k+q+pξk+p+1λγδy-γ-1qkexp-k+p+1δλy-γk!p!2q+1log2-e-ξ. (13)

Random number generator

Let r.v. q~U(0,1). Then Y is obtained as

log2-e-ξexp-δy-γ=qlog2-e-ξ, (14)
log2-e-ξexp-λδy-γ=log2-e-ξq,
e-ξexp-λδy-γ=2-2-e-ξq,
exp-λδy-γ=-1ξlog2-2-e-ξq,
Y=Qδ,γ,ξ,λ,=-1δlog-1ξlog2-2-e-ξq1λ-1γ~GLET-GTIIγ,δ,ξ,λ. (15)

Particularly, by placing q=0.25,0.50,0.75 in Eq. (15), Ist and 3rd quartile and median are attained.

Significant measurements of kurtosis and skewness are ϕ4=μ4/σ4 and ϕ3=μ3/σ3, respectively, in which fundamental κth moment represents by μκ and standard deviation represents by σ. As moments of GLET-GTII model can not occur for some values of parameter, suitable indicators for quantile-based Skewness and Kurtosis are more appropriate. These indicators are more robust and do exists for distributions in the absence of moments. SB (Bowley’s Skewness) and KM (Moors’ Kurtosis) measures are specified as

SB=F-16/8+F-12/8-2F-14/8F-16/8-F-12/8, (16)
KM=F-17/8-F-15/8+F-13/8-F-11/8F-16/8-F-12/8. (17)

When SB<0 and SB>0, then model is left and right skewed respectively and is symmetrical for SB=0. Instead, a large KM indicates a heavy tail for the distribution and a mild tail for a low KM .

Fig. 5 is plotted to analyze the influence of SB and KM in light of GLET-GTII model and as per parametric values. In Fig. 6 , the behavior of median in relation of GLET-GTII model is sketched.

Fig. 5.

Fig. 5

Plots of skewness and kurtosis of GLET-GTII model.

Fig. 6.

Fig. 6

graphs for Median of GLET-GTII model.

Table 1 displays the numerical values of μ1,μ2,μ3,μ4, Variance, C.V., KMγ,δ,ξ,λ and SBγ,δ,ξ,λ for GLET-GTII distribution. From Table 1, the considerable effects of γ,δ,ξand λare noted on abovementioned measures.

Table 1.

Numerical values of descriptive measures.

γ δ ξ λ μ1 μ2 μ3 μ4 Var C.V. SB KM
4 0.5 0.2 0.1 0.55998 0.36764 0.33854 31888.2 0.05407 41.5235 0.21837 1.40271
4 0.5 0.3 0.5 0.82490 0.79528 1.07101 146747 0.11481 41.0760 0.21985 1.40681
4 0.5 0.5 1.0 0.95479 1.05892 1.62699 251366 0.14730 40.1976 0.22174 1.41427
4 0.5 0.7 2.0 1.10831 1.41826 2.49258 434625 0.18991 39.3201 0.22231 1.42059



5 0.5 0.2 0.1 0.62253 0.42404 0.334708 0.36499 0.03649 30.6842 0.20018 1.37502
5 1.0 0.3 0.5 0.97511 1.03837 1.27836 2.16801 0.08753 30.3398 0.20201 1.37923
5 1.5 0.5 1.0 1.18923 1.53875 2.29114 4.67117 0.12449 29.6684 0.20456 1.38702
5 2.0 0.7 2.0 1.41984 2.18552 3.85298 9.24075 0.169578 29.0031 0.20575 1.39382



6 3.5 0.2 1.0 1.36045 1.96148 3.07591 5.54933 0.11066 24.4514 0.18799 1.35782
6 3.5 0.3 1.5 1.44154 2.19945 3.64442 6.93488 0.12140 24.17 0.19226 1.36207
6 3.5 0.5 2.0 1.48619 2.33203 3.96212 7.70249 0.12326 23.6234 0.19305 1.37001
6 3.5 0.7 2.5 1.51871 2.42939 4.19528 8.25804 0.12291 23.0847 0.19465 1.37707

Order statistics

Order statistics (OS) exist in several fields of theory and functional statistics. Suppose Y1Y2Yn is OS of a random sample of n size from Fy. Then, for m=1,2,,n, probability density function of mth OS, Ym is given by

fmyγ,δ,ξ,λ=ΨFyγ,δ,ξ,λm-11-Fyγ,δ,ξ,λn-mfyγ,δ,ξ,λ, (18)

where Ψ=n!m-1!n-m!, where F(·) and f(·) are cdf and pdf of GLET-GTII, accordingly.Utilizing the specification of binomial expansion for term:1-Fyb,ηn-m. Thus from Eq. (5), Eq. (6) and Eq. (18), probability density function of Ym as

fmyγ,δ,ξ,λ=Ψf=0n-m-1fn-mfFyγ,δ,ξ,λm+f-1fyγ,δ,ξ,λ.

The cdf of Ym is

Fmyγ,δ,ξ,λ=j=mnnjFyγ,δ,ξ,λj1-Fyγ,δ,ξ,λn-j. (19)

In particular, cummulative density functions of Y1 and Yn respectively, are given by

Fny=Fyn,F1y=1-1-Fyn (20)

Let Qm.is quantile function of Ym (for 0<q<1). Then, from Eq. 20

Q1q=Q1-1-q1/n,Qnq=Qq1/n,

where quantile function of Y is Q.. For i.i.d. random values case, it is feasible to obtain sth ordinary moment expression of the order statistics for μ´s<. So, as Silva et al. [16], the μ´s moment of mth order statistic Ym as

graphic file with name fx1_lrg.jpg (21)

where Inline graphic js=s0ys-11-Fyjdy. In particular, for the GLET-GTII distribution, we obtain

μ´ms=sj=n-m+1nj-1n-mnj-1j-n+m-10ys-11-log2-e-ξexp-λδy-γlog2-e-ξjdy. (22)

Stochastic ordering (SO)

The notion of SO for continuous positive random variables is a common and effective concept for calculating relative behavior. We must recall some basic meanings. Suppose that r.v. Y is greater than X

(i) Stochastic order (S-O) YstX. if FYyFXy y; (ii) hazard rate order (Hr-O) YhrX if hXyhYy y; (iii) likelihood ratio order (LHr-O) YlrX, if fXyfYy reduces in y. The below mentioned results are known (see [17]):

YlrXYhrXYstX. (23)

The GLET-GTII distributions are ordered with respect to the strongest “likelihood ratio” ordering as mentioned in the following theorem.

Theorem 1

Let X~GLET-GTII γ,δ,ξ,λ1, and Y~GLET-GTII γ,δ,ξ,λ2. If λ1λ2, then YlrX YhrX,YstX.

Proof

Consider likelihood ratio (LHr) as

fXyfYy=λ1e-δy-γλ1-λ22ee-λ2δy-γξ-1λ22ee-λ1δy-γξ-1,y>0, (24)

now differentiate Eq. (24) w.r.t y, we attain the expression given below

ddyfXyfYy=y-γ-1γδλ1e-δy-γλ1-λ2λ21-2ee-λ1δy-γξ2-λ12ee-λ2δy-γξ-11+2ee-λ1δy-γξ-1+ee-λ1δy-γξ+λ22ee-λ1δy-γξ-11+2ee-λ2δy-γξ-1+ee-λ2δy-γξ, (25)
ddyfXyfYy0.

Hence it demonstrates that YlrX, and according to Eq. (23), YhrX, andYstX are also hold.

Moments, central moments and certain related measures

For any statistical consideration, moments are profoundly significant, usually in applications. The special parameters that can be used to describe a homogeneous data set’s behaviour are called moments. Consequently, for GLET-GTII model, the μ´s which is sth non-central moment is obtain as follows. If Y has probability density function in Eq. (5), we get

μ´s=EYs=0ysdFyγ,δ,ξ,λ;s=1,2, (26)

The belowmentioned outcome gives μ´s (sth non-central moment) of Y in G-F (gamma function) form.

Theorem 2

For γ,δ,ξ,λ>0, the μ´syγ,δ,ξ,λ  of Y is translated as

μ´syγ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λs/γδqkp!k!2q+1log(2-e-ξ)δp+k+11-sγΓ1-s/γ, (27)

where, usual G-F is Γ..

Proof

Consider

μ´s=0ysdFyγ,δ,ξ,λ.

By using the expansion form of pdf that given in Eq. (13) yields

μ´syγ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λγδqkp!k!2q+1log2-e-ξ0ys-γ-1exp-p+k+1δλy-γdy. (28)

Allowing z=p+k+1λy-γ using the result -γp+k+1λy-γ-1dy=dz and after some algebraic manipulation we have

μ´syγ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λγδqkp!k!2q+1log2-e-ξ0zp+k+1λ-sγexp(-δz)p+k+1dz. (29)

Since, Γτ =0yτ-1e-ydy, therefore the above integral provides the sth moment given by Eq. (27).

In particular, the first four moments of Y are:

μ´1=p,q,k=0-1p+q+kξp+k+1λ1/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-1γΓ1-1/γ, (30)
μ´2=p,q,k=0-1p+q+kξp+k+1λ2/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-2γΓ1-2/γ, (31)
μ´3=p,q,k=0-1p+q+kξp+k+1λ3/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-3γΓ1-3/γ, (32)

and

μ´4=p,q,k=0-1p+q+kξp+k+1λ4/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-4γΓ1-4/γ. (33)

Proposition 1

Let Y be a random variable following the GLET-GTII distribution, then the central moments is

μsyγ,δ,ξ,λ=t=0sp,q,k=0st-1p+q+k+tμtξp+k+1λs-t/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-s-tγ×Γ1-s-t/γ, (34)

where, Γ. is usual gamma function.

μsyγ,δ,ξ,λ=0y-μsfydy (35)

Substituting by the Eq. (27) into Eq. (35) after certain simple calculations, we get

μsyγ,δ,ξ,λ=t=0sp,q,k=0st-1p+q+k+tμtξp+k+1λs-t/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-s-tγΓ1-s-t/γ. (36)

Remark 1

The variance of GLET-GTII model is obtained from Equation (36) for s=2.

Moment generating function (mgf)

The mgf of GLET-GTII distribution may be indicated as

Myγ,δ,ξ,λ=s=0tss!μ´syγ,δ,ξ,λ,=s,p,q,k=0tss!-1p+q+kξp+k+1λs/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-sγ×Γ1-s/γ. (37)

Characteristic function (cf)

For GLET-GTII model, cf is evaluated as

Φτyγ,δ,ξ,λ=0eiτydFyγ,δ,ξ,λ. (38)

After using exponential series, we have

Φτyγ,δ,ξ,λ=s=0iτss!0ysdFyγ,δ,ξ,λ. (39)

Hence, we obtain

Φτyγ,δ,ξ,λ=s,p,q,k=0iτss!-1p+q+kξp+k+1λs/rδqkΓ1-s/γp!k!2q+1log(2-e-ξ)δp+k+11-sγ. (40)

Factorial generating function (fgf)

For GLET-GTII model, fgf is extracted as follows

Fyτyγ,δ,ξ,λ=0elog1+τydFyγ,δ,ξ,λ,=s=0log1+τss!0ysdFyγ,δ,ξ,λ, (41)

so,

Fyτyγ,δ,ξ,λ=s,p,q,k=0log1+τss!-1p+q+k×ξp+k+1λs/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-sγΓ1-s/γ. (42)

Incomplete non-central moments (INCM)

The INCM of model serve as a key role in determining inequality, namely Lorenz and Bonferroni’s income quantiles and curves, which concentrate on incomplete moments.

Proposition 2

The sth incomplete moment μ´Y,sz,γ,δ,ξ,λis

μ´Y,sz,γ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λs/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-sγ×Γ1-sγ,z-γδλp+k+1, (43)

where, Γa,x=xta-1e-tdt is upper incomplete G-F.

Proof

By definition

μ´Y,sz,γ,δ,ξ,λ=0zysdFyγ,δ,ξ,λ,s=1,2, (44)

Substituting by the Eq. (13) into Eq. (44) after some simple calculations, we have

μ´Y,sz,γ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λγδqkp!k!2q+1log2-e-ξ0zys-γ-1exp-k+p+1δλy-γdy.

Allowing w=p+k+1λy-γ using the result -γp+k+1λy-γ-1dy=dw and after some algebraic manipulation we have

μ´Y,sz,γ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λγδqkp!k!2q+1log2-e-ξ×p+k+1λz-γzp+k+1λ-sγexp(-δw)p+k+1dw. (45)

The above integral provides the sth moment given by Eq. (45).

Lemma 1

Ia,γ,δ,ξ,λ=aydFyγ,δ,ξ,λ we have

Ia,γ,δ,ξ,λ=p,q,k=0-1p+q+kξp+k+1λ1/rδqkp!k!2q+1log(2-e-ξ)δp+k+11-1γΓa-γδλp+k+1,1-1γ, (46)

where Γx,a=0xta-1e-tdt is lower incomplete gamma function.

Conditional moments and mean deviations

In predictive inference, the estimation of conditional moments EYsY>ts=1,2, is useful in interaction with lifetime models. The EYsY>tis obtained as

EYsY>t=1StEYs-0tysfydy,=1S(t)μ´syγ,δ,ξ,λ-μ´Y,st,γ,δ,ξ,λ, (47)

where S(t),μ´s, and μ´Y,s are defined in Eqs. (7), (27), (43). The mean deviations about mean μ=E(Y) and μ~ (median) are stated as

Θ1Y=0y-μdFyγ,δ,ξ,λ, (48)

and

Θ2Y=0y-μ~dFyγ,δ,ξ,λ, (49)

respectively. The quantity Θ1Y and Θ2Yare calculated as follows,

Θ1Y=2μyf(y)dy-2μ+2μFμ, (50)
Θ2Y=2μ~yF(y)dy-μ, (51)

using Lemma 1, we have

Θ1Y=2Iμ,γ,δ,ξ,λ+2μFμ-2μ, (52)
Θ2Y=2Iμ~,γ,δ,ξ,λ-μ, (53)

where Fμis specified in (6).

Uncertainty measures

In this section, entropies such as Verma, Renyi entropy, Tsallis etc for GLET-GTII model are being investigated.

Entropy measures

Entropy is a significant idea in several relevant fields communications, measure-preserving dynamical systems, information theory, topological dynamics, thermodynamics, statistical mechanics etc, as a calculation of different characteristics such as uncertainty, disorder, randomness, energy that cannot produce work, complexity, etc. There are many definitions of entropy and they are not inherently ideal for all applications.

Renyi entropy R~σY

For GLET-GTII model, the R~σYis

R~σY=11-σlog0fσyγ,δ,ξ,λdy,σ1,σ>0, (54)

where

fσyγ,δ,ξ,λ=ξλγδy-γ-1e-ξexp-λδy-γexp-δλy-γlog2-e-ξ2-e-ξexp-λδy-γσ,=p,q,k=0-1p+kξp+k+σλγδσσpqky-σγ+1p!k!q!2q+σ×exp-p+k+σδλy-γΓσ+qΓσlog2-e-ξσ. (55)

By using the above information, we have

0fσyγ,δ,ξ,λdy=p,q,k=0-1p+kΓσ+qξp+k+σλγδσσpqkp!k!q!2q+σΓσlog2-e-ξσ×0y-σγ+1exp-p+k+σδλy-γdy. (56)

Now substituting, p+k+σλy-γ=z, the above integral becomes

0fσyγ,δ,ξ,λdy=p,q,k=0-1p+kΓσ+qξp+k+σλγδσσpqkΓσp!k!q!2q+σlog2-e-ξσ×0z-1-σγ+1γe-δzdz. (57)

After simplification, we have

0fσyγ,δ,ξ,λdy=p,q,k=0-1p+kΓσ+qξp+k+σλ(1-σ)/γγσ-1δσσpqkΓσp!k!q!2q+σlog2-e-ξσ×Γ1-γ+1γ1-σδ1-γ+1γ1-σ. (58)

Finally, R~σYbecomes

R~σY=11-σlogp,q,k=0-1p+kΓσ+qξp+k+σλ(1-σ)/γγσ-1δσσpqkΓσp!k!q!2q+σlog2-e-ξσ×Γ1-γ+1γ1-σδ1-γ+1γ1-σ. (59)

It should be remembered that Shannon entropy of a r.v. Y is attained as a special case of R~σYwhen σ1.

Verma Entropy Vα,βY

For GLET-GTII model, the Vα,βYis

Vα,βY=1α-βlog-fα+β-1yγ,δ,ξ,λdy,α-1<β<α,α1,αβ, (60)

where

fα+β-1yγ,δ,ξ,λ=ξλγδy-γ-1e-ξexp-λδy-γexp-δλy-γlog2-e-ξ2-e-ξexp-λδy-γα+β-1,=p,q,k=0-1p+kξp+k+α+β-1λγδα+β-1α+β-1pqky-α+β-1γ+1p!k!q!2q+σ×exp-p+k+α+β-1δλy-γΓα+β-1+qΓα+β-1log2-e-ξα+β-1. (61)

It is significant to remember that, when α1, in (60), it reduces to R~σY. On the other hand, if β1 and α1, in (60), then it approaches to the Shannon entropy. By using abovementioned information, we get

0fα+β-1yγ,δ,ξ,λdy=p,q,k=0-1p+kξp+k+α+β-1λγδα+β-1α+β-1pqkp!k!q!2q+α+β-1×Γα+β-1+qΓα+β-1log2-e-ξα+β-10y-α+β-1γ+1e-p+k+α+β-1δλy-γdy. (62)

Now substituting, λp+k+α+β-1y-γ=t,the above integral becomes

0fα+β-1yγ,δ,ξ,λdy=p,q,k=0-1p+kΓα+β-1+qξp+k+α+β-1λγδα+β-1α+β-1pqkΓα+β-1p!k!q!2q+α+β-1log2-e-ξα+β-1×0z-1-α+β-1γ+1γe-δzdz. (63)

After simplification, we have

0fα+β-1yγ,δ,ξ,λdy=p,q,k=0-1p+kΓα+β-1+qξp+k+α+β-1λγδα+β-1α+β-1pqkΓα+β-1p!k!q!2q+α+β-1log2-e-ξα+β-1×Γ1-γ+1γ2-α-βδ1-γ+1γ2-α-β. (64)

Finally, Vα,βY becomes

Vα,βY=1α-βlogp,q,k=0-1p+kΓα+β-1+qξp+k+α+β-1λγδα+β-1α+β-1pqkΓα+β-1p!k!q!2q+α+β-1log2-e-ξα+β-1×Γ1-γ+1γ2-α-βδ1-γ+1γ2-α-β. (65)

Tsallis entropy

For GLET-GTII model, Tsallis entropy TσYis defined as

TσY=1σ-11-0fσyγ,δ,ξ,λdy,σ1. (66)

As, fσyγ,δ,ξ,λand 0fσyγ,δ,ξ,λdy are given in (57)-(60) respectively. Hence, using these information, the final form of TσYis

TσY=1σ-11-p,q,k=0-1p+kΓσ+qξp+k+σλ(1-σ)/γγσ-1δσσpqkΓσp!k!q!2q+σlog2-e-ξσΓ1-γ+1γ1-σδ1-γ+1γ1-σ. (67)

Mathai-Houbold entropy

For GLET-GTII model, I~MHY(see Mathai and Haubold [18]) is defined as

I~MHY=1σ-10f2-σyyγ,δ,ξ,λdy-1,σ1. (68)

Similar arguments to f2-σ gives

f2-σyγ,δ,ξ,λ=ξγλδy-γ-1e-ξexp-λδy-γexp-δλy-γlog2-e-ξ2-e-ξexp-λδy-γ2-σ,=p,q,k=0-1p+kξp+k+2-σλγδ2-σ2-σpqkΓ2-σp!k!q!2q+σ×exp-p+k+2-σδλy-γΓ2-σ+qlog2-e-ξ2-σy(2-σ)γ+1. (69)

Therefore, the final form of I~MHYbecomes

I~MHY=1σ-1p,q,k=0-1p+kξp+k+2-σλ(σ-1)/γγ1-σδ2-σ2-σpqkp!k!q!2q+2-σlog2-e-ξ2-σ×Γ2-σ+qΓ1-γ+1γσ-1Γ2-σp+k++2-σ1-γ+1γσ-1δ1-γ+1γσ-1-1. (70)

Kapur entropy

Kapur entropy I~α,βYof Y with GLET-GTII model is defined as

I~α,βY=1β-αlog0fαydy0fβydy, (71)
=1β-αlog0fαydy-log0fβydy, (72)

Similar arguments to fσ using in Eq. 55, we get

I~α,βY=1β-αlogp,q,k=0-1p+kΓα+qξp+k+αλ(1-α)/γγα-1δαpqkΓαp!k!q!2q+αlog2-e-ξαΓ1-γ+1γ1-αδ1-γ+1γ1-αp,q,k=0-1p+kΓβ+qξp+k+βλ(1-β)/γγβ-1δββpqkΓβp!k!q!2q+βlog2-e-ξβΓ1-γ+1γ1-βδ1-γ+1γ1-β. (73)

ω-entropy

ω-entropy HωYof Y with GLET-GTII model is defined as

HωY=1ω-1log1-0fωyγ,δ,ξdy,ω1. (74)

As, fωyγ,δ,ξ,λand 0fωyγ,δ,ξ,λdy are calculated in Eqs. (55), (56), (57), (58) respectively. Therefore, by using these information, HωYtakes the following form

HωY=1ω-1log1-p,q,k=0-1p+kΓω+qξp+k+ωλ(1-ω)/γγω-1δωpqkΓωp!k!q!2q+ωlog2-e-ξωΓ1-γ+1γ1-ωδ1-γ+1γ1-ω. (75)

Estimation

We proceed by presenting estimates of the parameters of suggested model via different techniques. The maximum likelihood (MLH) estimation and Bayesian methodology for estimation objective. Working the Matlab (log_lik), the Ox program (subroutine MaxBFGS), R (optimum and MaxLik features), or SAS (PROC NLMIXED), the GLET-GTII model parameters is assessed from log-likelihood depending on sample. Additionally, some goodness-of-fit statistics are applied to compare density estimates and selection of models.

Maximum likelihood (ML) estimation

The ML estimates are presented via optimization of equation corresponding to γ,δ ξand λ. They are also described as the maximum of log-likelihood function (LLHF) and defined by lyγ,δ,ξ,λ=logLyγ,δ,ξ,λ.

Lyγ,δ,ξ,λ=i=1nξγλδyi-γ-1e-ξexp-λδyi-γexp-δλyi-γlog2-e-ξ2-e-ξexp-λδyi-γ. (76)

The LLHF for GLET-GTII distribution is given by data set y1,,yn.

lyγ,δ,ξ,λ=nlogγ+nlogξ+nlogδ+nlogλ-ξi=1nexp-λδyi-γ-δλi=1nyi-γ-γ+1i=1nlogyi-nloglog2-e-ξ-i=1nlog2-e-ξexp-λδyi-γ. (77)

By differentiating Eq. (77), we get MLEs of the corresponding parameters γ,δ ξand λ. The components of score vectorΛγ,δ,ξ,λ=Λγ,Λδ,Λξ,Λλτ is as follows

Λγ=lyγ,δ,ξ,λlyγ=nγ-i=1nlogyi+λδi=1nyi-γlogyi+ξλδi=1ne-δλyi-γyi-γlogyi-ξλδi=1nyi-γlogyie-ξexp-λδyi-γ+λδyi-γ2-e-ξexp-λδyi-γ, (78)
Λδ=lyγ,δ,ξ,λlyδ=nδ-λi=1nyi-γ+ξλi=1ne-δλyi-γyi-γ+ξλi=1nyi-γe-ξexp-λδyi-γ+λδyi-γ2-e-ξexp-λδyi-γ, (79)
Λξ=lyγ,δ,ξ,λlyξ=nξ-ne-ξ2-e-ξlog2-e-ξ-i=1ne-λδyi-γ-i=1ne-ξexp-λδyi-γ+λδyi-γ2-e-ξexp-λδyi-γ, (80)
Λλ=nλ-δci=1nyi-γlogyi+ξδi=1ne-δλyi-γyi-γ+ξδi=1nyi-γe-ξexp-λδyi-γ+λδyi-γ2-e-ξexp-λδyi-γ. (81)

Setting Λγ,Λδ,Λξ,Λλ=0 and after solving theses equations, it gives the MLEs for GLET-GTII model parameters. An iterative method such as the Newton–Raphson approach is needed to solve them numerically. Now, utilizing simulation, we investigate performance of MLEs with respect to sample size n. The following steps are followed to conduct simulation study: stimulate it 5000,samples of size n=25,100,150,250 and 350 from GLET-GTII(1.2,1.7,2.1,1.5),(0.2,1.4,1.6,0.8); give the MLEs for 5000 samples, say δ^m,γ^m and ξ^m for m=1,2,,5000; quantify estimate biases and squared errors (MSEs); where average absolute Bias=15000m=15000φ^-φand MSE=15000m=15000φ^-φ2. Table 2 shows the Bias and MSEs for various estimates. We directly noticed that Bias and MSEs reduce by enhancement of sample size n. (see Table 3 ).

Table 2.

Bias and MSEs for GLET-GTII parameters.

n Estimates Bias MSE Bias MSE
25 γ 0.05349 0.04131 0.05195 0.03889
δ 0.02363 0.05389 0.48473 0.47003
ξ 0.06983 0.27452 0.05833 0.19709
λ 0.17637 0.08444 0.16527 0.24835



100 γ 0.00893 0.00665 0.05155 0.01360
δ 0.08816 0.01505 0.44401 0.24933
ξ 0.01703 0.06209 0.01002 0.04344
λ 0.11184 0.01978 0.15599 0.07652



150 γ 0.00581 0.00442 0.04392 0.00909
δ 0.07367 0.01356 0.42902 0.21545
ξ 0.01222 0.04402 0.00560 0.02818
λ 0.10633 0.01609 0.14010 0.06064



250 γ 0.00368 0.00265 0.03419 0.00456
δ 0.06702 0.01225 0.41674 0.19044
ξ 0.00351 0.02534 0.00287 0.01758
λ 0.10298 0.01344 0.13326 0.05035



350 γ 0.00174 0.00187 0.02768 0.00261
δ 0.04001 0.01197 0.40509 0.17547
ξ 0.00282 0.01843 0.00175 0.01260
λ 0.09998 0.01197 0.12491 0.04937

Table 3.

Descriptive measures for Data Sets.

Descriptive statistics Data I Data II
Q1 13.00 120.8
Q3 82.75 1414.0
Median 33 385.0
Mean 49.74 841.4
Trimmed 44.8 703.96
Minimum 3 6
Maximum 150 2824
SD 43.87 938.69
Range 147 2818
Skewness 0.82 0.92
Kurtosis −0.62 −0.63

Bayesian mechanism

Here, we proceed by providing estimation of proposed structure parameters via Bayesian mechanism. Let γ,δ,ξand λare random variables. Therefore, the following independent priors are supposed as γ~gamma υ1,σ1,δ~gamma υ2,σ2,ξ~gamma υ3,σ3and λ~gamma υ4,σ4, where υi,σiR+,i=1,2,3,4. The gγ,δ,ξ,λxjoint posterior density of γ,δ,ξ  and λis as follows

gγ,δ,ξ,λx=Lyγ,δ,ξ,λpγpδpξpλγδξλLyγ,δ,ξpγpδpξpλdγdδdξdλ.

The BE (Bayes estimator) of γis given under SELF Squarederrorlossfunction [21], [22], [23], [24], [25], [26]  as

γ^BE=E(γx)=γδξλγLyγ,δ,ξpγpδpξpλdγdδdξdλγδξλLyγ,δ,ξpγpδpξpλdγdδdξdλ,

in a similar fashion δ^BE=E(δx),λ^BE=E(λx) and ξ^BE=E(ξx). Additionally, Bayes risk is evaluated by Var(γx)=E(γ2x)-E(γx)2, where

E(γ2x)=γδξλγ2Lyγ,δ,ξpγpδpξpλdγdδdξdλγδξλLyγ,δ,ξpγpδpξpλdγdδdξdλ.

One might notice that estimates are not analytically predictable, so we also use the Adaptive Metropolis Hasting algorithm MCMC (Monte Carlo Markov Chain) to attain estimates. Fig. 12, Fig. 13 are sketched for trace plots and estimated posterior densities for Monte Carlo Markov Chain estimates of model parameters using real data sets. These figures showed the good convergence of estimates. On the other side, Table 7 provided the posterior summaries for both data sets. We provide Bayes estimates, LCL (lower credible limit), posterior variance, UCL (upper credible limit) of credible intervals. The behaviour of the estimated densities of all the parameters are slightly positively skewed.

Fig. 12.

Fig. 12

Density plots and Trace plots of parameters γ,δ,ξ and λ for data set I.

Fig. 13.

Fig. 13

Density plots and Trace plots of parameters γ,δ,ξ and λ for data set II.

Table 7.

Posterior summaries of the GLET-GTII model for data set I and II.

Data n Parameter 2.5% 97.5% Posterior Mean Posterior Variance
γ 0.228357 0.481515 0.343964 0.004009
I 30 δ 0.129464 0.357515 0.220179 0.002465
ξ 1.858141 4.526620 3.052603 0.380427
λ 0.013755 0.044269 0.025770 0.000051



γ 0.184741 0.431814 0.295535 0.004113
II 66 δ 0.382319 0.876892 0.602914 0.016561
ξ 0.391735 0.885013 0615787 0.015930
λ 0.064211 0.141740 0.098712 0.000397

Implementations of real data

Two examples are presented here to describe the efficiency of suggested distribution. The R software is used to show the improved efficiency of GLET-GTII distribution and numerical calculations. Consider the following models (i) GIWD (generalized inverse Weibull distribution) [19] (ii) Frechet model (Frechet), (iii) Additive Gumbel Type-II (AGT-II) (iv) GT-II (Gumbel Type-II) and (v) EB-XII (Exponentiated Burr XII) model for comparative purposes. Different methodologies of segregation based on LLHF (log-likelihood function) assessed at MLEs were also taken into account: Akaike Information Criterion (AIC) computed through AIC:2ς-Lγ^,δ^,ξ^,λ^;y, and Bayesian Information Criterion BIC:-2Lγ^,δ^,ξ^,λ^;y+ςlogn, Corrected Akaike information Criterion AICC=AIC+2ςς+1n-ς-1, Hannan Quinn Information Criterion HQIC=-2Lγ^,δ^,ξ^,λ^;y+2kloglogn, where ςrepresents the number of parameters to be fitted and γ^,δ^,ξ^,λ^ the estimates of γ,δ,ξand λ^. The best model is the one which provides the minimum values of those benchmarks. The outputs revealed that GLET-GTII distribution is a bestest model than the abovementioned models in each case. To check whether the data fits GLET-GTII γ,δ,ξ,λmodel, we use Kolmogorov–Smirnov (K-S) distances among empirical distribution function and fitted distribution function. In Table 5, Table 6 , the K-S test value and the corresponding critical value are given. The small K-S distance and the large critical-value for the test indicate that this data matches perfectly almost well with GLET-GTII γ,δ,ξ,λmodel. Now standardized goodness of fit measures are utilized to validate which model fits these data best. Cramér-Von Mises and Anderson-Darling test statistics are taken into acount (for more detail see Chen and Balakrishnan [20]). Generally, the smallest values of Cramér-Von Mises W and Anderson-Darling (A), indicates the better fit of data. The values of the statistics A and W are listed inTable 5, Table 6. The summary statistics are graphed via box plots for data sets ”I and II” and shown in Fig. 7 . A very useful tool for interpreting our data is the box plot. In a single clear and concise diagram, the box plot contains all the knowledge about data. A boxplot is a systematic way to view data distribution based on a summary of five numbers (“minimum”, first quartile (Q1), median, third quartile (Q3), and “maximum”). A box plot is a visualization that provides a real indication of how the values are distributed out in the data. In Fig. 9, Fig. 10 , the estimated densities of GLET-GTII γ,δ,ξ,λand competitor models were graphed for more visual comparison. The mentioned below data sets are given in Sindhu et al. [27]. (see Fig. 11, Fig. 8 ).

Table 5.

Values of the considered measures for Data Set I.

Distribution GLET-GTII GIWD Frechet AGT-II GT-II EB-XII
W 0.10657 0.28434 0.28433 0.28444 0.28434 0.23364
A 0.79738 1.75835 1.75829 1.75861 1.75835 1.48713
K-S 0.08904 0.12843 0.12845 0.12888 0.12843 0.11457
p-value 0.67210 0.22640 0.22620 0.22290 0.22640 0.35170
AIC 656.367 668.203 666.203 670.162 666.203 664.695
CAIC 657.023 668.590 666.394 670.818 666.397 665.082
BIC 665.126 674.772 670.583 678.921 670.583 671.264
HQIC 659.828 670.799 667.934 673.623 667.934 667.291

Table 6.

Values of the considered measures for Data Set II.

Distribution GLET-GTII GIWD Frechet AGT-II GT-II EB-XII
W 0.06748 0.15402 0.15425 0.15404 0.15402 0.12913
A 0.49019 0.98445 0.98601 0.98453 0.98444 0.84641
K-S 0.11845 0.15964 0.17716 0.15960 0.15964 0.14954
p-value 0.75020 0.38800 0.26980 0.38820 0.38790 0.46870
AIC 469.175 475.394 474.074 477.394 473.394 473.437
CAIC 470.775 476.317 474.518 478.994 473.838 474.360
BIC 474.780 479.597 476.876 482.998 476.196 477.641
HQIC 470.969 476.738 474.970 479.187 474.290 474.782

Fig. 7.

Fig. 7

Box plots for data sets I and II.

Fig. 9.

Fig. 9

Estimated densities (left) and cdf (right) for data set II.

Fig. 10.

Fig. 10

The profiles of the Log-likelihood plots for the parameters of data set I.

Fig. 11.

Fig. 11

The profiles of the Log-likelihood plots for the parameters of data set 2.

Fig. 8.

Fig. 8

Estimated densities (left) and cdf (right) for data set I.

Data I: Daily deaths number because of COVID-19 in China {23rd January to 28th March}

This data is taken from given website ( https://www.worldometers.info/coronavirus/country/china/), which indicates the daily number of deaths because of COVID-19 in China. The data is given below:

{8,16,15,24,26,26,38,43,46,45,57,64,65,73,73,86,89,97,108,97,146,121,143,142,105,98,136,114,118,109,97,150,71,52,29,44,47,35,42,31,38,31,30,28,27,22,17,22,11,7,13,10,14,13,11,8,3,7,6,9,7,4,6,5,3,5}.

Data II:Daily deaths number because of COVID-19 in Europe {Ist-30th March}

This data is taken from given website (https://covid19.who.int/), which indicates daily deaths number because of COVID-19 in Europe.

{6,18,29,28,47,55,40,150,129,184,236,237,336,219,612,434,648,706,838,1129,1421,118,116,1393,1540,1941,2175,2278,2824,2803,2667}.

For each distribution, we estimate the unknown parameters using maximum likelihood. The MLEs with their respective standard errors of the above models are listed in Table 4 . These calculations were made using the R programming language.

Table 4.

Parameters estimates and Standard errors for both Data Sets.

MLE
Error
MLE
Error
Model Parameter Data I Data II
GLET-GTII γ^ 0.206478 0.04659 0.14714 0.10045
δ^ 3.354146 1.96348 3.50279 2.61427
ξ^ 3.354146 1.96347 3.50279 2.61427
λ^ 134.0219 160.264 98.9773 362.710
GIWD α^ 9.10197 811.843 2.70212 334.481
β^ 0.91594 0.08369 0.57051 0.07536
b^ 1.78997 146.234 9.18399 648.661
Frechet η^ 17.1868 2.45283 99.7713 29.7155
α^ 0.91589 0.08368 0.59186 0.07787
AGT-II β^ 7.47910 116.202 9.79414 8033.73
λ^ 13.4320 3.46155 6.40543 8033.75
δ^ 4.48651 6.66264 0.57062 0.11674
α^ 0.91372 0.09052 0.57071 0.21937
GT-II β^ 0.91595 0.08369 0.57057 0.07536
α^ 13.5324 3.10943 16.1933 5.71448
EB-XII β^ 0.42854 0.16904 0.29162 0.13471
b^ 59.0695 58.8060 52.0316 54.4001
η^ 2.74026 1.33481 2.39459 1.36109

Conclusion

Here, we have suggested a new general construction of flexible lifetime models by rendering any existing baseline model more versatile via simple transformation. A generalized log-exponential transformation model is introduced and its implementation is demonstrated by taking Gumbel Type-II model. The mathematical properties of proposed model have been analyzed in detail. Additionally, some figures for density and hazard function are included. The general non-central incomplete and complete moments are also included. Uncertainty measures such as entropies (like Renyi, Tsallis, Verma, and Kumar entropy Mathai-Houbold) are calculated. The estimation of parameters is accessed by utilizing two techniques such as maximum likelihood method and Bayesian framework. Through utilizing classical goodness of fit indicators, we evaluate the efficiency of GLET-GTII model with its five significant counterparts. The posterior densities, Log-likelihood and trace plots are drawn for considered data sets. These findings are in line with fact that proposed model is quite suitable for implementations of real life data.

Credit authorship contribution statement

Tabassum Naz Sindhu, Anum Shafiq and Qasem M. Al-Mdallal contributed to the conceptualization, design and implementation of the research, to the analysis of the results and to the writing of the manuscript.

Declaration of Competing Interest

The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.

Acknowledgement

The authors would like to thank Editor and the referees for their careful reading and useful comments which improved the paper.

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