Submit your papersSubmit Now
For Enquiries: [email protected]
IIARD LogoIIARD

A New Lomax Exponentiated Exponential Distribution: Statistical Properties, Parameter Estimation and Applications to Real Data

Yusuf Saadatu Aliyu1, Umar Usman2, Aminu Bello Zoramawa3, AbdulAziz Mohammed, Ndatsu4

Abstract

The development of flexible probability distributions has continued to receive considerable attention in statistical modelling because classical probability models frequently fail to accommodate skewed observations, heavy tails and varying hazard rate structures encountered in practice. Although the Lomax distribution has been extensively applied in reliability engineering, actuarial science, finance and survival analysis, its limited flexibility restricts its applicability to many real-life datasets. This study introduces a new three-parameter continuous probability model called the New Lomax Exponentiated Exponential Distribution by combining the New Lomax generator with the Exponential distribution under the T–X family framework. Mathematical expressions for the cumulative distribution function, probability density function, survival function, hazard rate function, reversed hazard rate function, quantile function, moment generating function and characteristic function were derived. Unknown model parameters were estimated using the Maximum Likelihood Estimation method. The applicability of the proposed model was evaluated using two real lifetime datasets and compared with existing probability distributions including the Lomax, Burr III, Log-logistic and Generalized Extreme Value distributions. Model comparison was performed using the Akaike Information Criterion , Bayesian Information Criterion , Consistent Akaike Information Criterion , Hannan–Quinn Information Criterion and the Kolmogorov–Smirnov goodness-of-fit statistic. The empirical findings indicate that the proposed distribution consistently produced lower information criteria values than competing models, demonstrating superior flexibility in modelling skewed and heavy-tailed observations. The results establish the proposed distribution as an effective alternative for modelling lifetime and reliability data and contribute to the growing family of generalized probability distributions. IJASMT E- ISSN 2489-009X ,

Keywords

New Lomax DistributionExponentiated Exponential DistributionHeavy-tailed DistributionMaximum Likelihood EstimationReliability AnalysisSurvival AnalysisT–X Family.

References

[1] A. A. Al-Babtain, I. Elbatal, and C. Chesneau, 'A new generalized family of distributions: properties and applications,' Symmetry, vol. 12, no. 12, p. 2071, 2020. [2] A. Alzaatreh, C. Lee, and F. Famoye, 'A new method for generating families of continuous distributions,' Metron, vol. 71, no. 1, pp. 63–79, 2013. [3] C. Chesneau, H. S. Bakouch, and T. Hussain, 'A new class of probability distributions via cosine and sine functions with applications,' Communications in Statistics-Simulation and Computation, pp. 1–18, 2021. [4] G. M. Cordeiro, E. M. Ortega, and B. V. Popović, 'The gamma-Lomax distribution,' Journal of Statistical Computation and Simulation, vol. 85, no. 2, pp. 305– 319, 2015. [5] M. El-Morshedy, M. S. Eliwa, and H. Nagy, 'A new two-parameter exponentiated Weibull model for lifetime data,' Journal of the Indian Society for Probability and Statistics, vol. 21, no. 2, pp. 367–388, 2020. [6] R. D. Gupta and D. Kundu, 'Theory & methods: Generalized exponential distributions,' Australian & New Zealand Journal of Statistics, vol. 41, no. 2, pp. 173– 188, 1999. [7] M. Ijaz et al., 'Lomax exponential distribution with an application to real-life data,' PLOS ONE, vol. 14, no. 11, p. e0224221, 2019. [8] A. J. Lemonte and G. M. Cordeiro, 'An extended Lomax distribution,' Journal of Statistical Computation and Simulation, vol. 83, no. 3, pp. 517–533, 2013. [9] K. S. Lomax, 'Business failures: Another example of the analysis of failure data,' Journal of the American Statistical Association, vol. 49, no. 268, pp. 847–852, 1954. [10] M. A. Mahmoud and E. A. El-Sherpieny, 'The Kumaraswamy-Lomax distribution: Theory and applications,' Journal of Applied Statistics, vol. 33, no. 7, pp. 747–760, 2006. [11] F. Merovci, 'Exponentiated exponential Poisson distribution: Theory and application,' Statistics in Transition New Series, vol. 14, no. 2, pp. 303–318, 2013. [12] Y. Musa, A. Muhammad, U. Usman, and Y. Zakari, 'On The Properties of Burr X Topp Leone Distribution and Its Application,' Lapai Journal of Applied & Natural Sciences, vol. 6, no. 1, pp. 205–220, 2021. [13] S. Nadarajah and S. Kotz, 'The generalized Gamma-Exponential distribution,' Statistical Papers, vol. 47, no. 4, pp. 573–586, 2006. [14] S. Nadarajah and S. Kotz, 'On the exponentiated exponential distribution,' Journal of Statistical Planning and Inference, vol. 128, no. 2, pp. 497–505, 2005. [15] M. Nassar and F. H. Eissa, 'The Weibull-Lomax distribution: Properties and estimation,' Journal of Applied Mathematics and Computation, vol. 136, no. 2–3, pp. 439–448, 2003. [16] P. E. Oguntunde and M. A. Khaleel, 'The exponentiated exponential-Weibull distribution: Properties and applications,' International Journal of Mathematics and Statistics, vol. 17, no. 1, pp. 70–83, 2016. [17] M. M. Ristić and N. Balakrishnan, 'The Gamma-Exponential distribution and its properties,' Journal of Statistical Computation and Simulation, vol. 82, no. 8, pp. 1191– 1206, 2012. [18] T. M. Shams, 'The Beta-Lomax distribution,' Journal of Probability and Statistical Science, vol. 11, no. 2, pp. 177–188, 2013. IJASMT E- ISSN 2489-009X , [19] G. O. Silva, 'A new extension of the Lomax distribution: Properties and applications to lifetime data,' Communications in Statistics – Simulation and Computation, vol. 48, no. 4, pp. 1030–1050, 2019. [20] M. H. Tahir and S. Nadarajah, 'The odd exponentiated class of distributions,' Communications in Statistics – Theory and Methods, vol. 44, no. 18, pp. 3884–3902, 2015. [21] M. H. Tahir and G. M. Cordeiro, 'Compounding of distributions: a survey and new generalized classes,' Journal of Statistical Distributions and Applications, vol. 3, no. 1, pp. 1–35, 2016. [22] L. Telee et al., 'Model and Properties of Exponentiated Generalized Odd Lomax Exponential Distribution,' Interdisciplinary Journal of Management and Social Sciences, vol. 4, no. 2, pp. 86–99, 2023. doi: 10.3126/ijmss.v4i2.57210. [23] M. Zubair, A. Alzaatreh, and H. Al-Mofleh, 'A new generalized family of distributions: properties and applications,' Journal of Statistics and Management Systems, vol. 24, no. 2, pp. 327–345, 2021.