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Statistics Research Letters (SRL) Volume 3, 2014

www.srl-journal.org

Moments of Progressive Type-II Right Censored Order Statistics from Lindley Distribution

Haseeb Athar *1 , Zuber Akhter 2 , J. Saran 3

*1 Department of Statistics & O.R., Aligarh Muslim University, Aligarh

2 Department of Statistics & O.R., Aligarh Muslim University, Aligarh

3 Department of Statistics, University of Delhi, Delhi

* 1 haseebathar@hotmail.com; 2 akhterzuber022@gmail.com; 3 jagdish_saran52@yahoo.co.in

Abstract

In this article, we establish some new recurrence relations between moments of progressively Type-II right censored order statistics from Lindley distribution. For practical application, these relations in a simple recursive manner may be used to compute all the single and product moments, and hence all means, variances and covariances of progressively Type-II right censored order statistics from Lindley distribution for all sample sizes n , effective sample

sizes m , and all progressive censoring schemes

m n . In the last section, some deduction

and particular cases are also discussed.

Keywords

Progressive Type-II Right Censored Order Statistics; Order Statistics; Single Moments; Product Moments; Recurrence Relations; Lindley Distribution

(

1

RR

,

2

,

,

R

m

),

Introduction

There are many practical situations in life-testing and reliability experiments in which items are lost or eliminated from experimentation before failure. Life tests and reliability experiments are usually conducted to obtain information regarding the quality of a product. According to Hamada et al. (2008) “One of the features of reliability data is the presence of censoring. Lifetime data are censored when the exact failure time for a specific item is unknown”. One can also refer to Lawless (1982) for more about censoring. There are several types of censoring schemes used in lifetime analysis. Here a very useful censoring scheme called progressive Type-II censored sampling scheme is considered, which allows the experimenter to save time and cost of the life-testing experiment. Progressive Type-II censoring was introduced by Cohen (1963), under which n independent and identical items are put on a life-test with continuous identically distributed failure times. Suppose a

censoring schemes

i ’s is prefixed integers such that at

the time of first failure,

removed from the experiment at random from the remaining n 1 surviving items. At the time of the

second observed failure,

removed from the experiment at random from the

remaining

continues until the m th failure time at which all the

remaining

surviving items are removed from the experiment at random. We shall denote the m ordered observed

failure

them the progressive Type-II right censored order statistics of size m from a sample of size n with

progressive censoring scheme

m n. If

the failure times of the n items originally on test are from a continuous population with distribution function (df ) F and probability density function

call

R

R 1 surviving items are

R

2

surviving items are

n 2 R

1

R

m

=− nm

by

surviving items. The process

X

(

1:

RR

,

1

2

m n

:

m 1

t = 1

R

t

,

,

R

m

)

,

(with

b R

i

= a

,

X

(

RR

,

1

:

:

mmn

2

,

(

RR ,

1

2

,

,

,

R

m

R

m

i =

0,

ba

<

)

and

),

)

times

( pdf ) f , then the joint pdf of

X

is

Balakrishnan (2007)]

given

by

[Balakrishnan

(

1:

RR ,

:

m n

1

2

,

and

,

R

m

)

, , X

(

RR , mmn : :

1

2

,

,

R

m

)

Sandhu

(1995),

f

X

1:

mn

:

,

,

X

:

:

mmn

(

x

1

,

x

2

,

where,

Anm( ,

with An( ,0) = n .

1) =

nn

(

,

R

1

x

m

)

Anm

=−

(

,

1)

m

i = 1

f

(

x

i

0 < xx<

1

2

< < x

m

< ,

1)

(

n

R

R

12

−−

)[1

R

m

F

(

x

i

)]

R

i

,

(1.1)

1

m

−+

1)

,

Progressive censoring and associated inferential procedures have been extensively studied in the literature for a number of distributions by several authors. Cohen (1963, 1966, 1975, 1976 and 1991), Mann (1969, 1971), Cohen and whitten (1988), Viveros and Balakrishnan (1994), Balakrishnan and Sandhu

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(1995), Aggrawala and Balakrishnan (1996) and Balakrishnan and Aggrawala (2000) have derived recurrence relations for single and product moments of progressively Type-II right censored order statistics from exponential, Pareto and power function distribution and their truncated forms. Saran and Pushkarna (2001) have obtained several recurrence relations for the single and product moments of progressively Type-II right censored order statistics from doubly truncated Burr distribution. Mahmoud et al. (2006) derived some new recurrence relations for single and product moments of progressively Type-II right censored order statistics from linear exponential distribution and also obtain maximum likelihood estimators (MLEs) of the location and scale parameters of the linear exponential distribution. Balakrishnan et al. (2011) and Balakrishnan and Saleh (2011, 2012a, b) have established several recurrence relations for single and product moments of progressively Type-II right censored order statistics from logistic, half-logistic, generalized half logistic and log-logistic distributions and the moments so determined are then utilized in inferential method to derive best linear unbiased estimators of the scale and location- scale parameters. Saran and Pande (2012) also obtained some recurrence relations for progressively Type-II right censored order statistics from half-logistic distribution.

The exponential distribution is a basic physical model in reliability theory and survival analysis and due to the popularity of the exponential distribution in statistics and many applied areas; Lindley distribution has drawn little attention in the statistical literature. Lindley distribution was first introduced by Lindley (1958) in connection with the Fiducial distribution and Bayes theorem. The Lindley distribution is important for studying stress-strength reliability modelling [Hussain (2006)]. Ghitany et al. (2008) was the first who studied the statistical properties of the said distribution and it was shown that in many ways the Lindley distribution is a better model than that based on the exponential distribution.

Let

ordered observed failure times in a sample of size n under progressive Type-II right censoring scheme

XX<

1:

1

,

m n

:

,

m

2:

1

,

m n

:

,

m

(

RR

)

(

RR

)

<<X

(

R

1

,

:

:

mmn

,

R

m

)

be

the

m

(,

RR

1

2

,,

R

m

)

from the Lindley distribution with pdf ,

and df

f

(

x

)

=

2

λ

1

+

λ

(1

+

xe

)

λ

x

, x

> 0 , λ > 0 ,

(1.2)

F

() x

= 1

1 + +

λ λ

x

1

+

λ

e

λ

x

, x > 0 ,

λ > 0 .

(1.3)

Statistics Research Letters (SRL) Volume 3, 2014

It may be noted that from (1.2) and (1.3),

(1 ++λλ xf) ( x ) = λ {[1 Fx( )] + x[1 Fx( )]}. (1.4)

The relation in (1.4) is the “characterizing differential equation” for the distribution in (1.2).

2

Main Results

For any continuous distribution, we shall denote the i th single moment of the progressively Type-II right censored order statistics in view of (1.1) as

(

RR ,

1

µ rmn : :

2

,

,

R

m

)

(

i )

= E

[

X

(

rmn : :

RR ,

1

 

,

R

m

)

]

i

 

2

,

=

× f

Anm

,

F

(

x

)]

R

(

1)

∫∫

( )[1

x

2 2

2

x

0 < <

1

<

f

(

x

i

r

(

F

f

)[1

x

(

1

x

F

(

x

1

)]

1

R

x

m

x

<∞

)[1

)]

R

m

dx dx

1

m

mm

and the

i th

and

j th product moments as

 

µ

,:

RR

:

r smn

(

,

,

1

2

,

R

m

)

(, i

j

)

[

= EX

(

rmn

RR

:

,

:

1

2

,

,

R

m

)

i

,

:

RR

1

smn

j

2

,

,

R

m

)

(

j

)

]

 

R

Anm ( ,

( )[1

= −

1)

∫∫

F

x

(

)]

R

× f

x

2 2

2

x

0 < <

1

<

f

(

x

r

x

s

f

(

(

x

1

)[1

)]

R

m

x

m

x

<∞

)[1

F

x

mm

(

dx dx

)]

F

1

x

1

1

m

where Anm( ,

1) is defined as above.

Theorem 2.1:

For

s 2, 3 m n,

and i, j 0,

 

(

µ 1,

R

1

, smn : :

,

R

m

)

(

i

+ 2,

j

)

,

,

(2.1)

(2.2)

=

(

i +

2)

λ

(

R

1

+

1)



+ 

1

λ

λ

(

R

µ

1,

R

m

1

, smn : :

,

n

R

1

(

R

1

+

1)

(

1)

RR +

12

µ

1,

smn 1: 1:

3

+

R

(

1,

,

,

R

m

)

(

i

)

(,

i

+

2,

j

j

)

)

+

1

1)

λ

(

R

1

+

(

i

+

1)

(

R

µ

1,

R

m

1

, smn : :

,

)

(

i

+

1,

j

)

+

i

2

(

+

i

+

1

12

µ

1,

smn 1: 1:

RR

+

+

1,

R

3

,

,

R

m

)

(

i

+

1,

j

)

(2.3)

Proof. From (2.2), we have

(

+ 1,

)

(, i

j

)

+

RR , smn : :

λ µ

(1 +

=

)

1

1,

(

f

Anm ( ,

××

,

m

λµ

RR , smn : :

1,

1

,

m

1)

∫∫

0 <

x

2

<

x

)[1

F

x

(

mm

<

x

m

<∞

x

j

s

Z

(

x

f

22

)

(

x

)]

R

m

dx dx

2

m

,

(

(

)

i

j

)

where,

)[1

F

(

x

2

)]

R

2

(2.4)

Z

(

x

2

)

=

x

0

2

i

1

x

(1

++λ λ x ) f ( x

11

)[1

F

(

x

1

)]

R

1

dx

1

.

(2.5)

On using relation (1.4) in (2.5) and integrating by parts, we get

Z

(

x

2

)

=

2

λ

1

(

i +

1)

+

1

(

i +

2)

{

x

i + 2

2

[1

{

x

F

(

i +

2

1

x

2

[1

)]

F

R

1

+ 1

(

x

2

)]

R

1

+ 1

(

++

R

1

(

R

++

1

1)

x

0

2

i + 2

1

x

1)

x

0

[1

2

i

1

x

+ 1

[1

F

(

x

1

)]

R

1

F

f

(

(

x

1

)]

R

1

f

dx

)

x

11

}

(

dx

)

x

11

}

.(2.6)

Now by substituting the resultant expression of

from (2.6) in (2.4) and simplifying, we get the required result.

Corollary 2.1: For 1 m n and i 0,

Z(x )

2

( R

µ

1:

, m : n

1

,

R

m

)

(

i +

2)

=

(

i +

2)

λ

(

R

1

+

1)



+ 

1

λ

λ

(

µ

1:

R

1

,

m : n

,

R

m

)

(

i )

+

 

1

λ (

(

R 1 1)

i

+

1)

+

(

µ

1:

R m : n

1

,

,

R

m

)

(

i +

1)

Statistics Research Letters (SRL) Volume 3, 2014

n

R

1

(

R

1

+

1)

(

1)

(

µ

1:

RR +

12

m

1:

n

+

1,

R

3

,

,

R

m

)

(

i

+

2)

and subsequently for m = 1 ,

+

i

+

2

(

i

+

1

µ

1:

12

m

1:

n

+

RR

+

R

3

,

,

R

m

1,

)

(

i

+

1)

(2.7)

=

(

µ

1:1:

n

n

1)

(

i

+

2)

(

n

λ

i +

2)



+ 

1

λ

λ

(

n

1:1:

µ

n

1)

(

i

)

+

1

n

λ

(

i +

1)

(

n

1:1:

µ

n

1)

(

i +

1)

.

(2.8)

Proof. Relation (2.7) is the simple consequence of (2.3) and can be established by putting j = 0 in (2.3).

Further, (2.8) can be seen by putting m = 1 in (2.7) after

noting that

R

1

= n 1.

Corollary 2.2: For 2 m n and i, j 0,

=

(

R

µ

1,2:

1

R

,

m : n

,

m

)

(

i

+

2,

j

)

(

i +

2)

(1

+

λ

)

λ

(

R

1

+

1)

λ

(

R

µ

1,2:

1

n

R

1

(

R

1

+

1)

(

1)

(

µ

1:

RR +

12

m

1:

n

+

1,

R

3

,

R

,

:

m n

,

m

,

R

m

)

(

i

)

(,

i

j

++ j

2)

)

+

1

1)

λ

(

R

1

+

(

i

+

1)

(

R

µ

1,2:

1

R

,

:

m n

,

m

)

(

i

+

i

+

2

(

i

+

1

µ

1:

12

m

1:

n

+

RR

+

R

3

,

,

R

m

1,

)

(

i

++

j

1)

+

.

(2.9)

1,

j

)

Proof. (2.9) can be proved by putting s = 2 in (2.3).

Theorem 2.2: For 1 ≤<≤rsm 1, m n and i , j 0,

1)

(

++

+

R

s

1

(

j +

2)

(

++

R

s

1)

x

s + 1

x

s 1

x

(

x

+ 2

j

s

+ 1

x

s + 1

x

s 1

x

j

s

+ 1

[1

F

[1

Fx (

s

(

x

+ 1

s

)]

R

s

f

(

x

dx

)

ss

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)

)]

R

s

+ 1

−− x

s

1

j

+ 2

[1

Fx (

s 1

)]

R s

+ 1

j + 2 s

[1

F

(

x

s

)]

R

s

f

(

x

dx

)

ss

)

.

(2.13)

Now upon substituting the resultant expression of

in

simplifying,

yields (2.10).

Corollary 2.3: For 2 ≤≤r

Zx (,

s

1

x

s

+

1

)

from

(2.13)

(2.11)

m n

and

m

1,

and i 0,

=

(

R

:

1

µ

rmn

,

:

,

R

m

)

(

i

+

2)

(

i

+

2)

λ

(

R

nR

(

r

+

1)



R

+ 

1

λ

λ

µ

(

R rmn : :

1

,

,

R

m

)

(

i

)

+

r

)

(

R

:

rm

µ

11

,

,

r

1:

n

R

,

− −⋅⋅⋅− −

1

r

(

R

r

+

1)

1

RR

+

rr

λ

(

R

r

+

1)

(

i

+

1)

1,

R

+

++ 1 r

2

,

,

R

m

+ 

i

2

+

(

i

+ 1

+ 

11

µ

rm :

,

,

1:

n

r

,

(

R

R

nR

− −⋅⋅⋅−

1

R

r

1

R

)

(

i +

1)

RR +

rr

+

r

− +

R

++ 1 r

2

,

,

m

1)

 

(

RR

R

21

µ

1

,

1:

,

rmn

rr

−−

1:

,

1,

(

R

r

+

1)

+

R

r

+

1,

R

r

+

+ 

+ 

i

2

i

+ 1

(

RR

R

21

µ

1

,

1:

,

rmn

rr −−

1:

,

+

R

r

+

1,

R

r

+

1

,

,

R

m

)

(

i +

1)

.

µ

(

R rmn : :

1

,

)

(

i +

2)

1

,

,

R

m

)

(

,

R

m

i +

2)

)

(

i +

1)

(2.14)

,

r smn

(

R

µ

,:

:

1

,

R

m

)

(

i

,

j +

2)

(

j +

2)



+

1

λ

(

r ,: smn :

,

R

µ

R

1

,

m

)

(, i

j

)

+

1

λ

(

R

s

+

1)

=

λ

(

R

s

+

(

nR

1)

λ

R

s

)

(

R r , sm :

µ

11

,

,

s

1:

n

R

R

m

(

µ

,

(

RR

+

ss

+

j

+

1

+

1,

1)

,

R

m

)

(

− −⋅⋅⋅− −

1

s

(

R

s

+

(

R r , sm :

11

,

,

s

1:

n

,

R

s

1

R

1)

+ 

j + 2

µ

RR +

ss

+

s

− +

1

+

1)

1,

+

(

+ 1

nR

j

− −⋅⋅⋅−

1

(

R

s

+

1)

,

)

R

1

rs

,

(

i

,

,

j +

1)

1:

RR

,

m

21

,

ss

1:

n

+

R

s

+

1,

+ 

j

+ 2

j

+ 1

(

R

µ

rs

,

1

,

1:

RR

,

m

21

,

ss

1:

n

+

R

s

+

1,

,

R

m

)

(

i

,

j +

1)

.

Proof. From (2.2), we get

µ

,

R r ,: smn :

(

1

,

R

m

i

,

j +

2)

)

,

R

m

)

(

i

,

j +

2)

(

i

,

j +

1)

Proof. Relation (2.14) can be established by putting i = 0 in (2.10) and replacing s by r .

  Corollary 2.4: For 2 m n and i 0,

(2.10)

=

+

(

R

:

1

µ

mmn

,

:

,

R

m

)

(

i

+

2)

(

i +

2)



+

1

λ

λ

λ

(

(

R

m

+

1)

nR

− −⋅⋅⋅−

1

R

m

1

(

R

1

,

µ

mmn : :

,

R

m

)

m

+

1)

(

R

m

+

1)

+ 

+ 

i

2

i

+ 1

(

RRR ,

mm 21

µ

1

,

,

mmn 1: 1:

+

R

m

+

1)

(

i

)

+

1

1)

λ

(

R

m

+

(

i

+

1)

(

R

1

,

µ

mmn : :

(

RRR , ,

21

µ

1

1:

,

mmn

mm

1:

+

R

m

+

1)

(

i +

2)

(

i +

1)

.

,

R

m

)

(

i +

1)



(2.15)

Proof. (2.15) can be proved by replacing r with m in

(2.14) and noting that

1

µ

mm :

,

1:

2

(

RR ,

n

,

R

m

)

(

i

)

= 0

=

=

(1

(1

+

+

λ µ

)

,

r smn

(

RR

1

,

m

,:

:

λ ) EX [

(

rmn ::

RR , ,

1

m

)

)

(

(,

i

i

)

j

)

X

+

λµ

,

r smn

(

RR

1

,

m

,:

:

)

(

i

,

j +

1)

(

smn ::

RR , ,

1

m

)

(

j

)

]

+

λEX [

(

rmn ::

RR ,

1

,

m

)

(

(

Anm

,

1)

∫∫

0 < x <

1

<

xx <

11

ss

+

< < x <∞

m

i

(

xZ x

rss

x

11

,

+

)

f

i

)

(

X

(

smn ::

RR ,

1

,

m

)

(

x

1

)[1

F

(

x

1

j +

1)

]

)]

R

1

××

××

f

f

(

(

x

x

)[1

)]

R

1111

−−++

ssss

m

)[1

F

(

x

m

)]

R

m

dx

1

dx

dx

ss