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A Study on Mixture of Exponentiated Pareto and Exponential Distributions

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Journal of Applied Sciences Research, 6(4): 358-376, 2010
© 2010, INSInet Publication

A Study on Mixture of Exponentiated Pareto and Exponential Distributions

Hanaa H. Abu-Zinadah

King Abdulaziz University, Girls College of Education, Department of Mathematics,

P.O. Box 32691, Jeddah 21438, Saudi Arabia.

Abstract: This article is considered with the mixture model of exponentiated Pareto and exponential
distributions (MEPED). First, some properties of the model with some graphs of the density and hazard
function are discussed. Next, the maximum likelihood and Bayes methods of estimation are used for
estimating the parameters, reliability and hazard functions of the model under complete and type II
censored samples. An approximation form due to Lindley[1 8] is used for obtaining the Bayes estimates
under the squared error loss and LINEX (linear-exponential) loss functions. The performance of findings
in the article is showed by demonstrating some numerical illustrations through Monte Carlo simulation
study. Also, applications of mixed models are included.

Key words: Finite mixture; Statistical properties; M aximum likelihood; Bayesian analysis; Squared error
loss function; LINEX loss function; Lindley's approximation; Exponentiated Pareto
distribution; Exponential distribution.

INTRODUCTION Jaheen[1 5 ] . Radhakrishna et al.[27 ] derived moments and

Mixtures of lifetime distributions occur when two
different causes of failure are present, each with the
same parametric form of lifetime distributions. In
recent years, the finite mixtures of lifetime distributions
have proved to be of considerable interest both in
terms of their methodological development and
practical applications Titterington et al [3 6 ] . McLachlan
and Basford [2 2 ] , Lindsay [1 9] , McLachlan and Peel[2 3 ] ,
McCulloch and Searle [2 1 ] and Demidenko [7 ] . On
characterizations of mixtures were studied by, Nassar
and Mahmoud [25 ] , Nassar [2 4] , Gharib [1 0 ,1 1 ] and Ismail and
El Khodary[14 ] . Many authors interested with inferences
on mixtures of exponential distributions among them
Rider[2 8 ] , Everitt and Hand [9 ] , Al-Hussaini[2 ] ,
[4 ]
Bartoszewicz and
maximum likelihood estimators of the parameters of
two component mixture generalized gamma distribution.
Also, Ahmad et al.[1 ] deduced approximate Bayes
estimation for mixtures of two W eibull distributions
under type II censoring. On finite mixture of two
component Gompertz distribution considered by Al-
Hussaini et al.[3 ] . Several papers discussed normal
mixtures, for example, Hosmer[1 3 ] and Holgersson and
Jorner[1 2 ] . Moreover, John [1 6 ] briefly outlines the use of
the methods of moments and maximum likelihood in
estimating the parameters of two component gamma
distribution. Further, a mixture of two inverse W eibull
distributions was studied by Sultan et al. [3 5 ]. Also,
Elsherpieny[8 ] estimated the parameters of mixed
generalized exponentionally distributions.

The mixture of exponentiated Pareto and exponential distributions (MEPED) has its probability density function
(p.d.f.) as

(1.1)

where and are the mixing proportions, is the p.d.f. of exponential distribution (E(á)), which is

given by

(1.2)

and is the p.d.f. of exponentiated Pareto distribution (EP(è)), which is given by

Corresponding Author: Hanaa H. Abu-Zinadah, King Abdulaziz University, Girls College of Education, Department of
Mathematics, P.O. Box 32691, Jeddah 21438, Saudi Arabia.
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 J. Appl. Sci. Res., 6(4): 358-376, 2010

(1.3)

The cumulative distribution function (c.d.f.) of MEPED is given by

(1.4)

where is the c.d.f. of E(á), which is given by

(1.5)

and is the c.d.f. of EG( ), which is given by

(1.6)

The reliability function (RF) of MEPED is given by

(1.7)

and the hazard function (HF) is given by

(1.8)

where and are defined in (1.1) and (1.7), respectively.

For more details about exponentiated Pareto distribution see Shawky and Abu-Zinadah (2006, 2008a, b, 2009).
A mixture is identifiable if there exist a one-to-one correspondence between the mixing distribution and a
resulting mixture. That is, there is a unique characterization of the mixture. Therefore, a mixture of exponentiated
Pareto and exponential distributions is identifiable.
This article is considered with finite mixture of exponentiated Pareto and exponential distributions. Statistical
properties of the model are derived in section 2. Maximum likelihood estimators of the parameters, reliability and
hazard functions are studied from complete and type II censored samples in section 3. In section 4, Bayes
estimators of the parameters, reliability and hazard functions are obtained under the squared error loss and LINEX
(linear-exponential) loss functions. Also, Monte Carlo simulation study are made in section 5. Concluding remarks
about comparisons between these estimators and the maximum likelihood ones are considered in section 6. Finally,
Applications of mixed models are presented in section 7.

2. Statistical Properties:
M oments and Some M easures: The rth moment about the origin, , of a MEPED with p.d.f.

(1.1), putting , is given by

(2.1)

where (2.2)

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

is beta function.

The above closed form of allows us to derive the following forms of statistical measures for the MEPED:
- Mean, denoted by ì,

(2.3)

- Variance, denoted by ó 2 ,

(2.4)

where .

- Coefficient of variation:

(2.5)

- Skewness:

(2.6)

where

- Kurtosis:

(2.7)

where

M edian and M ode: The median of the mixture of exponentiated Pareto and exponential distributions cannot be
found in explicit form.

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

W e derive the median m as the numerical solution of the following equation:

(2.8)

where á and è are real numbers.

Next, to find the mode for the mixture of exponentiated Pareto and exponential distributions, we differentiate
f(x) with respect to x, so (1.1) gives

(2.9)

Then by equating (2.9) with zero, we get mode. W e observe that the MEPED, may be unimodal with mode
can be found numerically by solving (2.9), or has reverse 'J' shaped (see Fig. 1).
Figure 1 shows some densities of E(á) and EP(è), components and their mixtures.
Figure 2 shows some hazard curves of E(á) and EP(è) and the hazard curves of their mixtures.
W e note about the HF of the MEPED that as the mixing proportion (p) decreased the HF curve closed to the
HF curve of EP(è). Also, as p increased the HF of the mixture closed to the HF of E(á).

3. M aximum Likelihood Estimation: Suppose a type-II censored sample where

is the time of the ith component to fail. This sample of failure times are obtained and recorded from a life test of
n items whose life times have the mixture of exponentiated Pareto and exponential distributions with p.d.f. and
c.d.f. given, respectively, by (1.1) and (1.4). The likelihood function in this case (see, Lawless (1982)) can be
written as:

, (3.1)

The natural logarithm of the likelihood function (3.1) is given by

(3.2)

Assuming that the parameters á and è are unknown and ë, is known , the likelihood equations are given by

(3.3)

(3.4)

where, for i=1, … , r,

(3.5)

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

f (x) f (x)

f (x) f (x)

f (x) f (x)

Fig. 1: Shapes of E(á ) and EP(è ),components and their MEPED with (p,á,è,ë).
The non-dashed curve for MEPED, The --------- curve for E(á), The - - - - curve for EP(è).

(3.6)

and are given by (1.3) and (1.6), respectively.

The solution of the two nonlinear likelihood equations (3.3) and (3.4) yields the maximum likelihood estimate

(MLE) of . The MLE’s of R(t) and h(t) are given, respectively, by (1.7) and

(1.8) after replacing á and è by their corresponding MLE’s, and .

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

h (x) h (x)

h (x) h (x)

h (x) h (x)

Fig. 2: Shapes of HF of E(á ) and EP(è ), components and the HF of MEPED with (p,á,è,ë).
The non-dashed curve for HF of the mixture, The _ _ _ _ curve for HF of E(á ), The ---- curve for HF
of EP(è).

4. Bayes Estimation: Let A and È be independent random variables, where ë is known. The joint prior density

of the random vector is thus given by

where, are the prior density functions of A, È, respectively, and

W e choose the random variables A, È, to follow gamma distributions with shape parameter

and scale parameter , i.e., G( ,1). Their density functions are

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Based on the above considerations, the prior density function of is given by

(4.1)

It is well known that the posterior density function of given the observations, denoted by is
given by

(4.2)

It then follows that the Bayes estimator of a function of the parameter is given by the ratio

(4.3)

where is given by (3.1), by (4.1) and Ù is the region in the AÈ plane on which the posterior

density is positive.

The ratio of the integrals (4.3) may thus be approximated by using a form due to Lindley [1 8 ] which reduces,
in the case of two parameters, to the form

(4.4)

where For

element in the matrix G, where

is as given by (3.1).

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For

where and is given in (4.1). Finally,

and

Now, we apply Lindley's form (4.4), we first obtain the elements which can be obtained as

and , (4.5)

where (4.6)

(4.7)

(4.8)

(4.9)

Furthermore,

(4.10)

(4.11)

(4.12)

(4.13)

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

For the functions and are as given by (3.6) and

(3.5).
Using prior density function (4.1), we obtain

From which we get

(4.14)

In Bayesian estimation, we consider two types of loss functions. The first is the squared error loss function
(quadratic loss) which is classified as a symmetric function and associates equal importance to the losses for
overestimation and underestimation of equal magnitude. The second is the LINEX (linear-exponential) loss function
which is asymmetric, was introduced by Varian[3 7 ] . These loss functions were widely used by several authors;
among of them Rojo[29 ] , Basu and Ebrahimi[5 ] , Pandey[2 6] , and Soliman [3 4 ] .
The quadratic loss function for Bayes estimate of a parameter â, say, is the posterior mean assuming that

exists, denoted by The LINEX loss function may be expressed as

(4.15)

where The sign and magnitude of the shape parameter c reflects the direction and degree of

asymmetry respectively. (If the overestimation is more serious than underestimation, and vice-versa). For

c closed to zero, the LINEX loss is approximately squared error loss and therefore almost symmetric.
The posterior expectation of the LINEX loss function Equation (4.15) is

(4.16)

where denoting posterior expectation with respect to the posterior density of â. By a result of Zellner

(1986), the (unique) Bayes estimator of â, denoted by under the LINEX loss is the value which
minimizes (4.16), is given by

(4.17)

provided that the expectation exists and is finite [6 ].

4.1 Estimation under Squared Error Loss Function: Using Equations (4.5)-(4.14), the Bayes estimate of the

function relative to squared error loss function given by Equation (4.4), can be shown to be

(4.18)

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where

All functions of the right-hand side of Equation (4.18) are to be evaluated at the maximum likelihood estimates
of á and è, when ë is known.

4.1.1 Bayes Estimation of the Vector of Parameters: The two parameters á and è, when ë is known, can be
approximately estimated using Lindley's approximation from (4.18), and their estimates are obtained as follows:

i.The Bayes estimate of the parameter á

Set in (4.18). Then

(4.19)

ii. The Bayes estimate of the parameter è

Set in (4.18). Then

(4.20)

4.1.2 The Bayes Estimate of the RF: Set in (4.18), where R(t) is given as in (1.7). Then

(4.21)

where

For the functions and w are as given by (1.6) and (3.5).

4.1.3 The Bayes Estimate of the HF: Set in (4.18), where h(t) is given in (1.8). Then

(4.22)

where

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For the functions and w are as given, respectively, by (1.3),

(1.6), (1.7), (1.8), (3.6) and (3.5).

4.2 Estimation Under LINEX Loss Function: On the basis of the LINEX loss function (4.17), the Bayes estimate

of a function of the unknown parameters á and è is given by

(4.23)

where

(4.24)

Suppose so we can apply Lindely's approximation cited previously as it was used to

evaluate (4.18). So we obtain the following:

4.2.1 Bayes Estimation of the Vector of Parameters: The two parameters á and è, when ë is known, can be
approximately estimated using Lindley's approximation from (4.18), and their estimates are obtained as follows:

i. The Bayes estimate of the parameter á

Set in (4.18). Then

(4.25)

ii. The Bayes estimate of the parameter è

Set in (4.18). Then

(4.26)

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

4.2.2 The Bayes Estimate of the RF: Set in (4.18), where R(t) is given in (1.7). Then

(4.27)

where

For the functions and w are as given by (1.6) and (3.5).

4.2.3 The Bayes Estimate of the HF: Set in (4.18), where h(t) is given in (1.8). Then

(4.28)

where

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

For the functions and w are as given, respectively, by

(1.3), (1.6), (1.7), (1.8), (3.6) and (3.5).

5. Simulation Study: W e obtained, in the above Sections, Bayesian and non-Bayesian estimates of the vector
parameters è reliability R(t) and hazard h(t) functions of the MEPED. W e adopted the squared error loss and
LINEX loss functions. The MLE’s are also obtained.
In order to assess the statistical performances of these estimates, a simulation study is conducted. The
computations are carried out for censoring percentages of 80% and 100% (complete sample case), for each sample
size. The root mean square errors (RM SE’s) using generated random samples of different sizes are computed for
each estimator. The random samples are generated as follows:

1. For given values of the prior parameters and generate a random values for á and è from the

gamma distribution G( ,1), j=1, 2, where .

2. Using á and è, obtained in step (1), generate random samples of different sizes: n=10, 20 and 40 from a
MEPED as given by (1.1). The computations are carried out for such sample sizes and censored samples of sizes:
8, 16 and 32, respectively.

3. The MLE’s of the vector parameters are obtained by iteratively solving

(3.3) and (3.4). The estimators and of the functions R(t) and h(t) are then computed at some
values t 0
4. The Bayes estimates relative to squared error loss, and are computed, using (4.18) after considering

the appropriate changes according to Subsections (4.1.1), (4.1.2) and (4.1.3). Also, the Bayes estimates relative to

LINEX loss computed, using (4.18) after considering the appropriate changes according to

Subsections (4.2.1), (4.2.2) and (4.2.3).

5. The above (2-4) steps are repeated 1000 times and the biases and the root mean square errors are computed

for different sample sizes n and censoring sizes r where the had-symbol ^ stands for an estimate

and

The computational (our) results were computed by using M athematica 5.0. In all above cases the prior
parameters chosen as d 1=2 and d 2=4 which yield the generated values of á=1.20777 and è=2.55506 (as the true
values). The true values of R(t) and h(t) when t=t o=0.5, are computed to be R(0.5)=0.743149 and h(0.5)=0.582644.
The bias (first entries) and RMSE’s (second entries) are displayed in Tables 1-4. The computations are achieved
under complete and censored samples.
Tables 1, 2, 3 and 4 contains estimated biases and RMSE’s of MLE’s, Bayes estimators under quadratic and
LINEX loss functions of á, è, R(t) and h(t) respectively.

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

Table 1: Estim ated biases (first entries) and RM SE’s (second entries) of various estim ators of á for different sam ple sizes.

n r
10 8 -0.294552 0.890992 0.541597
--------------------------------------------------------------------------------------------------------------------------
0.680967 1.36858 0.767958
-----------------------------------------------------------------------------------------------------------------------------------------------------
10 -0.286597 0.84836 0.534034
--------------------------------------------------------------------------------------------------------------------------
0.616013 1.30924 0.745842
20 16 -0.411872 0.648193 0.471918
--------------------------------------------------------------------------------------------------------------------------
0.532008 0.999404 0.609553
------------------------------------------------------------------------------------------------------------------------------------------------------
20 -0.382741 0.665582 0.449921
--------------------------------------------------------------------------------------------------------------------------
0.495303 1.06784 0.617458
40 32 -0.446398 0.544141 0.395552
--------------------------------------------------------------------------------------------------------------------------
0.502533 0.88921 0.515145
------------------------------------------------------------------------------------------------------------------------------------------------------
40 -0.418157 0.563135 0.399096
--------------------------------------------------------------------------------------------------------------------------
0.473756 0.931012 0.512992

Table 2: Estim ated biases (first entries) and RM SE’s ( second entries ) of various estim ators of è for different sam ple sizes.

n r

10 8 -0.485667 1.2153 0.957619

--------------------------------------------------------------------------------------------------------------------------
0.952666 1.41808 0.976376
------------------------------------------------------------------------------------------------------------------------------------------------------
10 -0.317354 1.1974 0.947593
--------------------------------------------------------------------------------------------------------------------------
0.84756 1.35159 0.960699
20 16 -0.447461 0.825674 0.758241
--------------------------------------------------------------------------------------------------------------------------
0.807332 0.992831 0.778909
------------------------------------------------------------------------------------------------------------------------------------------------------
20 -0.28316 0.791217 0.739698
--------------------------------------------------------------------------------------------------------------------------
0.739949 0.959501 0.763499
40 32 -0.331014 0.425055 0.517037
--------------------------------------------------------------------------------------------------------------------------
0.691088 0.530619 0.533921
------------------------------------------------------------------------------------------------------------------------------------------------------
40 -0.206503 0.411675 0.501686
--------------------------------------------------------------------------------------------------------------------------
0.603667 0.514166 0.524908

Table 3: Estim ated biases (first entries) and RM SE’s ( second entries ) of various estim ators of R(t) for different sam ple sizes.

n r

10 8 0.0172645 -0.14132 0.0645414

--------------------------------------------------------------------------------------------------------------------------
0.076901 0.947203 0.172072
------------------------------------------------------------------------------------------------------------------------------------------------------
10 0.0242503 -0.154821 0.0557544
--------------------------------------------------------------------------------------------------------------------------
0.076351 0.917943 0.159091
20 16 0.0370652 -0.185319 0.0242676
--------------------------------------------------------------------------------------------------------------------------
0.0648364 0.73519 0.12628
------------------------------------------------------------------------------------------------------------------------------------------------------
20 0.0405856 -0.150803 0.023912
--------------------------------------------------------------------------------------------------------------------------
0.0622027 0.65092 0.134988

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

Table 3: Continue
40 32 0.04958 -0.163039 -0.00431204
--------------------------------------------------------------------------------------------------------------------------
0.0617596 0.609119 0.0767005
------------------------------------------------------------------------------------------------------------------------------------------------------
40 0.0516474 -0.186897 -0.00983854
--------------------------------------------------------------------------------------------------------------------------
0.062659 0.683589 0.0837048

Table 4: Estim ated biases (first entries) and RM SE’s ( second entries ) of various estim ators of h(t) for different sam ple sizes.

n r

10 8 -0.0305874 -0.0261045 0.168209

--------------------------------------------------------------------------------------------------------------------------
0.154876 1.09067 0.251928
------------------------------------------------------------------------------------------------------------------------------------------------------
10 -0.0477734 -0.0635128 0.177017
--------------------------------------------------------------------------------------------------------------------------
0.158033 1.01581 0.25978
20 16 -0.0633164 0.108436 0.14551
--------------------------------------------------------------------------------------------------------------------------
0.13375 0.796672 0.223293
------------------------------------------------------------------------------------------------------------------------------------------------------
20 -0.0746503 0.114652 0.14623
--------------------------------------------------------------------------------------------------------------------------
0.129789 0.794805 0.224273
40 32 -0.0909308 0.175892 0.125347
--------------------------------------------------------------------------------------------------------------------------
0.12506 0.617904 0.19323
------------------------------------------------------------------------------------------------------------------------------------------------------
40 -0.0976032 0.198083 0.117098
--------------------------------------------------------------------------------------------------------------------------
0.127798 0.661755 0.186228

Figure 3 shows boxplot of the bias of the estimates
of the vector parameters è reliability R(t) and hazard
h(t) functions of the MEPED.
6. Concluding Remarks: In this paper we have
presented the Bayesian and maximum likelihood
estimates of the vector parameters è , reliability R(t)
and hazard h(t) functions of the lifetimes follow the
MEPED. The estimation are conducted on the biases
and RMSE’s of complete and type-II censored samples.
Bayes estimators, under squared error loss and LINEX
loss functions, are derived in approximate forms by
using Lindley’s method . The MLE’s are also obtained.
Our observations about the results are stated in the
following points:
Table 1, Table 3 and Table 4 show that the
maximum likelihood estimates usually have the
smallest estimated RMSE’s as compared with the
RMSE’s of estimates under the quadratic loss function
or LINEX loss function. This is True for both complete
and censored samples. It is immediate to note that
RM SE’s decrease as sample size increases. On the
other hand Table 2 shows that the MLE’s often have
the smallest estimated RMSE’s as compared with the
Bayes estimates under LINEX loss function or
quadratic loss function in the case of small and median
sample size for both complete and censored samples.
Also, Table 2 shows that the Bayes estimates under the
quadratic loss function often have the smallest
estimated RMSE’s as compared with the Bayes
estimates under LINEX loss function or MLE’s in the
case of large sample size for both complete and
censored samples. Further, the boxplot in Figure 3
shows that among the simulated estimates there is not
outlier for estimating.
From the previous observations, the estimation
from a finite MEPED data is possible and flexible
using non-Bayesian approach to estimate parameter á,
reliability function R(t) and hazard function h(t) as
shown from this article. W e also, recommend to use
Bayes estimates under quadratic loss function to
estimate the parameter è especially for large samples.
Furthermore, we recommend non-Bayesian approach to
estimate the parameter è especially for small and
median sample size.
7. Applications: Mixture models play a vital role in
many practical applications. For example, direct
applications of finite mixture models are in fishers
r e s e a r c h , e c o n o m ic s , m e d ic in e , p syc h o l o g y ,
palaeoanthropology, botany, agriculture, zoology, life
testing and reliability, among others. Indirect
applications include outliers, Gaussian sums, cluster
analysis, latent structure models, modeling prior

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

a): Bias of the estimates of á

b): Bias of the estimates of è.

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 J. Appl. Sci. Res., 6(4): 358-376, 2010

c): Bias of the estimates of R(t).

d): Bias of the estimates of h(t).

Fig. 3: Boxplot of the bias of the estimates.

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 J. Appl. Sci. Res., 6(4): 358-376, 2010
densities, empirical Bayes method and nonparametric
(kernel) density estimation. In many applications, the
available data can be considered as data coming from
a mixture population of two or more distributions. This
idea enable us to mix statistical distributions to get a
new distribution carrying the properties of its
components. For example, a mixture of two gamma
distributions applied to rheumatoid arthritis was
discussed by Masuyama (1977).
ACKNOW LEDGM ENTS
I would like to thank the Deanship of Scientific
Research of King Abdulaziz University for their
supported to the researcher. Also, I would like to thank
Prof. Dr. Shawky Ahmed for his consultant and helpful
comments which improved the presentation of the
paper.
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