arXiv subjects

Malwane M. A. Ananda

Publications and source records attributed to Malwane M. A. Ananda.

6 recordsLinked to original sources

arXiv2026

A Novel Exact Inference Approach for Log-Logistic Reliability Functions with Applications to Time-to-Event Data

Log-logistic distribution is a flexible distribution that can model a wide range of failure patterns in the field of electrical, electronic and mechanical engineering and is often used in reliability inference. However, the inference of the parameters and reliability function of the log-logistic distribution can be challenging, especially in small sample scenarios. In this paper, we propose a new inference framework based on the least squares estimator-based generalized pivotal quantities (LSE-GPQ) for the parameters and reliability functions of the log-logistic distribution, which can provide better coverage in small sample scenarios. We will compare the performance of our proposed method with traditional methods such as the MLE and parametric bootstrapping through simulation studies and real data applications.

stat.ME↗

arXiv2026

Inference on Survival Reliability with Type-I Censored Weibull data

Reliability inference based on parametric distributions is an important problem in electrical and mechanical engineering. Most existing methods rely on approximations or bootstrap procedures, which may not perform satisfactorily when data are censored or sample sizes are small. Hence, there is an urgent need to develop exact inference approaches for these situations. This article introduces a new approach for deriving exact parametric tests and confidence intervals for distributions such as the lognormal, loglogistic, and Weibull. We revisit several issues in classical reliability analysis based on the survival function. Because lifetime data are often censored in practice, the proposed approach is designed for such settings. We illustrate the method using the Weibull distribution and expect it to be applicable to other widely used lifetime distributions such as the loglogistic distribution. Our Simulation study show that the new approach provides better performance than existing methods when handling complete data and type-I censored data. Two numerical examples are provided to demonstrate the application of the proposed method. The proposed method is expected to be widely applicable in reliability engineering and survival analysis, offering a robust alternative to existing methods, particularly in scenarios involving censored data and small sample sizes.

stat.ME↗

arXiv2023

The application of accumulation tests in Peaks-Over-Threshold modeling with Norwegian Fire insurance Data

Modeling excess remains to be an important topic in insurance data modeling. Among the alternatives of modeling excess, the Peaks Over Threshold (POT) framework with Generalized Pareto distribution (GPD) is regarded as an efficient approach due to its flexibility. However, the selection of an appropriate threshold for such framework is a major difficulty. To address such difficulty, we applied several accumulation tests along with Anderson-Darling test to determine an optimal threshold. Based on the selected thresholds, the fitted GPD with the estimated quantiles can be found. We applied the procedure to the well-known Norwegian Fire Insurance data and constructed the confidence intervals for the Value-at-Risks (VaR). The accumulation test approach provides satisfactory performance in modeling the high quantiles of Norwegian Fire Insurance data compared to the previous graphical methods.

stat.AP↗

arXiv2023

Novel Discrete Composite Distributions with Applications to Infectious Disease Data

It was observed that the number of cases and deaths for infectious diseases were associated with heavy-tailed power law distributions such as the Pareto distribution. While Pareto distribution was widely used to model the cases and deaths of infectious diseases, a major limitation of Pareto distribution is that it can only fit a given data set beyond a certain threshold. Thus, it can only model part of the data set. Thus, we proposed some novel discrete composite distributions with Pareto tails to fit the real infectious disease data. To provide necessary statistical inference for the tail behavior of the data, we developed a hypothesis testing procedure to test the tail index parameter. COVID-19 reported cases in Singapore and monkeypox reported cases in France were analyzed to evaluate the performance of the newly created distributions. The results from the analysis suggested that the discrete composite distributions could demonstrate competitive performance compared to the commonly used discrete distributions. Furthermore, the analysis of the tail index parameter can provide great insights into preventing and controlling infectious diseases.

stat.ME↗

arXiv2022

A Generalized Family of Exponentiated Composite Distributions

In this paper, we propose a new class of distributions by exponentiating the random variables associated with the probability density functions of composite distributions. We also derive some mathematical properties of this new class of distributions including the moments and the limited moments. Specifically, two special models in this family are discussed. Two real data sets were chosen to assess the performance of these two special exponentiated composite models. When fitting to these two data sets, theses two special exponentiated composite distributions demonstrate significantly better performance compared to the original composite distributions.

stat.ME↗

arXiv2022

Analyzing insurance data with an exponentiated composite Inverse-Gamma Pareto model

Exponentiated models have been widely used in modeling various types of data such as survival data and insurance claims data. However, the exponentiated composite distribution models have not been explored yet. In this paper, we introduce an improvement of the one-parameter Inverse Gamma-Pareto composite model by exponentiating the random variable associated with the one-parameter Inverse Gamma-Pareto composite distribution function. The goodness-of-fit of the exponentiated Inverse Gamma-Pareto was assessed using three different insurance data sets. The two-parameter exponentiated Inverse Gamma-Pareto model outperforms the one-parameter Inverse Gamma-Pareto model in terms of goodness-of-fit measures for all datasets. In addition, the proposed exponentiated composite Inverse Gamma-Pareto model provides a very good fit with some well-known insurance datasets.

stat.ME↗