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Article

TL-Moments for Type-I Censored Data with an Application to the Weibull Distribution

by
Hager A. Ibrahim
1,*,
Mahmoud Riad Mahmoud
2,
Fatma A. Khalil
1 and
Ghada A. El-Kelany
1
1
Department of Statistics, Faculty of Commerce, Al-Azhar University (Girls’ Branch), Cairo, Egypt
2
Department of Mathematical Statistics, Institute of Statistics Studies and Research, Cairo University, Giza, Egypt
*
Author to whom correspondence should be addressed.
Math. Comput. Appl. 2018, 23(3), 47; https://doi.org/10.3390/mca23030047
Submission received: 31 July 2018 / Revised: 30 August 2018 / Accepted: 6 September 2018 / Published: 9 September 2018

Abstract

:
This paper aims to provide an adaptation of the trimmed L (TL)-moments method to censored data. The present study concentrates on Type-I censored data. The idea of using TL-moments with censored data may seem conflicting. However, our perspective is that we can use data censored from one side and trimmed from the other side. This study is applied to estimate the two unknown parameters of the Weibull distribution. The suggested point is compared with direct L-moments and maximum likelihood (ML) methods. A Monte Carlo simulation study is carried out to compare these methods in terms of estimate average, root of mean square error (RMSE), and relative absolute biases (RABs).

1. Introduction

In the past fifty years, there has been great attention given to the use of unconventional estimation methods in the theory of estimation in addition to the classical methods. Classical estimation methods (e.g., method of moments, method of least squares, and maximum likelihood method) work well in cases where the distribution is exponential. However, in some applications, the data may contain some extreme observations, which can greatly influence the values of the estimator. Therefore, if there is a concern about outliers, one should use a robust method of estimation that has been developed to reduce the influence of outliers on the final estimates. Using a robust estimation techniques for estimating unknown parameters has great importance for investigators in many fields, such as in industrial, medical, and occasionally in business applications. In recent decades, much of the work on dealing with outliers has been focused on robust estimation methods (e.g., [1]).
The L-moments method has been noticed as an appealing alternative to the conventional moments method [2]. To avoid the effect of outliers, Elamir and Seheult [3] introduced an alternative robust approach of L-moments which they called trimmed L-moments (TL-moments). TL-moments have some advantages over L-moments and the method of moments. TL-moments exist whether or not the mean exists (e.g., the Cauchy distribution), and they are more robust to the presence of outliers.
The idea of TL-moments is that the expected value E ( X r k : r ) is replaced with the expected value E ( X r + t 1 k : r + t 1 + t 2 ) . Thus, for each r, we increase the sample size of a random sample from the original r to r + t 1 + t 2 , working only with the expected values of these r modified order statistics X t 1 + 1 : r + t 1 + t 2 , X t 1 + 2 : r + t 1 + t 2 , , X t 1 + r : r + t 1 + t 2 by trimming the smallest t 1 and largest t 2 from the conceptual random sample. This modification is called the rth trimmed L-moment (TL-moment) and marked as λ r ( t 1 , t 2 ) .
The TL-moment of the rth order of the random variable X is defined as:
λ r ( t 1 , t 2 ) = 1 r k = 0 r 1 ( 1 ) k r 1 k E ( X r + t 1 k : r + t 1 + t 2 ) , r = 1 , 2 , .
The expectation of the order statistics are given by:
E ( X i : r ) = r ! ( i 1 ) ! ( r i ) ! 0 1 u i 1 ( 1 u ) r i q ( u ) d u .
Its basic idea for the method of expectation is to take the expected values of some functions of the random variable of interest and extend them to a sample and equate the corresponding results and solve for the unknown parameters.
This paper is concerned with comparing the performance of three estimating methods—namely, TL-moments, direct L-moments, and maximum likelihood (ML)—with Type-I censored data. It is straightforward to adapt the methods for Type-II censored data. This study is applied to the estimation of the two unknown parameters of the Weibull distribution by a quantile function that takes the form:
q ( u ) = a [ log ( 1 u ) ] 1 b , 0 u 1 .
This article is organized as follows: TL-moments for censored data, in the general case, are introduced in Section 2. TL-moments for the Weibull distribution are presented in Section 3. A simulation study and real data analysis are presented in Section 4 and Section 5, respectively. Concluding remarks are presented in Section 6.

2. TL-Moments for Censored Data

For the analysis of censored samples, Wang [4,5,6] introduced the concept of partial probability-weighted moments (PPWMs). Hosking [7] defined two variants of L-moments, which he used with right-censored data. Zafirakou-Koulouris et al. [8] extended the applicability of L-moments to left-censored data. Mahmoud et al. [9] introduced two variants of what they termed the method of direct L-moments, and used them of right- and left-censored data from the Kumaraswamy distribution.
The aim of this section is to introduce an adaptation of the TL-moments method to censored data. In fact, the idea of using TL-moments with censored data may seem to be conflicting, but the idea is that we may use data censored from one side and trimmed from the other side.

2.1. Right Censoring for Left Trim

Let x 1 , x 2 , , x n be a Type-I censored random sample of size n from a population with distribution function F ( x ) and quantile function q ( u ) . From the formula of TL-moments (1), we know that TL-moments are defined as:
λ r ( t 1 , t 2 ) = ( r + t 1 + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! ( t 2 + k ) ! r 1 k 0 1 u r + t 1 k 1 ( 1 u ) t 2 + k q ( u ) d u .
We suppose a left trim t 1 (i.e., t 2 = 0 ). From Formula (3), we get
λ r ( t 1 , 0 ) = ( r + t 1 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k 0 1 u r + t 1 k 1 ( 1 u ) k q ( u ) d u .
In this case, let the censoring time T satisfy F ( T ) = c and c be the fraction of observed data. The random sample takes the form x t 1 + 1 , x t 1 + 2 , , x n .
x 1 : n x 2 : n x t 1 : n t 1 ( trimmed ) x t 1 + 1 : n x t 1 + 2 : n x m : n m ( observed ) T x m + 1 : n x n 1 : n x n : n n t 1 m ( censored )

2.1.1. TL-Moments for Right Censoring (Type-AT)

The quantile function of Type-AT TL-moments is
y A ( u ) = q ( u c ) , 0 < u < 1 .
Substitution into Equation (4) leads to the Type-AT TL-moments where:
μ r A ( t 1 , 0 ) = ( r + t 1 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k 0 1 u r + t 1 k 1 ( 1 u ) k y A ( u ) d u = ( r + t 1 ) ! r c r + t 1 k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k 0 c u r + t 1 k 1 ( c u ) k q ( u ) d u .
When we suppose that the value of the smallest trim is equal to one (i.e., t 1 = 1 ), from (6), we get:
μ r A ( 1 , 0 ) = ( r + 1 ) ! r c r + 1 k = 0 r 1 ( 1 ) k ( r k ) ! k ! r 1 k 0 c u r k ( c u ) k q ( u ) d u .
In this case, the first four Type-AT TL-moments are given by the following:
μ 1 A ( 1 , 0 ) = 2 c 2 0 c u q ( u ) d u ,
μ 2 A ( 1 , 0 ) = 3 c 3 1 2 0 c u 2 q ( u ) d u 0 c u ( c u ) q ( u ) d u ,
μ 3 A ( 1 , 0 ) = 4 c 4 1 3 0 c u 3 q ( u ) d u 2 0 c u 2 ( c u ) q ( u ) d u + 0 c u ( c u ) 2 q ( u ) d u ,
μ 4 A ( 1 , 0 ) = 5 c 5 1 4 0 c u 4 q ( u ) d u 3 0 c u 3 ( c u ) q ( u ) d u + 9 2 0 c u 2 ( c u ) 2 q ( u ) d u 0 c u ( c u ) 3 q ( u ) d u .
When we suppose that the value of the smallest trim is equal to two (i.e., t 1 = 2 ), from (6), we get:
μ r A ( 2 , 0 ) = ( r + 2 ) ! r c r + 2 k = 0 r 1 ( 1 ) k ( r k + 1 ) ! k ! r 1 k 0 c u r k + 1 ( c u ) k q ( u ) d u .
Substituting r = 1 , 2 , 3 , 4 in Equation (9), we get the first four Type-AT TL-moments:
μ 1 A ( 2 , 0 ) = 3 c 3 0 c u 2 q ( u ) d u ,
μ 2 A ( 2 , 0 ) = 4 2 c 4 0 c u 3 q ( u ) d u 3 0 c u 2 ( c u ) q ( u ) d u ,
μ 3 A ( 2 , 0 ) = 5 3 c 5 0 c u 4 q ( u ) d u 8 0 c u 3 ( c u ) q ( u ) d u + 6 0 c u 2 ( c u ) 2 q ( u ) d u ,
μ 4 A ( 2 , 0 ) = 6 4 c 6 0 c u 5 q ( u ) d u 15 0 c u 4 ( c u ) q ( u ) d u + 30 0 c u 3 ( c u ) 2 q ( u ) d u 10 0 c u 2 ( c u ) 3 q ( u ) d u .
Using the method of expectations, Type-AT TL-moments estimators are given by:
M r A ( t 1 , 0 ) = 1 r m r + t 1 i = t 1 + 1 m k = 0 r 1 ( 1 ) k r 1 k i 1 r + t 1 k 1 m i k X i : n .

2.1.2. TL-Moments for Right Censoring (Type-BT)

The quantile function of Type-BT TL-moments is
y B ( u ) = q ( u ) , 0 < u < c , q ( c ) , c u < 1 .
Substitution into the formula of left trimming in (4), the Type-BT TL-moments are given by
μ r B ( t 1 , 0 ) = ( r + t 1 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k 0 1 u r + t 1 k 1 ( 1 u ) k y B ( u ) d u = ( r + t 1 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k 0 c u r + t 1 k 1 ( 1 u ) k q ( u ) d u + q ( c ) c 1 u r + t 1 k 1 ( 1 u ) k d u .
Using the results in (A9), the second integration can be written as:
μ r B ( t 1 , 0 ) = ( r + t 1 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k β c ( r + t 1 k , k + 1 ) q ( c ) + 0 c u r + t 1 k 1 ( 1 u ) k q ( u ) d u ,
where β c ( a , b ) is the upper incomplete beta function.
When we suppose the value of smallest trim is equal to one (i.e., t 1 = 1 ), from (12), we get:
μ r B ( 1 , 0 ) = ( r + 1 ) ! r k = 0 r 1 ( 1 ) k ( r k ) ! k ! r 1 k β c ( r k + 1 , k + 1 ) q ( c ) + 0 c u r k ( 1 u ) k q ( u ) d u .
In this case, the first four TL-moments for Type-BT right censoring are calculated as follows:
μ 1 B ( 1 , 0 ) = ( 1 c 2 ) q ( c ) + 2 0 c u q ( u ) d u ,
μ 2 B ( 1 , 0 ) = 3 β c ( 2 , 2 ) c 3 2 q ( c ) + 3 2 0 c u 2 q ( u ) d u 3 0 c u ( 1 u ) q ( u ) d u ,
μ 3 B ( 1 , 0 ) = 8 β c ( 3 , 2 ) 4 β c ( 2 , 3 ) c 4 3 q ( c ) + 4 3 0 c u 3 q ( u ) d u 8 0 c u 2 ( 1 u ) q ( u ) d u + 4 0 c u ( 1 u ) 2 q ( u ) d u ,
μ 4 B ( 1 , 0 ) = 15 β c ( 4 , 2 ) 45 2 β c ( 3 , 3 ) + 5 β c ( 2 , 4 ) c 5 4 q ( c ) + 5 4 0 c u 4 q ( u ) d u 15 0 c u 3 ( 1 u ) q ( u ) d u + 45 2 0 c u 2 ( 1 u ) 2 q ( u ) d u 5 0 c u ( 1 u ) 3 q ( u ) d u ] .
When we suppose that the value of the smallest trim is equal to two (i.e., t 1 = 2 ), from (12), we get
μ r B ( 2 , 0 ) = ( r + 2 ) ! r k = 0 r 1 ( 1 ) k ( r k + 1 ) ! k ! r 1 k β c ( r k + 2 , k + 1 ) q ( c ) + 0 c q ( u ) u r k + 1 ( 1 u ) k d u .
In this case, the first four TL-moments for Type-BT right censoring are calculated as follows:
μ 1 B ( 2 , 0 ) = ( 1 c 3 ) q ( c ) + 3 0 c u 2 q ( u ) d u ,
μ 2 B ( 2 , 0 ) = 6 β c ( 3 , 2 ) c 4 2 q ( c ) + 2 0 c u 3 q ( u ) d u 3 0 c u 2 ( 1 u ) q ( u ) d u ,
μ 3 B ( 2 , 0 ) = 40 3 β c ( 4 , 2 ) 10 β c ( 3 , 3 ) c 5 3 q ( c ) + 5 3 0 c u 4 q ( u ) d u 8 0 c u 3 ( 1 u ) q ( u ) d u + 6 0 c u 2 ( 1 u ) 2 q ( u ) d u ,
μ 4 B ( 2 , 0 ) = 45 2 β c ( 5 , 2 ) 45 β c ( 4 , 3 ) + 15 β c ( 3 , 4 ) c 6 4 q ( c ) + 3 2 0 c u 5 q ( u ) d u 15 0 c u 4 ( 1 u ) q ( u ) d u + 30 0 c u 3 ( 1 u ) 2 q ( u ) d u 10 0 c u 2 ( 1 u ) 3 q ( u ) d u ] .
Using the method of expectations, Type-BT TL-moments estimators are given by:
M r B ( t 1 , 0 ) = 1 r n r + t 1 i = t 1 + 1 m k = 0 r 1 ( 1 ) k r 1 k i 1 r + t 1 k 1 n i k X i : n + i = m + 1 n k = 0 r 1 ( 1 ) k r 1 k i 1 r + t 1 k 1 n i k T .

2.2. Left Censoring for Right Trim

Let x 1 , x 2 , , x n be a random sample of size n. We suppose right trim t 2 (i.e., t 1 = 0 ). From Formula (3) we get:
λ r ( 0 , t 2 ) = ( r + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k 0 1 q ( u ) u r k 1 ( 1 u ) k + t 2 d u .
In this case, the random sample becomes of the form x 1 , x 2 , , x n t 2 . Type-I left censoring occurs when the observations below censoring time T are censored:
x 1 : n x 2 : n x m 1 : n s ( censored ) T x m : n x m + 1 : n x n t 2 : n n t 2 s ( observed ) x t 2 : n x t 2 + 1 : n x n : n t 2 ( trimmed ) .
Let censoring time T satisfy F ( T ) = h , where h is the fraction of censored data.

2.2.1. TL-Moments for Left Censoring (Type- A T)

The quantile function of Type- A T TL-moments is:
y A ( u ) = q ( ( 1 h ) u + h ) 0 < u < 1 .
Substitution into (18) leads to the Type- A T TL-moments where:
μ r A ( 0 , t 2 ) = ( r + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k 0 1 y A ( u ) u r k 1 ( 1 u ) k + t 2 d u = ( r + t 2 ) ! r ( 1 h ) r + t 2 k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k h 1 q ( u ) ( u h ) r k 1 ( 1 u ) k + t 2 d u .
When we suppose that the value of the largest trim is equal to one (i.e., t 2 = 1 ), from (19), we get:
μ r A ( 0 , 1 ) = ( r + 1 ) ! r ( 1 h ) r + 1 k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 1 ) ! r 1 k h 1 q ( u ) ( u h ) r k 1 ( 1 u ) k + 1 d u .
In this case, the first four TL-moments for Type- A T left censoring are calculated as follows:
μ 1 A ( 0 , 1 ) = 2 ( 1 h ) 2 h 1 ( 1 u ) q ( u ) d u ,
μ 2 A ( 0 , 1 ) = 3 ( 1 h ) 3 h 1 ( u h ) ( 1 u ) q ( u ) d u 1 2 h 1 ( 1 u ) 2 q ( u ) d u ,
μ 3 A ( 0 , 1 ) = 4 ( 1 h ) 4 h 1 ( u h ) 2 ( 1 u ) q ( u ) d u 2 h 1 ( u h ) ( 1 u ) 2 q ( u ) d u + 1 3 h 1 ( 1 u ) 3 q ( u ) d u ,
μ 4 A ( 0 , 1 ) = 5 ( 1 h ) 5 h 1 ( u h ) 3 ( 1 u ) q ( u ) d u 9 2 h 1 ( u h ) 2 ( 1 u ) 2 q ( u ) d u + 3 h 1 ( u h ) ( 1 u ) 3 q ( u ) d u 1 4 h 1 ( 1 u ) 4 q ( u ) d u .
When we suppose that the value of the largest trim is equal to two (i.e., t 2 = 2 ), from (19), we get:
μ r A ( 0 , 2 ) = ( r + 2 ) ! r ( 1 h ) r + 2 k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 2 ) ! r 1 k h 1 q ( u ) ( u h ) r k 1 ( 1 u ) k + 2 d u .
In this case, the first four TL-moments for Type- A T left censoring are calculated as follows:
μ 1 A ( 0 , 2 ) = 3 ( 1 h ) 3 h 1 ( 1 u ) 2 q ( u ) d u ,
μ 2 A ( 0 , 2 ) = 4 2 ( 1 h ) 4 3 h 1 ( u h ) ( 1 u ) 2 q ( u ) d u h 1 ( 1 u ) 3 q ( u ) d u ,
μ 3 A ( 0 , 2 ) = 5 3 ( 1 h ) 5 6 h 1 ( u h ) 2 ( 1 u ) 2 q ( u ) d u 8 h 1 ( u h ) ( 1 u ) 3 q ( u ) d u + h 1 ( 1 u ) 4 q ( u ) d u ,
μ 4 A ( 0 , 2 ) = 6 4 ( 1 h ) 6 10 h 1 ( u h ) 3 ( 1 u ) 2 q ( u ) d u 30 h 1 ( u h ) 2 ( 1 u ) 3 q ( u ) d u + 15 h 1 ( u h ) ( 1 u ) 4 q ( u ) d u h 1 ( 1 u ) 5 q ( u ) d u .
Using the method of expectations, Type- A T TL-moments estimators are given by:
M r A ( 0 , t 2 ) = 1 r n t 2 s r + t 2 i = 1 n t 2 s k = 0 r 1 ( 1 ) k r 1 k i 1 r k 1 n t 2 s i k + t 2 X s + i : n .

2.2.2. TL-Moments for Left Censoring (Type- B T)

The quantile function of Type- B T TL-moments is
y B ( u ) = q ( h ) , 0 < u h , q ( u ) , h < u < 1 .
Substitution into Equation (18) leads to the Type- B T TL-moments where:
μ r B ( 0 , t 2 ) = ( r + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k 0 1 y B ( u ) u r k 1 ( 1 u ) k + t 2 d u = ( r + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k 0 h q ( h ) u r k 1 ( 1 u ) k + t 2 d u + h 1 q ( u ) u r k 1 ( 1 u ) k + t 2 d u .
Using the results in (A8), the first integration can be written as
μ r B ( 0 , t 2 ) = ( r + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k β h ( r k , k + t 2 + 1 ) q ( h ) + h 1 u r k 1 ( 1 u ) k + t 2 q ( u ) d u ,
where β z ( a , b ) is the lower incomplete beta function.
When we suppose the value of largest trim is equal to one (i.e., t 2 = 1 ), from (25), we get:
μ r B ( 0 , 1 ) = ( r + 1 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 1 ) ! r 1 k β h ( r k , k + 2 ) q ( h ) + h 1 u r k 1 ( 1 u ) k + 1 q ( u ) d u .
The first four TL-moments for Type- B T left censoring are calculated as follows:
μ 1 B ( 0 , 1 ) = 1 ( 1 h ) 2 q ( h ) + 2 h 1 ( 1 u ) q ( u ) d u ,
μ 2 B ( 0 , 1 ) = 1 2 ( 1 + ( 1 h ) 3 ) + 3 β h ( 2 , 2 ) q ( h ) + 3 h 1 u ( 1 u ) q ( u ) d u 3 2 h 1 ( 1 u ) 2 q ( u ) d u ,
μ 3 B ( 0 , 1 ) = 1 3 ( 1 ( 1 h ) 4 ) 8 β h ( 2 , 3 ) + 4 β h ( 3 , 2 ) q ( h ) + 4 h 1 u 2 ( 1 u ) q ( u ) d u 8 h 1 u ( 1 u ) 2 q ( u ) d u + 4 3 h 1 ( 1 u ) 3 q ( u ) d u ,
μ 4 B ( 0 , 1 ) = 1 4 ( 1 + ( 1 h ) 5 ) 15 β h ( 2 , 4 ) + 45 2 β h ( 3 , 3 ) + 5 β h ( 4 , 2 ) q ( h ) + 5 h 1 u 3 ( 1 u ) q ( u ) d u 45 2 h 1 u 2 ( 1 u ) 2 q ( u ) d u + 15 h 1 u ( 1 u ) 3 q ( u ) d u 5 4 h 1 ( 1 u ) 4 q ( u ) d u .
When we suppose the value of the largest trim is equal to two (i.e., t 2 = 2 ), from (25), we get
μ r B ( 0 , 2 ) = ( r + 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 2 ) ! r 1 k β h ( r k , k + 3 ) q ( h ) + h 1 q ( u ) u r k 1 ( 1 u ) k + 2 q ( u ) d u .
The first four TL-moments for Type- B T left censoring are calculated as follows:
μ 1 B ( 0 , 2 ) = 1 ( 1 h ) 3 q ( h ) + 3 h 1 ( 1 u ) 2 q ( u ) d u ,
μ 2 B ( 0 , 2 ) = 1 2 ( 1 + ( 1 h ) 4 ) + 6 β h ( 2 , 3 ) q ( h ) + 6 h 1 u ( 1 u ) 2 q ( u ) d u 2 h 1 ( 1 u ) 3 q ( u ) d u ,
μ 3 B ( 0 , 2 ) = 1 3 ( 1 ( 1 h ) 5 ) 40 3 β h ( 2 , 4 ) + 10 β h ( 3 , 3 ) q ( h ) + 10 h 1 u 2 ( 1 u ) 2 q ( u ) d u 40 3 h 1 u ( 1 u ) 3 q ( u ) d u + 5 3 h 1 ( 1 u ) 4 q ( u ) d u ,
μ 4 B ( 0 , 2 ) 1 4 ( 1 + ( 1 h ) 6 ) + 45 2 β h ( 3 , 5 ) 45 β h ( 3 , 4 ) + 15 β h ( 4 , 3 ) q ( h ) + 15 h 1 u 3 ( 1 u ) 2 q ( u ) d u 45 h 1 u 2 ( 1 u ) 3 q ( u ) d u + 45 2 h 1 u ( 1 u ) 4 q ( u ) d u 3 2 h 1 ( 1 u ) 4 q ( u ) d u .
Using the method of expectations, Type- B T TL-moments estimators are given by:
M r B ( 0 , t 2 ) = 1 r n r + t 2 i = 1 s k = 0 r 1 ( 1 ) k r 1 k i 1 r k 1 n i k + t 2 T + i = s + 1 n t 2 k = 0 r 1 ( 1 ) k r 1 k i 1 r k 1 n i k + t 2 X i : n .

3. Application to the Weibull Distribution

In this section, the rth population TL-moments for the Weibull distribution are introduced.

3.1. Right Censoring with Left Trim

  • Type-AT; t 1 = 1
From Equation (6), the rth population Type-AT TL-moments for Type-I right censoring for the Weibull distribution are:
μ r A ( t 1 , 0 ) = a ( r + t 1 ) ! r c r + t 1 k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k 0 c u r + t 1 k 1 ( c u ) k [ log ( 1 u ) ] 1 b d u .
By taking that the value of smallest trim is equal to one ( t 1 = 1 ), from (7) we get:
μ r A ( 1 , 0 ) = a ( r + 1 ) ! r c r + 1 k = 0 r 1 ( 1 ) k ( r k ) ! k ! r 1 k 0 c u r k ( c u ) k [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (8a), the first two Type-AT TL-moments for Type-I right censoring with left trim for the Weibull distribution will be:
μ 1 A ( 1 , 0 ) = 2 a c 2 0 c u [ log ( 1 u ) ] 1 b d u .
Putting z = log ( 1 u ) , this equation becomes:
μ 1 A ( 1 , 0 ) = 2 a c 2 0 log ( 1 c ) ( 1 e z ) z 1 b e z d z = 2 a c 2 0 log ( 1 c ) z 1 b e z d z 0 log ( 1 c ) z 1 b e 2 z d z .
Using the results in (A3), this equation can be written as:
μ 1 A ( 1 , 0 ) = 2 a c 2 γ ( log ( 1 c ) , 1 b + 1 ) 2 ( 1 b + 1 ) γ ( 2 log ( 1 c ) , 1 b + 1 ) ,
where γ ( c , b ) is the lower incomplete gamma function.
Similarly, from Equation (8b), we can also obtain the second Type-AT TL-moments, when t 1 = 1 , for Type-I right censoring for the Weibull distribution as follows:
μ 2 A ( 1 , 0 ) = 3 a c 3 1 2 0 c u 2 [ log ( 1 u ) ] 1 b d u 0 c u ( c u ) [ log ( 1 u ) ] 1 b d u = 3 a c 3 3 2 0 c u 2 [ log ( 1 u ) ] 1 b d u c 0 c u [ log ( 1 u ) ] 1 b d u = 3 a c 3 3 2 0 log ( 1 c ) ( 1 e z ) 2 z 1 b e z d z c 0 log ( 1 c ) ( 1 e z ) z 1 b e z d z = 3 a c 3 3 2 0 log ( 1 c ) ( 1 2 e z + e 2 z ) z 1 b e z d z c 0 log ( 1 c ) ( 1 e z ) z 1 b e z d z = 3 a c 3 ( 3 2 c ) 0 log ( 1 c ) z 1 b e z d z ( 3 c ) 0 log ( 1 c ) z 1 b e 2 z d z + 3 2 0 log ( 1 c ) z 1 b e 3 z d z = 3 a c 3 ( 3 2 c ) γ ( log ( 1 c ) , 1 b + 1 ) ( 3 c ) 2 ( 1 b + 1 ) γ ( 2 log ( 1 c ) , 1 b + 1 ) + 3 1 b 2 γ ( 3 log ( 1 c ) , 1 b + 1 ) .
  • Type-AT; t 1 = 2
When we suppose that the value of the smallest trim is equal to two (i.e., t 1 = 2 ), from (9), we get:
μ r A ( 2 , 0 ) = a ( r + 2 ) ! r c r + 2 k = 0 r 1 ( 1 ) k ( r k + 1 ) ! k ! r 1 k 0 c u r k + 1 ( c u ) k [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (35), the first two Type-AT TL-moments for Type-I right censoring with left trim for Weibull distribution will be:
μ 1 A ( 2 , 0 ) = 3 a c 3 γ ( log ( 1 c ) , 1 b + 1 ) 2 1 b γ ( 2 log ( 1 c ) , 1 b + 1 ) + 3 ( 1 b + 1 ) γ ( 3 log ( 1 c ) , 1 b + 1 ) ,
and,
μ 2 A ( 2 , 0 ) = 2 a c 4 ( 4 3 c ) γ ( log ( 1 c ) , 1 b + 1 ) 2 1 b ( 6 3 c ) γ ( 2 log ( 1 c ) , 1 b + 1 ) + 3 1 b ( 4 c ) γ ( 3 log ( 1 c ) , 1 b + 1 ) 4 1 b γ ( 4 log ( 1 c ) , 1 b + 1 ) .
  • Type-BT; t 1 = 1
From Equation (12), the rth population Type-BT TL-moments for Type-I right censoring for the Weibull distribution are:
μ r B ( t 1 , 0 ) = a ( r + t 1 ) ! r k = 0 r 1 ( 1 ) k ( r + t 1 k 1 ) ! k ! r 1 k β c ( r + t 1 k , k + 1 ) [ log ( 1 c ) ] 1 b + 0 c u r + t 1 k 1 ( 1 u ) k [ log ( 1 u ) ] 1 b d u .
By taking that the value of the smallest trim is equal to one ( t 1 = 1 ), from (13) we get:
μ r B ( 1 , 0 ) = a ( r + 1 ) ! r k = 0 r 1 ( 1 ) k ( r k ) ! k ! r 1 k β c ( r k + 1 , k + 1 ) [ log ( 1 c ) ] 1 b + 0 c u r k ( 1 u ) k [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (39), the first two Type-BT TL-moments for Type-I right censoring with left trim for Weibull distribution will be:
μ 1 B ( 1 , 0 ) = 2 a 1 2 ( 1 c 2 ) [ log ( 1 c ) ] 1 b + γ ( log ( 1 c ) , 1 b + 1 ) 2 ( 1 b + 1 ) γ ( 2 log ( 1 c ) , 1 b + 1 ) ,
and,
μ 2 B ( 1 , 0 ) = 3 a 1 2 ( c 2 c 3 ) [ log ( 1 c ) ] 1 b + 1 2 γ ( log ( 1 c ) , 1 b + 1 ) 2 1 b γ ( 2 log ( 1 c ) , 1 b + 1 ) + 3 1 b 2 γ ( 3 log ( 1 c ) , 1 b + 1 ) .
  • Type-BT; t 1 = 2
When we suppose that the value of the smallest trim is equal to two (i.e., t 1 = 2 ), from (15), we get:
μ r B ( 2 , 0 ) = a ( r + 2 ) ! r k = 0 r 1 ( 1 ) k ( r k + 1 ) ! k ! r 1 k β c ( r k + 2 , k + 1 ) [ log ( 1 c ) ] 1 b + 0 c u r k + 1 ( 1 u ) k [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (42), the first two Type-BT TL-moments for Type-I right censoring with left trim for Weibull distribution will be:
μ 1 B ( 2 , 0 ) = 3 a 1 c 3 3 [ log ( 1 c ) ] 1 b + γ ( log ( 1 c ) , 1 b + 1 ) 2 1 b γ ( 2 log ( 1 c ) , 1 b + 1 ) + 3 ( 1 b + 1 ) γ ( 3 log ( 1 c ) , 1 b + 1 ) ,
and,
μ 2 B ( 2 , 0 ) = 2 a ( 3 β c ( 3 , 2 ) c 4 4 ) [ log ( 1 c ) ] 1 b + γ ( log ( 1 c ) , 1 b + 1 ) 3 2 1 b γ ( 2 log ( 1 c ) , 1 b + 1 ) + 3 1 1 b γ ( 3 log ( 1 c ) , 1 b + 1 ) 4 1 b γ ( 4 log ( 1 c ) , 1 b + 1 ) .

3.2. Left Censoring with Right Trim

  • Type-A’T; t 2 = 1
From Equation (19), the rth population Type- A T TL-moments for Type-I left censoring for the Weibull distribution are:
μ r A ( 0 , t 2 ) = a ( r + t 2 ) ! r ( 1 h ) r + t 2 k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k h 1 [ log ( 1 u ) ] 1 b ( u h ) r k 1 ( 1 u ) k + t 2 d u .
When we suppose that the value of the largest trim is equal to one (i.e., t 2 = 1 ), from (20), we get:
μ 1 A ( 0 , 1 ) = a ( r + 1 ) ! r ( 1 h ) r + 1 k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 1 ) ! r 1 k h 1 ( u h ) r k 1 ( 1 u ) k + 1 [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (46), the first two Type- A T TL-moments for Type-I left censoring with right trim for Weibull distribution will be:
μ 1 A ( 0 , 1 ) = 2 1 b a ( 1 h ) 2 Γ ( 2 log ( 1 h ) , 1 b + 1 ) ,
and,
μ 2 A ( 0 , 1 ) = 3 a 2 ( 1 h ) 3 ( 1 h ) 2 1 b Γ ( 2 log ( 1 h ) , 1 b + 1 ) 3 1 b Γ ( 3 log ( 1 h ) , 1 b + 1 ) .
  • Type- A T; t 2 = 2
When we suppose that the value of the largest trim is equal to two (i.e., t 2 = 2 ), from (22), we get:
μ r A ( 0 , 2 ) = a ( r + 2 ) ! r ( 1 h ) r + 2 k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 2 ) ! r 1 k h 1 ( u h ) r k 1 ( 1 u ) k + 2 [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (49), the first two Type- A T TL-moments for Type-I left censoring with right trim for Weibull distribution will be:
μ 1 A ( 0 , 2 ) = 3 a ( 1 h ) 3 Γ ( 3 log ( 1 h ) , 1 b + 1 ) ,
and,
μ 2 A ( 0 , 1 ) = 2 a ( 1 h ) 4 3 1 b ( 1 h ) Γ ( 3 log ( 1 h ) , 1 b + 1 ) 4 1 b Γ ( 4 log ( 1 h ) , 1 b + 1 ) .
  • Type- B T; t 2 = 1
From Equation (25), the rth population Type- B T TL-moments for Type-I left censoring for the Weibull distribution are:
μ r B ( 0 , t 2 ) = a ( r + t 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + t 2 ) ! r 1 k β h ( r k , k + t 2 + 1 ) [ log ( 1 h ) ] 1 b + h 1 u r k 1 ( 1 u ) k + t 2 [ log ( 1 u ) ] 1 b d u .
When we suppose the value of largest trim is equal to one (i.e., t 2 = 1 ), from (26), we get:
μ r B ( 0 , 1 ) = a ( r + 1 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 1 ) ! r 1 k β h ( r k , k + 2 ) [ log ( 1 h ) ] 1 b + h 1 u r k 1 ( 1 u ) k + 1 [ log ( 1 u ) ] 1 b d u .
Substituting r = 1 , 2 in Equation (53), the first two Type- B T TL-moments for Type-I left censoring with right trim for Weibull distribution will be:
μ 1 B ( 0 , 1 ) = a 1 ( 1 h ) 2 [ log ( 1 h ) ] 1 b + 2 1 b a Γ ( 2 log ( 1 c ) , 1 b + 1 ) ,
and,
μ 2 B ( 0 , 1 ) = 3 a 1 6 ( 1 + ( 1 h ) 3 ) + β h ( 2 , 2 ) [ log ( 1 h ) ] 1 b + 2 ( 1 b + 1 ) Γ ( 2 log ( 1 h ) , 1 b + 1 ) 3 1 b 2 Γ ( 3 log ( 1 h ) , 1 b + 1 ) .
  • Type- B T; t 2 = 2
When we suppose that the value of the largest trim is equal to two (i.e., t 2 = 2 ), from (28), we get:
μ r B ( 0 , 2 ) = a ( r + 2 ) ! r k = 0 r 1 ( 1 ) k ( r k 1 ) ! ( k + 2 ) ! r 1 k [ β h ( r k , k + 3 ) [ log ( 1 h ) ] 1 b + h 1 [ log ( 1 u ) ] 1 b u r k 1 ( 1 u ) k + 2 d u ] .
Substituting r = 1 , 2 in Equation (56), the first two Type- B T TL-moments for Type-I left censoring with right trim for Weibull distribution will be:
μ 1 B ( 2 , 0 ) = 3 a 1 3 1 ( 1 h ) 3 [ log ( 1 h ) ] 1 b + 3 ( 1 b + 1 ) Γ ( 3 log ( 1 h ) , 1 b + 1 ) ,
and,
μ 2 B ( 0 , 1 ) = 2 a 1 4 ( 1 + ( 1 h ) 4 ) + 3 β h ( 2 , 3 ) [ log ( 1 h ) ] 1 b + 3 1 b Γ ( 3 log ( 1 h ) , 1 b + 1 ) 4 1 b Γ ( 4 log ( 1 h ) , 1 b + 1 ) .

4. Simulation Study

This section is devoted to illustrating the effect of an adaptation of the TL-moments method to censored data in the estimation process using a comparative numerical study. We will estimate the two unknown parameters of the Weibull distribution using TL-moments, direct L-moments, and ML methods given both right and left Type-I censored data. In this study we used the TL-moments by trimming one and two data from the right and also from the left. A comparative numerical study was carried out among the three methods based on estimate average, root of mean square error (RMSE) and relative absolute biases (RABs). The technical computing system Mathematica-10 was used to carry out this necessary computation. The steps of this numerical study are given as follows:
  • Generate random sample size n (25, 50, and 100) from the Weibull distribution with parameters ( a , b ) , take these initial values ( 0.5 , 5 ) , ( 2 , 4 ) , and ( 0.2 , 0.8 ) .
  • The generated data is ordered.
  • Determine the level of censoring, take c = 10 % and c = 30 % .
  • Use TL-moments, direct L-moments, and ML estimators formulas mentioned in (11), (17), (24) and (30), respectively, and equate them with the corresponding theoretical moments to get a and b estimates by solving these equations iteratively.
  • Repeat the simulation process 5000 times.
  • Calculate means, root of mean square error (RMSE), and relative absolute biases (RABs) for each sample size used and parameter values considered.
The simulation results are reported in Table 1, Table 2, Table 3, Table 4, Table 5 and Table 6.

5. Real Data Analysis

The following is the life distribution (in units of 100) of 20 electronic tubes:
0.1415, 0.5937, 2.3467, 3.1356, 3.5681, 0.3484, 1.1045, 2.4651, 3.2259, 3.7287, 0.3994, 1.7323, 2.6155, 3.4177, 9.2817, 0.4174, 1.8348, 2.7425, 3.5551, 9.3208.
The data are taken from [10]. Table 7 shows ML, Direct L-moments and TL-moments estimates for two parameters of the Wiebull distribution for the real data based on Type-I censored data.

6. Results and Conclusions

The simulations show that when the data contained outliers the TL-moments gave better estimates compared to direct L-moments and ML methods. The tables show the results of various simulation studies to assess the effect of the adaptation of the TL-moments method to censored data. Note that the RMSE and RAB fluctuated with small variations because the estimates of the parameters a and b had negative but small covariance. In all cases, results performed better when n gets larger.

Author Contributions

Methodology, H.A.I., M.R.M., F.A.K. and G.A.E.-K.

Conflicts of Interest

The authors declare no conflict of interest.

Appendix A

The formal definition of the gamma function takes the following form:
α b Γ ( b ) = 0 x b 1 e α x d x ; α > 0 ,
putting y = e α x , this form becomes:
0 1 ( log ( y ) ) b 1 d y = Γ ( b ) .
Additionally, the lower incomplete gamma function is:
α b γ ( α c , b ) = 0 c x b 1 e α x d x .
It can be shown that
0 c ( log ( y ) ) b 1 d y = γ ( c , b ) .
The upper incomplete gamma function is:
α b Γ ( α c , b ) = c x b 1 e α x d x ,
and it can be shown that
c ( log ( y ) ) b 1 d y = Γ ( c , b ) .
The formal definition of the beta function takes the following form:
β ( a , b ) = 0 1 t a 1 ( 1 t ) b 1 d t .
The lower incomplete beta function is:
β c ( a , b ) = 0 c t a 1 ( 1 t ) b 1 d t .
The upper incomplete beta function is:
β c ( a , b ) = c 1 t a 1 ( 1 t ) b 1 d t .

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Table 1. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on left censoring (a = 0.5 and b = 5) in the presence of outliers.
Table 1. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on left censoring (a = 0.5 and b = 5) in the presence of outliers.
Type (A)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.56130.56200.00750.50750.51000.00011.40301.40472.58761.24731.25422.8165
AD0.56030.56100.02910.49160.49400.00011.86381.87720.07861.47233.22852.4888
AT10.50360.50370.00000.50380.50400.00005.07805.13290.00124.98235.05410.0000
AT20.50030.50050.00000.50170.50190.00005.27385.35250.01495.28345.38440.0160
50ML0.53640.53670.00260.49140.49200.00011.54421.54542.38841.39011.39202.6062
AD0.53990.54020.00310.49390.49470.00002.34842.35921.40611.79711.80962.0517
AT10.50190.50200.00000.50200.50220.00005.01425.04420.00004.99525.03750.0000
AT20.49990.50000.00000.50080.50090.00005.13095.17140.00345.17465.23360.0060
100ML0.50380.51710.00000.47990.48020.00081.75781.75882.10221.59821.59922.3143
AD0.52230.52240.00100.49660.49680.00003.08623.09350.73252.47672.48481.2733
AT10.50130.50130.00000.50100.50110.00005.00415.02030.00004.95514.97400.0004
AT20.50030.50040.00000.50040.50050.00005.05715.07880.00065.03395.05760.0002
Type (B)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.56130.56200.00750.50750.51000.00011.40301.40472.58761.24731.25422.8165
BD0.59080.59120.01650.56330.56410.00802.29172.30301.46681.92791.94441.8874
BT10.51020.51040.00020.50930.50950.00014.76254.82420.01124.57234.64490.0365
BT20.50560.50590.00000.50440.50470.00005.02955.12290.00015.09615.20760.0018
50ML0.53640.53670.00260.49140.49200.00011.54421.54542.38841.39011.39202.6062
BD0.55850.55870.00680.54050.54090.00322.81242.82190.95712.41552.42891.3358
BT10.50500.50510.00000.50440.50460.00004.89924.93390.00204.81124.86070.0071
BT20.50270.50290.00000.50230.50250.00005.03935.08970.00035.06665.13930.0008
100ML0.50380.51710.00000.47990.48020.00081.75781.75882.10221.59821.59922.3143
BD0.53150.53150.00190.52170.52180.00093.51393.52090.44163.11743.12550.7088
BT10.50250.50260.00000.50190.50200.00004.95484.97390.00044.87744.89870.0030
BT20.50180.50190.00000.50120.50130.00005.00345.03030.00004.96614.99620.0002
Table 2. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on left censoring (a = 2 and b = 4) in the presence of outliers.
Table 2. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on left censoring (a = 2 and b = 4) in the presence of outliers.
Type (A)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML2.2732.2790.0371.9281.9360.0021.3511.3551.7531.1251.1282.065
AD2.2812.2840.0391.7941.8080.0211.7221.7441.2970.9102.1042.386
AT12.0182.0200.0002.0172.0180.0004.0464.0910.0003.9804.0410.000
AT22.0012.0030.0002.0102.0120.0004.1864.2500.0084.2894.3790.021
50ML2.1672.1680.0141.7485.5291.5281.4831.4841.5831.0051.3362.242
AD2.1802.1810.0161.8461.8520.0112.0162.1680.9831.0912.0152.114
AT12.0082.0090.0002.0092.0100.0004.0164.0390.0003.9754.0140.000
AT21.9981.9990.0002.0052.0060.0004.0954.1280.0024.1414.1940.004
100ML2.0832.0840.0031.8531.8540.0101.6761.6771.3491.4491.4501.626
AD2.1042.1040.0051.9131.9140.0032.6932.6990.4261.9661.9741.033
AT12.0052.0050.0002.0042.0040.0004.0184.0290.0003.9864.0040.000
AT22.0002.0010.0002.0022.0020.0004.0574.0720.0004.0604.0840.000
Type (B)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML2.2732.2790.0371.9281.9360.0021.3511.3551.7531.1251.1282.065
BD2.3872.3890.0742.1772.1830.0152.0302.0520.9692.7048.5511.828
BT12.0502.0510.0012.0352.0370.0003.8363.8840.0063.5803.6610.044
BT22.0302.0320.0002.0182.0190.0004.0174.0900.0004.0794.1870.001
50ML2.1672.1680.0141.7485.5291.5281.4831.4841.5831.0051.3362.242
BD2.2482.2490.0302.1132.1160.0062.4472.4550.6021.8962.3791.105
BT12.0232.0240.0002.0172.0180.0003.9173.9440.0013.8003.8470.009
BT22.0152.0160.0002.0092.0100.0004.0024.0410.0004.0434.1130.000
100ML2.0832.0840.0031.8531.8540.0101.6761.6771.3491.4491.4501.626
BD2.1372.1370.0092.0612.0620.0012.9732.9790.2632.5132.5210.552
BT12.0112.0120.0002.0072.0080.0003.9843.9980.0003.9163.9380.001
BT22.0082.0080.0002.0042.0050.0004.0194.0380.0004.0074.0380.000
Table 3. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on left censoring (a = 0.2 and b = 0.8) in the presence of outliers.
Table 3. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on left censoring (a = 0.2 and b = 0.8) in the presence of outliers.
Type (A)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.2440.2480.0090.2250.2300.0030.6140.6170.0430.5780.5820.061
AD0.2050.2100.0000.1770.1840.0020.5230.5270.0950.4870.4920.122
AT10.2110.2140.0000.2090.2130.0000.7960.8030.0000.7880.7980.000
AT20.2020.2050.0000.2040.2070.0000.8360.8450.0010.8440.8590.002
50ML0.2250.2270.0030.2120.2150.0000.6400.642-0.1590.6090.6120.045
AD0.1990.2020.0000.1770.1810.0020.5590.5630.0720.5240.5280.095
AT10.2050.2070.0000.2060.2080.0000.7970.8010.0000.7960.8010.000
AT20.2000.2020.0000.2020.2040.0000.8200.8260.0000.8310.8390.001
50ML0.2110.2120.0000.2030.2040.0000.6760.6770.0190.6480.6500.028
AD0.1990.2010.0000.1820.1830.0010.6160.6180.0420.5790.5820.060
AT10.2020.2030.0000.2030.2040.0000.7960.7980.0000.7920.7950.000
AT20.2000.2010.0000.2010.2020.0000.8060.8090.0000.8070.8110.000
Type (B)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.2440.2480.0090.2250.2300.0030.6140.6170.0430.5780.5820.061
BD0.2250.2290.0030.2270.2310.0030.5480.5530.0780.5480.5530.079
BT10.2240.2280.0030.2200.2240.0020.7530.7590.0020.7430.7530.003
BT20.2160.2190.0010.2120.2160.0000.7970.8060.0000.8030.8180.000
50ML0.2250.2270.0030.2120.2150.0000.6400.642-0.1590.6090.6120.045
BD0.2170.2190.0010.2190.2220.0010.5860.5890.0570.5870.5900.056
BT10.2120.2140.0000.2110.2130.0000.7740.7780.0000.7720.7780.000
BT20.2080.2100.0000.2070.2090.0000.7990.8050.0000.8070.8160.000
100ML0.2110.2120.0000.2030.2040.0000.6760.6770.0190.6480.6500.028
BD0.2120.2130.0000.2120.2130.0000.6400.6430.0310.6360.6380.033
BT10.2050.2060.0000.2050.2060.0000.7840.7860.0000.7820.7850.000
BT20.2040.2050.0000.2030.2040.0000.7940.7970.0000.7960.8010.000
Table 4. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on right censoring (a = 0.5 and b = 5) in the presence of outliers.
Table 4. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on right censoring (a = 0.5 and b = 5) in the presence of outliers.
Type (A)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.5000.5000.0000.5470.5490.0043.8893.9110.2463.1833.2150.660
AD0.5020.5030.0000.5520.5540.0054.0614.0850.1763.3363.3730.553
AT10.4970.4970.0000.5110.5120.0004.7534.7900.0124.3504.4250.084
AT20.4970.4970.0000.5040.5050.0004.8864.9330.0024.6434.7430.025
50ML0.5000.5010.0000.5360.5370.0024.0514.0690.1793.4643.4930.471
AD0.5030.5030.0000.5400.5410.0034.2104.2310.1243.6273.6600.376
AT10.4990.4990.0000.5070.5080.0004.7874.8170.0094.5544.6110.039
AT20.4990.4990.0000.5020.5030.0004.8844.9180.0024.7824.8540.009
100ML0.4990.4990.0000.5180.5180.0004.4594.4690.0584.0414.0590.183
AD0.5000.5000.0000.5180.5190.0004.5844.5950.0344.2114.2320.124
AT10.4980.4980.0000.5030.5030.0004.8934.9070.0024.7794.8080.009
AT20.4980.4980.0000.5010.5010.0004.9324.9480.0004.8754.9100.003
Type (B)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.5000.5000.0000.5470.5490.0043.8893.9110.2463.1833.2150.660
BD0.5000.5000.0000.5320.5330.0024.1244.1460.1533.5823.6200.401
BT10.5000.5000.0000.5190.5210.0004.5434.5780.0414.1334.2050.150
BT20.5000.5000.0000.5190.5200.0004.5184.5660.0464.2124.3090.123
50ML0.5000.5010.0000.5360.5370.0024.0514.0690.1793.4643.4930.471
BD0.5010.5010.0000.5230.5240.0014.2674.2860.1073.8623.8930.259
BT10.5010.5010.0000.5140.5140.0004.6234.6510.0284.3694.4270.079
BT20.5010.5010.0000.5130.5140.0004.6024.6370.0314.4324.5120.064
100ML0.4990.4990.0000.5180.5180.0004.4594.4690.0584.0414.0590.183
BD0.4990.4990.0000.5110.5120.0004.6064.6160.0304.3474.3660.085
BT10.5000.5000.0000.5070.5070.0004.7914.8040.0084.6374.6680.026
BT20.4990.4990.0000.5070.5070.0004.7664.7830.0104.6444.6880.025
Table 5. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on right censoring (a = 2 and b = 4) in the presence of outliers.
Table 5. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on right censoring (a = 2 and b = 4) in the presence of outliers.
Type (A)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML2.0072.0090.0002.1672.1740.0143.1483.1680.1812.7692.7970.378
AD2.0152.0160.0002.1722.1790.0143.3133.3350.1172.9192.9500.291
AT11.9901.9910.0002.0392.0430.0003.7853.8180.0113.5783.6280.044
AT21.9881.9890.0002.0162.0200.0003.8953.9370.0023.7723.8360.012
50ML2.0082.0090.0002.1362.1410.0093.2903.3060.1252.9172.9400.292
AD2.0142.0160.0002.1382.1430.0093.4433.4610.0773.0773.1040.212
AT11.9951.9960.0002.0322.0360.0003.8403.8660.0063.6473.6900.031
AT21.9941.9950.0002.0162.0190.0003.9233.9560.0013.7953.8520.010
100ML2.0012.0020.0002.0712.0720.0023.5653.5740.0473.3413.3550.108
AD2.0052.0050.0002.0692.0710.0023.6713.6800.0273.4783.4950.067
AT11.9951.9960.0002.0172.0180.0003.8853.8970.0033.8283.8510.007
AT21.9951.9950.0002.0102.0110.0003.9253.9400.0013.9003.9280.002
Type (B)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML2.0072.0090.0002.1672.1740.0143.1483.1680.1812.7692.7970.378
BD2.0052.0070.0002.1162.1220.0063.3463.3660.1063.0543.0840.223
BT12.0052.0060.0002.0812.0860.0033.6043.6350.0393.3923.4460.092
BT22.0052.0060.0002.0812.0870.0033.5833.6250.0433.4423.5190.077
50ML2.0082.0090.0002.1362.1410.0093.2903.3060.1252.9172.9400.292
BD2.0072.0080.0002.0932.0960.0043.4723.4890.0693.1953.2210.161
BT12.0072.0080.0002.0652.0680.0023.6933.7190.0233.4913.5370.064
BT22.0072.0080.0002.0652.0690.0023.6753.7090.0263.5293.5950.055
100ML2.0012.0020.0002.0712.0720.0023.5653.5740.0473.3413.3550.108
BD2.0012.0020.0002.0452.0470.0013.6873.6950.0243.5603.5750.048
BT12.0012.0020.0002.0312.0320.0003.8093.8210.0093.7433.7660.016
BT22.0012.0020.0002.0312.0330.0003.7983.8150.0103.7573.7890.014
Table 6. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on right censoring (a = 0.2 and b = 0.8) in the presence of outliers.
Table 6. The estimates, root of mean square error (RMSE) and relative absolute biases (RABs) for two parameters of the Weibull distribution using TL-moments, direct L-moments, and ML method based on right censoring (a = 0.2 and b = 0.8) in the presence of outliers.
Type (A)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.2070.2100.0000.2690.2890.0240.6910.6960.0140.6450.6530.029
AD0.1970.2000.0000.2330.2530.0050.7510.7580.0020.7100.7200.010
AT10.1960.1990.0000.2240.2440.0020.7690.7770.0010.7400.7540.004
AT20.1960.1990.0000.2210.2430.0020.7780.7890.0000.7580.7740.002
50ML0.2050.2080.0000.2540.2670.0140.7110.7150.0090.6660.6730.022
AD0.1970.1990.0000.2240.2350.0030.7670.7730.0010.7280.7360.006
AT10.1960.1990.0000.2170.2280.0010.7800.7870.0000.7530.7640.002
AT20.1960.1990.0000.2140.2260.0010.7860.7950.0000.7670.7820.001
100ML0.2030.2040.0000.2250.2300.0030.7450.7470.0030.7180.7220.008
AD0.1990.2000.0000.2100.2140.0000.7780.7800.0000.7620.7670.001
AT10.1990.2000.0000.2070.2110.0000.7850.7880.0000.7750.7800.000
AT20.1990.2000.0000.2060.2100.0000.7890.7930.0000.7810.7870.000
Type (B)
n  Meth.  Estimation of a Estimation of b
10 % 30 % 10 % 30 %
Est.RMSERABEst.RMSERABEst.RMSERABEst.RMSERAB
25ML0.2070.2100.0000.2690.2890.0240.6910.6960.0140.6450.6530.029
BD0.2060.2090.0000.2810.3170.0330.7000.7070.0120.6450.6570.029
BT10.2060.2090.0000.2880.3320.0390.6900.7000.0150.6460.6620.029
BT20.2040.2080.0000.2900.3390.0400.6780.6900.0180.6510.6720.027
50ML0.2050.2080.0000.2540.2670.0140.7110.7150.0090.6660.6730.022
BD0.2040.2070.0000.2540.2740.0150.7240.7300.0070.6790.6900.018
BT10.2040.2060.0000.2580.2830.0170.7140.7220.0090.6810.6950.017
BT20.2030.2050.0000.2600.2870.0180.7020.7130.0110.6860.7040.016
100ML0.2030.2040.0000.2250.2300.0030.7450.7470.0030.7180.7220.008
BD0.2020.2030.0000.2210.2260.0020.7590.7620.0020.7360.7410.005
BT10.2020.2030.0000.2230.2280.0020.7550.7590.0020.7350.7420.005
BT20.2020.2030.0000.2240.2290.0030.7500.7550.0030.7360.7450.005
Table 7. Maximum likelihood (ML), direct L-moments, and trimmed L-moments (TL-moments) estimates for two parameters of the Weibull distribution for the real data based on Type-I data censoring.
Table 7. Maximum likelihood (ML), direct L-moments, and trimmed L-moments (TL-moments) estimates for two parameters of the Weibull distribution for the real data based on Type-I data censoring.
EstimateMLDirect L-MomentsTL-Moments
Type-ADType-BDt = 1t = 2
a2.85022.98192.83862.90703.2966
b1.06631.17551.07200.99900.8449

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MDPI and ACS Style

Ibrahim, H.A.; Mahmoud, M.R.; Khalil, F.A.; El-Kelany, G.A. TL-Moments for Type-I Censored Data with an Application to the Weibull Distribution. Math. Comput. Appl. 2018, 23, 47. https://doi.org/10.3390/mca23030047

AMA Style

Ibrahim HA, Mahmoud MR, Khalil FA, El-Kelany GA. TL-Moments for Type-I Censored Data with an Application to the Weibull Distribution. Mathematical and Computational Applications. 2018; 23(3):47. https://doi.org/10.3390/mca23030047

Chicago/Turabian Style

Ibrahim, Hager A., Mahmoud Riad Mahmoud, Fatma A. Khalil, and Ghada A. El-Kelany. 2018. "TL-Moments for Type-I Censored Data with an Application to the Weibull Distribution" Mathematical and Computational Applications 23, no. 3: 47. https://doi.org/10.3390/mca23030047

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