A New Alpha Power Cosine-Weibull Model with Applications to Hydrological and Engineering Data
Abstract
:1. Introduction
2. A NACos-Weibull Distribution
3. Distributional Properties
3.1. The QF
3.2. The kth Moment
3.3. The MGF
3.4. The CF
4. Estimation and Simulation
4.1. Estimation
4.2. Simulation
- Mean square error (MSE)
- Bias
- As n increases (i.e., as ), the values of , and tend to become stable.
- As , the MSEs of , and decay to zero.
- As , the Biases of , and tend toward zero.
n | Parameters | MLEs | MSEs | Biases |
---|---|---|---|---|
0.7179 | 0.0161 | 0.0179 | ||
25 | 1.1179 | 0.0761 | 0.1179 | |
1.9927 | 2.8029 | 0.7927 | ||
0.7020 | 0.0082 | 0.0020 | ||
50 | 1.0687 | 0.0382 | 0.0687 | |
1.8872 | 2.4542 | 0.6872 | ||
0.6968 | 0.0054 | −0.0031 | ||
75 | 1.0571 | 0.0277 | 0.0571 | |
1.8443 | 2.2757 | 0.6443 | ||
0.6927 | 0.0045 | −0.0072 | ||
100 | 1.0542 | 0.0249 | 0.0542 | |
1.7774 | 2.0346 | 0.5774 | ||
0.6939 | 0.0027 | −0.0060 | ||
200 | 1.0363 | 0.0162 | 0.0363 | |
1.6511 | 1.5851 | 0.4511 | ||
0.6978 | 0.0012 | −0.0021 | ||
400 | 1.0132 | 0.0070 | 0.0132 | |
1.3883 | 0.6674 | 0.1883 | ||
0.6983 | 0.0007 | −0.0016 | ||
600 | 1.0093 | 0.0051 | 0.0093 | |
1.3456 | 0.4851 | 0.1456 | ||
0.7016 | 0.0004 | 0.0016 | ||
800 | 1.0013 | 0.0025 | 0.0013 | |
1.2362 | 0.1696 | 0.0362 | ||
0.7009 | 0.0002 | 0.0009 | ||
1000 | 1.0002 | 0.0017 | 0.0002 | |
1.2267 | 0.1166 | 0.0267 |
n | Parameters | MLEs | MSEs | Biases |
---|---|---|---|---|
0.6313 | 0.0139 | 0.0313 | ||
25 | 1.0730 | 0.0661 | 0.0730 | |
1.9276 | 2.3347 | 0.5276 | ||
0.6174 | 0.0066 | 0.0174 | ||
50 | 1.0380 | 0.0337 | 0.0380 | |
1.8515 | 2.0022 | 0.4515 | ||
0.6088 | 0.0038 | 0.0088 | ||
75 | 1.0157 | 0.0223 | 0.0157 | |
1.7771 | 1.8068 | 0.3771 | ||
0.6042 | 0.0032 | 0.0042 | ||
100 | 1.0261 | 0.0205 | 0.0261 | |
1.7970 | 1.6847 | 0.3970 | ||
0.6062 | 0.0016 | 0.0062 | ||
200 | 1.0036 | 0.0099 | 0.0036 | |
1.5894 | 0.9811 | 0.1894 | ||
0.6034 | 0.0002 | 0.0034 | ||
800 | 0.9935 | 0.0014 | −0.0064 | |
1.3848 | 0.1150 | −0.0151 | ||
0.6029 | 0.0001 | 0.0029 | ||
1000 | 0.9940 | 0.0007 | −0.0059 | |
1.3915 | 0.0422 | −0.0284 | ||
0.6048 | 0.0007 | 0.0048 | ||
400 | 0.9950 | 0.0048 | −0.0049 | |
1.4465 | 0.4270 | 0.0465 | ||
0.6054 | 0.0003 | 0.0054 | ||
600 | 0.9905 | 0.0021 | −0.0094 | |
1.3639 | 0.1265 | −0.0360 |
n | Parameters | MLEs | MSEs | Biases |
---|---|---|---|---|
0.7390 | 0.0209 | 0.0390 | ||
25 | 1.2889 | 0.0971 | 0.0889 | |
2.0637 | 2.6366 | 0.5637 | ||
0.7169 | 0.0098 | 0.0169 | ||
50 | 1.2498 | 0.0491 | 0.0498 | |
2.0315 | 2.4595 | 0.5315 | ||
0.7119 | 0.0062 | 0.0119 | ||
75 | 1.2237 | 0.0330 | 0.0237 | |
1.9422 | 2.1615 | 0.4422 | ||
0.7040 | 0.0047 | 0.0040 | ||
100 | 1.2348 | 0.0297 | 0.0348 | |
2.0197 | 2.2786 | 0.5197 | ||
0.7007 | 0.0031 | 0.0007 | ||
200 | 1.2193 | 0.0181 | 0.0193 | |
1.9112 | 1.8001 | 0.4112 | ||
0.7050 | 0.0014 | 0.0050 | ||
400 | 1.1993 | 0.0091 | −0.0006 | |
1.6301 | 0.8088 | 0.1301 | ||
0.7064 | 0.0009 | 0.0064 | ||
600 | 1.1880 | 0.0054 | −0.0119 | |
1.5042 | 0.4100 | 0.0042 | ||
0.7044 | 0.0006 | 0.0044 | ||
800 | 1.1911 | 0.0035 | −0.0088 | |
1.4967 | 0.2741 | −0.0032 | ||
0.7047 | 0.0004 | 0.0047 | ||
1000 | 1.1915 | 0.0026 | −0.0084 | |
1.4994 | 0.1718 | −0.0205 |
5. Applications Using the Hydrological and Engineering Data Sets
- The Anderson Darling (represented by AD) testThe AD test is a statistical quantity used to show the fitting power of a particular probability model for the underline data set. The main work of the AD test is to show if a considered sample of data is taken from the target population using a specific statistical model. The AD test can also be considered as an alternative test to the test and computed as
- The Cramer-Von-Messes (denoted by CVM) testThe CVM test is another useful evaluating criterion for comparing the fitting power (or fitting results) of two or more probability models. A probability model with the lowest value of the CVM criterion is preferred. The numerical value of the CVM test is obtained as
- The Kolmogorov–Smirnov (expressed by KS) testAnother criterion that we considered for comparing the NACos-Weibull and other competing models is the KS test. Let and represent the fitted CDF (i.e., CDF of the selected model) and empirical CDF, respectively. Then, the value of the KS criterion is computed as
- Akaike information criterion (AIC) The Akaike information criterion (AIC) is another decisive tool for checking how well a particular probability model fits the underlined data set. Let k represent the number of parameters of a model and ℓ represent the corresponding LLF of the model; then, the value of AIC is obtained as
5.1. Analysis of the Hydrological Data Set
5.2. Analysis of the Engineering Data Sets
5.2.1. The Failure Times Data
5.2.2. The Glass Fibers Data
6. Conclusions
Author Contributions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Appendix A. R Code for Simulation Study
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0.1, 0.3, 0.4, 0.4, 0.6, 0.6, 0.7, 1.0, 1.1, 1.1, 1.1, 1.4, 1.5, 1.7, 1.7, 1.7, 1.7, 1.9, 2.2, | |||||
2.2, 2.5, 2.5, 2.5, 2.7, 2.8, 3.4, 3.6, 4.2, 5.3, 5.3, 5.6, 7.0, 7.0, 7.3, 8.5, 9.0, 9.3, 9.7, | |||||
9.9, 10.4, 10.7, 11.0, 11.6, 11.9, 12.0, 13.0, 13.3, 14.1, 14.1, 14.4, 14.4, 15.0, 16.8, | |||||
18.7, 20.1, 20.2, 20.6, 21.5, 22.1, 22.9, 25.5, 25.5, 27.1, 27.4, 27.5, 27.6, 30.0, 30.8, | |||||
36.4, 37.6, 39.0, 64.0, 123.0. | |||||
n | Min. | Max. | Median | ||
73 | 0.1000 | 123.0000 | 13.4500 | 9.3000 | 315.3845 |
Skewness | Kurtosis | Range | |||
2.2000 | 17.7590 | 20.1000 | 3.6577 | 21.6005 | 122.9000 |
Models | ||||||
---|---|---|---|---|---|---|
NACos-Weibull | 0.8432 | 0.0564 | 0.4754 | - | - | - |
E-Weibull | 0.5015 | 0.5695 | - | 2.6997 | - | - |
L-Weibull | 0.7744 | 0.8785 | - | - | 0.1616 | 3.2385 |
NE-Weibull | 0.9541 | 0.0517 | - | 0.9567 | - | - |
NEC-Weibull | 0.5823 | 0.3609 | - | - | - | 1.0301 |
Models | AIC | CVM | AD | KS | p-Value |
---|---|---|---|---|---|
NACos-Weibull | 521.8311 | 0.0893 | 0.5456 | 0.0835 | 0.6888 |
E-Weibull | 526.9967 | 0.1352 | 0.7318 | 0.1056 | 0.3888 |
L-Weibull | 528.1178 | 0.0941 | 0.5556 | 0.1006 | 0.4500 |
NE-Weibull | 526.9249 | 0.1066 | 0.6165 | 0.0886 | 0.6147 |
NEC-Weibull | 526.9782 | 0.1288 | 0.7042 | 0.09599 | 0.5117 |
0.013, 0.065, 0.111, 0.111, 0.163, 0.309, 0.426, 0.535, 0.684, 0.747, 0.997, 1.284, 1.304, 1.647, | |||||
1.829, 2.336, 2.838, 3.269, 3.977, 3.981, 4.520, 4.789, 4.849, 5.202, 5.291, 5.349, 5.911, 6.018, | |||||
6.427, 6.456, 6.572, 7.023, 7.087, 7.291, 7.787, 8.596, 9.388, 10.261, 10.713, 11.658, 13.006, | |||||
13.388, 13.842, 17.152, 17.283, 19.418, 23.471, 24.777, 32.795, 48.105 | |||||
n | Min. | Max. | Median | ||
50 | 0.0130 | 48.1050 | 7.8210 | 5.3200 | 84.7559 |
Skewness | Kurtosis | Range | |||
1.3900 | 9.2063 | 10.0430 | 2.3060 | 9.4082 | 48.0920 |
Models | ||||||
---|---|---|---|---|---|---|
NACos-Weibull | 0.6586 | 0.2193 | 3.6914 | - | - | - |
E-Weibull | 0.3294 | 1.3937 | - | 5.2871 | - | - |
L-Weibull | 0.7353 | 0.1354 | - | - | 2.1652 | 4.8756 |
NE-Weibull | 1.5378 | 0.0090 | - | 0.4751 | - | - |
NEC-Weibull | 0.4197 | 1.0590 | - | - | - | 3.0257 |
Models | AIC | CVM | AD | KS | p-Value |
---|---|---|---|---|---|
NACos-Weibull | 302.5880 | 0.0619 | 0.3121 | 0.0956 | 0.7504 |
E-Weibull | 315.6884 | 0.2376 | 1.2624 | 0.1762 | 0.0896 |
L-Weibull | 309.5378 | 0.0864 | 0.4320 | 0.1062 | 0.6251 |
NE-Weibull | 306.7817 | 0.0725 | 0.3640 | 0.1065 | 0.6216 |
NEC-Weibull | 310.0237 | 0.1314 | 0.6765 | 0.1177 | 0.4923 |
0.55, 0.93, 1.25, 1.36, 1.49, 1.52, 1.58, 1.61, 1.64, 1.68, 1.73, 1.81, 2, 0.74, 1.04, 1.27, | |||||
1.53, 1.59, 1.61, 1.66, 1.68, 1.76, 1.82, 2.01, 0.77, 1.11, 1.28, 1.42, 1.5, 1.54, 1.6, 1.62, | |||||
1.76, 1.84, 2.24, 0.81, 1.13, 1.29, 1.48, 1.5, 1.55, 1.61, 1.62, 1.66, 1.7, 1.77, 1.84, 0.84, | |||||
1.48, 1.51, 1.55, 1.61, 1.63, 1.67, 1.7, 1.78, 1.89 1.39, 1.49, 1.66, 1.69, 1.24, 1.3 | |||||
n | Min. | Max. | Median | ||
63 | 0.5500 | 2.2400 | 1.5070 | 1.5900 | 0.1050 |
Skewness | Kurtosis | Range | |||
1.3750 | 0.3241 | 1.6850 | −0.8999 | 3.92376 | 1.69 |
Models | ||||||
---|---|---|---|---|---|---|
NACos-Weibull | 4.3375 | 0.1124 | 9.3757 | - | - | - |
E-Weibull | 0.0396 | 0.8297 | - | 6.16298 | - | - |
L-Weibull | 4.1949 | 0.1132 | - | - | 1.9701 | 1.2117 |
NE-Weibull | 1.5378 | 0.0090 | - | 0.4751 | - | - |
NEC-Weibull | 2.7136 | 0.7702 | - | - | - | 5.3487 |
Models | AIC | CVM | AD | KS | p-Value |
---|---|---|---|---|---|
NACos-Weibull | 32.4473 | 0.1585 | 0.8733 | 0.1191 | 0.3331 |
E-Weibull | 36.1657 | 0.2291 | 1.2613 | 0.1410 | 0.1632 |
L-Weibull | 38.4442 | 0.2423 | 1.3293 | 0.1700 | 0.0522 |
NE-Weibull | 36.7869 | 0.2478 | 1.3632 | 0.1557 | 0.0941 |
NEC-Weibull | 38.7078 | 0.2811 | 1.5398 | 0.1374 | 0.1846 |
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Alghamdi, A.S.; Abd El-Raouf, M.M. A New Alpha Power Cosine-Weibull Model with Applications to Hydrological and Engineering Data. Mathematics 2023, 11, 673. https://doi.org/10.3390/math11030673
Alghamdi AS, Abd El-Raouf MM. A New Alpha Power Cosine-Weibull Model with Applications to Hydrological and Engineering Data. Mathematics. 2023; 11(3):673. https://doi.org/10.3390/math11030673
Chicago/Turabian StyleAlghamdi, Abdulaziz S., and M. M. Abd El-Raouf. 2023. "A New Alpha Power Cosine-Weibull Model with Applications to Hydrological and Engineering Data" Mathematics 11, no. 3: 673. https://doi.org/10.3390/math11030673