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Research Article
New Generalizations of Exponential
Distribution with Applications
Received 5 December 2016; Revised 26 March 2017; Accepted 7 June 2017; Published 6 July 2017
Copyright © 2017 N. A. Rather and T. A. Rather. This is an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
The main purpose of this paper is to present 𝑘-Generalized Exponential Distribution which among other things includes
Generalized Exponential and Weibull Distributions as special cases. Besides, we also obtain three-parameter extension of
Generalized Exponential Distribution. We shall also discuss moment generating functions (MGFs) of these newly introduced
distributions.
If we take 𝑥 = 1 − 𝑦, then, 0 ≤ 𝑥 ≤ 1 implies 0 ≤ 𝑦 ≤ 1, and For 𝑅(𝑚) > 0, 𝑅(𝑛) > 0, the 𝑘-beta function of two variables
we get 𝑚 and 𝑛 is defined by
1
𝑚−1 1 1 𝑚/𝑘−1
𝐵 (𝑚, 𝑛) = ∫ (1 − 𝑦) 𝑦𝑛−1 𝑑𝑦 𝐵𝑘 (𝑚, 𝑛) = ∫ 𝑡 (1 − 𝑡)𝑛/𝑘−1 𝑑𝑡. (12)
0 𝑘 0
1 It is implicit in the literature (for reference see [7]) that
𝑚−1
= ∫ 𝑦𝑛−1 (1 − 𝑦) 𝑑𝑦 (5)
0 Γ𝑘 (𝑚) Γ𝑘 (𝑛)
𝐵𝑘 (𝑚, 𝑛) = . (13)
1 Γ𝑘 (𝑚 + 𝑛)
= ∫ 𝑥𝑛−1 (1 − 𝑥)𝑚−1 𝑑𝑥 = 𝐵 (𝑛, 𝑚) .
0 For the sake of completeness, we present a very simple proof
In the literature (for reference see [6–8]), it is known that of the relation (13).
We have
Γ (𝑚) Γ (𝑛)
𝐵 (𝑛, 𝑚) = . (6) 1 1 𝑚/𝑘−1
Γ (𝑚 + 𝑛) 𝐵𝑘 (𝑚, 𝑛) = ∫ 𝑥 (1 − 𝑥)𝑛/𝑘−1 𝑑𝑥. (14)
𝑘 0
In (5), if we take
Put
1
𝑥= (7) 𝑥 = cos2 𝜃; (15)
𝑧+1
then 0 ≤ 𝑥 ≤ 1 implies 0 ≤ 𝑧 < ∞, and we get then
𝐵 (𝑛, 𝑚) 𝑑𝑥 = −2 cos 𝜃 sin 𝜃𝑑𝜃, (16)
0
1 𝑛−1 𝑧 𝑚−1 1 and we get
=∫ ( ) ( ) (− ) 𝑑𝑧
∞ 𝑧+1 𝑧+1 (𝑧 + 1)2 (8)
2 𝜋/2
𝑚−1
𝐵𝑘 (𝑚, 𝑛) = ∫ (cos 𝜃)2𝑚/𝑘−1 (sin 𝜃)2𝑛/𝑘−1 𝑑𝜃. (17)
∞
𝑧 𝑘 0
=∫ 𝑑𝑧.
0 (𝑧 + 1)𝑚+𝑛 Now
∞
A continuous random variable 𝑋 is said to have beta distri- 𝑘
Γ𝑘 (𝑚) = ∫ 𝑡𝑚−1 𝑒−𝑡 /𝑘
𝑑𝑡. (18)
bution with parameters 𝑚 and 𝑛, if its p.d.f. is given by 0
1 Put
𝑓 (𝑥) = 𝑥𝑚−1 (1 − 𝑥)𝑛−1 , 0 ≤ 𝑥 ≤ 1
𝐵 (𝑚, 𝑛) (9) 𝑡𝑘
= 𝑥2 (19)
𝑓 (𝑥) = 0, elsewhere. 𝑘
or
This distribution is known as beta distribution of 1st kind (for
1/𝑘
reference see [7]). 𝑡 = (𝑘𝑥2 ) , (20)
The beta distribution has an application to model a random
phenomenon whose set of possible values is a finite interval so that
[𝑎, 𝑏], which by letting 𝑎 denote the origin and taking (𝑏 − 𝑎) 2 1/𝑘 2/𝑘−1
as a unit measurement can be transformed into the interval 𝑑𝑡 = 𝑘 𝑥 𝑑𝑥 = 2𝑘1/𝑘−1 𝑥2/𝑘−1 𝑑𝑥; (21)
[0, 1]. 𝑘
A continuous random variable 𝑋 is said to have beta distribu- we get
tion of 2nd kind with parameters 𝑚 and 𝑛, if its p.d.f. is given ∞ 2
by Γ𝑘 (𝑚) = 2𝑘1/𝑘−1 ∫ 𝑘(𝑚−1)/𝑘 𝑥(2/𝑘)(𝑚−1) 𝑒−𝑥 𝑥2/𝑘−1 𝑑𝑥
0
1 𝑧𝑚−1 ∞
(22)
𝑓 (𝑥) = , 0 ≤ 𝑧 < ∞, 𝑚, 𝑛 > 0, (𝑚/𝑘)−1 2𝑚/𝑘−1 −𝑥2
𝐵 (𝑚, 𝑛) (1 + 𝑧)𝑚+𝑛 (10) = 2𝑘 ∫ 𝑥 𝑒 𝑑𝑥.
0
𝑓 (𝑥) = 0, elsewhere. Since the integrals involved are convergent, we have
More recently, Rahman et al. [7] (for more details see [8– ∞ 2
16]) have defined 𝑘-gamma and 𝑘-beta distributions and their Γ𝑘 (𝑚) Γ𝑘 (𝑛) = (2𝑘𝑚/𝑘−1 ∫ 𝑥2𝑚/𝑘−1 𝑒−𝑥 𝑑𝑥)
0
MGFs as follows.
∞
For 𝑘 > 0 and 𝑧 ∈ L, the 𝑘-gamma function is defined by 2
⋅ (2𝑘𝑛/𝑘−1 ∫ 𝑦2𝑛/𝑘−1 𝑒−𝑦 𝑑𝑦) (23)
the integral 0
∞ 𝑘 ∞ ∞ 2 2
Γ𝑘 (𝑧) = ∫ 𝑡𝑧−1 𝑒−𝑡 /𝑘
𝑑𝑡. (11) = 4𝑘(𝑚+𝑛)/𝑘−2 ∫ ∫ 𝑥2𝑚/𝑘−1 𝑦2𝑛/𝑘−1 𝑒−(𝑥 +𝑦 ) 𝑑𝑥 𝑑𝑦.
0 0 0
Journal of Probability and Statistics 3
Recently R. D. Gupta and D. Kundu have introduced it 𝑘-Generalized Exponential Distribution (𝑘-GED). In fact,
three-parameter Exponential Distribution (location, scale, we prove the following result, which included Generalized
and shape) and studied the theoretical properties of this fam- Exponential Distribution as a special case.
ily and compared them with respective good studies proper-
ties of Gamma and Weibull distributions. The increasing and Theorem 2. Let 𝑋 be a random variable of continuous type
decreasing hazard rate of the Generalized Exponential Distri- and let 𝛼 > 0, 𝛽 > 0, and 𝑘 > 0 be the parameters; then the
bution (GED) depends on the shape parameter. Generalized function
Exponential Distribution (GED) has several properties that
𝑘 𝛼−1 𝑘
are quite similar to gamma distribution but it has distribution 𝑓 (𝑥, 𝛼, 𝛽, 𝑘) = 𝛼𝛽 (1 − 𝑒−𝛽𝑥 /𝑘
) 𝑥𝑘−1 𝑒−𝛽𝑥 /𝑘
,
function similar to that of the Weibull distribution which can
be computed easily. Since the Generalized Exponential family 𝑥 > 0 (40)
has the likelihood ratio ordering on the shape parameter, one
can construct a uniformly most powerful test for testing one 𝑓 (𝑥, 𝛼, 𝛽, 𝑘) = 0, elsewhere
sided hypothesis on the shape parameter when the scale and
location parameters are known. is the p.d.f. of random variable 𝑋 of continuous type.
𝑘 𝛼 ∞
−𝛽𝑥 /𝑘
The MGF of (37) is given by [ (1 − 𝑒 ) ] 𝑘 𝛼 ∞
= 𝛼[ ] = [(1 − 𝑒−𝛽𝑥 /𝑘
) ]
∞ 𝛼−1 −𝛽𝑥
𝛼 0
𝑀𝑋 (𝑡) = 𝐸 (𝑒𝑡𝑋 ) = ∫ 𝑒𝑡𝑥 𝛼𝛽 (1 − 𝑒−𝛽𝑥 ) 𝑒 𝑑𝑥 [ ]0
0
(38) = 1 − 0 = 1.
𝑡
= 𝛼𝐵 (𝛼, 1 − ),
𝛽 Hence 𝑓(𝑥, 𝛼, 𝛽, 𝑘) is a p.d.f. of random variable 𝑋 of
continuous type.
1
where 𝐵(𝑚, 𝑛) = ∫0 𝑦𝑛−1 (1 − 𝑦)𝑚−1 𝑑𝑦.
Replacing 𝛽 by 1/𝜆 and 𝑥 by (𝑥 − 𝜇) in (37), we get 5. The Moment Generating Function (MGF)
the following form of Generalized Exponential Distribution
(GED):
of Theorem 2
𝛼 𝛼−1 In this section, we derive MGF of the random variable 𝑋
𝑓 (𝑥, 𝛼, 𝜆, 𝜇) = (1 − 𝑒−(𝑥−𝜇)/𝜆 ) 𝑒−(𝑥−𝜇)/𝜆 , having k-Generalized Exponential Distribution in terms of
𝜆 (39) new parameter 𝑘 > 0; we have
𝑥 > 𝜇, 𝛼 > 0, 𝜆 > 0.
𝑘 ∞ 𝑘
𝑀𝑘 (𝑡) = 𝐸 (𝑒𝑡𝑋 ) = ∫ 𝑒𝑡𝑥 𝑓 (𝑥, 𝛼, 𝛽, 𝑘) 𝑑𝑥
4. Extensions of Generalized Exponential 0
(43)
Distribution (GED) ∞
𝑡𝑥𝑘 −𝛽𝑥
𝑘 /𝑘 𝛼−1
𝑘−1 −𝛽𝑥𝑘 /𝑘
= 𝑘𝛼𝛽 ∫ 𝑒 (1 − 𝑒 ) (𝑥 𝑒 ) 𝑑𝑥.
The main aim of this paper is to present interesting exten- 0
sions of Generalized Exponential Distribution (GED) in
Put
various ways and to study their moment generating functions
(MGFs). We shall first define Generalized Exponential Dis- 𝑘
𝑘 𝛼 ∞
then −𝛽𝑥
[ (1 − 𝑒 ) ]
−𝛽𝑥𝑘
𝛼 ∞
= 𝛼[ ] = [(1 − 𝑒 ) ]
𝑒−𝛽𝑥
𝑘
/𝑘
(−𝛽𝑥𝑘−1 ) 𝑑𝑥 = 𝑑𝑦, 𝛼 0
(45) [ ]0
𝑥𝑘 −𝑘/𝛽
𝑒 =𝑦 = 1 − 0 = 1.
(50)
so that
𝑘 Hence 𝑓(𝑥, 𝛼, 𝛽, 𝑘) is a p.d.f. of random variable 𝑋 of
𝑒𝑡𝑥 = 𝑦−𝑡𝑘/𝛽 . (46) continuous type.
𝑓 (𝑥, 𝛼, 𝛽, 𝑘) = 0, elsewhere,
6. The Moment Generating Function (MGF)
is the p.d.f. of random variable 𝑋 of continuous type. of Theorem 4
Remark 5. For 𝑘 = 1, 𝐾-Generalized Exponential Theorem 4 In this section, we derive MGF of the random variable 𝑋
reduces to Classical Exponential Distribution. having k-Generalized Exponential Distribution in terms of a
new parameter 𝑘 > 0; we have
Proof of Theorem 4. Clearly
𝑘 ∞ 𝑘
𝑀𝑘 (𝑡) = 𝐸 (𝑒𝑡𝑋 ) = ∫ 𝑒𝑡𝑥 𝑓 (𝑥, 𝛼, 𝛽, 𝑘) 𝑑𝑥
𝑓 (𝑥, 𝛼, 𝛽, 𝑘) ≥ 0 ∀𝑥 > 0, 𝛼 > 0, 𝛽 > 0, 𝑘 > 0. (49) 0
(54)
∞ 𝛼−1
𝑡𝑥 𝑘 −𝛽𝑥𝑘 𝑘−1 −𝛽𝑥𝑘
Now = 𝑘𝛼𝛽 ∫ 𝑒 (1 − 𝑒 ) 𝑥 𝑒 𝑑𝑥.
0
∞
∫ 𝑓 (𝑥, 𝛼, 𝛽, 𝑘) 𝑑𝑥 𝑘
0 Put 𝑒−𝛽𝑥 = 𝑦; then
∞ 𝑘 𝛼−1 𝑘
= 𝑘𝛼𝛽 ∫ (1 − 𝑒−𝛽𝑥 ) 𝑥𝑘−1 𝑒−𝛽𝑥 𝑑𝑥 𝑘
0 𝑒𝑥 = 𝑦−1/𝛽 ,
∞ 𝛼−1
(55)
−𝛽𝑥𝑘 𝑘−1 −𝛽𝑥𝑘 −𝛽𝑥𝑘 𝑘−1
= 𝛼 ∫ (1 − 𝑒 ) (𝑘𝛽𝑥 )𝑒 𝑑𝑥 𝑒 (−𝑘𝛽𝑥 ) 𝑑𝑥 = 𝑑𝑦.
0
6 Journal of Probability and Statistics
𝑒−𝛽𝑥 = 𝑦, (61)
𝑓 (𝑥, 𝛼, 𝛽, 𝛿) = 0, otherwise
so that
is the p.d.f. of random variable 𝑋 of continuous type.
−𝛽𝑒−𝛽𝑥 𝑑𝑥 = 𝑑𝑦,
Proof of Theorem 7. Clearly 𝑓(𝑥, 𝛼, 𝛽, 𝛿) ≥ 0 for all 𝑥 > 0, 𝛼 > (62)
0, 𝛽 > 0, 𝛿 > 0. 𝑒𝑡𝑥 = 𝑦−𝑡/𝛽 ;
Now we get
∞ 1
∫ 𝑓 (𝑥, 𝛼, 𝛽, 𝛿) 𝑑𝑥 𝛼𝛿 𝛼−1 −𝑡/𝛽
𝑀 (𝑡) = 𝛼 ∫ (1 − 𝛿𝑦) 𝑦 𝑑𝑦,
0 (1 − (1 − 𝛿) ) 0
𝛼𝛽𝛿 ∞
−𝛽𝑥 𝛼−1 −𝛽𝑥 0 < 𝛿 ≤ 1. (63)
= 𝛼 ∫ (1 − 𝛿𝑒 ) 𝑒 𝑑𝑥
1 − (1 − 𝛿) 0
𝛼 𝑡
𝑀 (𝑡) = 𝛼 𝐵𝛿 (𝛼, 1 − ) ,
𝛼 ∞
−𝛽𝑥 𝛼−1
(1 − (1 − 𝛿) ) 𝛽
= 𝛼 ∫ (1 − 𝛿𝑒 ) (𝛽𝛿𝑒−𝛽𝑥 ) 𝑑𝑥
1 − (1 − 𝛿) 0 (58) where
∞ 1
−𝛽𝑥 𝛼 𝑚−1
𝛼 (1 − 𝛿𝑒 ) 𝐵𝛿 = 𝐵𝛿 (𝑚, 𝑛) = ∫ (1 − 𝛿𝑦) 𝑦𝑛−1 𝑑𝑦,
=( 𝛼)
[ ] 0 (64)
1 − (1 − 𝛿) 𝛼
[ ]0 𝑚 > 0, 𝑛 > 0, 0 < 𝛿 ≤ 1.
(1 − (1 − 𝛿)𝛼 ) Remark 10. For 𝛿 = 1, we have
= = 1.
(1 − (1 − 𝛿)𝛼 ) 1
𝑚−1
𝐵1 (𝑚, 𝑛) = ∫ (1 − 𝑦) 𝑦𝑛−1 𝑑𝑦 = 𝐵 (𝑚, 𝑛) . (65)
0
This shows that𝑓(𝑥) is a p.d.f. of the random variable 𝑋. This
proves Theorem 7. And (63) reduces to Remark 8.
Journal of Probability and Statistics 7
1
Remark 11. If in 𝐵𝛿 (𝑚, 𝑛) = ∫0 (1 − 𝛿𝑦)𝑚−1 𝑦𝑛−1 𝑑𝑦, we put 𝑥 = Remark 14. Weibull Distribution is the limiting case of
𝛿𝑦; Theorem 13. To see this, we let 𝛿 → 0 in Theorem 13 and
then note that
1 𝑘𝛿
𝑑𝑦 = 𝑑𝑥 (66) lim = 1, (73)
𝛿 𝛿→0 1 − (1 − 𝛿)𝑘
and we get
so that
𝛿
𝑥 𝑛−1 1
𝐵𝛿 (𝑚, 𝑛) = ∫ (1 − 𝑥)𝑚−1 ( ) 𝑑𝑥 𝛽 𝛽 𝑑
0 𝛿 𝛿 𝑓 (𝑥, 𝛽) = 𝛽𝑒−𝑥 𝑥𝛽−1 = 𝑒−𝑥 (𝑥𝛽 ) , 𝑥 > 0,
(67) 𝑑𝑥 (74)
1 𝛿
= 𝑛 ∫ (1 − 𝑥)𝑚−1 𝑥𝑛−1 𝑑𝑥, 0 ≤ 𝛿 ≤ 1. 𝑓 (𝑥, 𝛽) = 0, 𝑥 ≤ 0,
𝛿 0
Remark 12. Letting 𝛿 → 0 in (57) and noting that is the p.d.f. of random variable 𝑋 of continuous type.
Replacing 𝑥 by (𝑥 − ])/𝛼, it follows that
𝛼𝛿
𝐿𝑡 ⋅ = 1, (68)
𝛿→0 (1 − (1 − 𝛿)𝛼 ) 𝛽 𝑑 𝑥−] 𝛽
𝑓 (𝑥, 𝛼, 𝛽, ]) = 𝛽𝑒−((𝑥−])/𝛼) ( ) ,
we get 𝑑𝑥 𝛼
𝑥−]
𝑓 (𝑥, 𝛽) = 𝛽𝑒−𝛽𝑥 , if 𝑥 ≥ 0, 𝛽 > 0, (69) > 0 (75)
𝛼
which is the p.d.f. of the Exponential Distribution.
𝑥−]
𝑓 (𝑥, 𝛼, 𝛽, ]) = 0, ≤ 0.
Finally we present the following more general interesting 𝛼
result which among other things includes Weibull distribu- Equivalently
tion as a limiting case.
𝛽 𝑥 − ] 𝛽−1 −((𝑥−])/𝛼)𝛽
Theorem 13. Let 𝑋 be a random variable of continuous type. If 𝑓 (𝑥, 𝛼, 𝛽, ]) = ( ) 𝑒 , 𝑥 > ],
𝛿 > 0, 𝛽 > 0, and 𝑘 > 0 are the parameters, then the function 𝛼 𝛼 (76)
𝑘𝛿𝛽 𝛽 𝑘−1 𝛽
𝑓 (𝑥, 𝛼, 𝛽, ]) = 0, 𝑥 ≤ ],
𝑓 (𝑥, 𝛿, 𝛽, 𝑘) = (1 − 𝛿𝑒−𝑥 ) 𝑥𝛽−1 𝑒−𝑥 ,
1 − (1 − 𝛿)𝑘 is a p.d.f. of 𝑋, which is clearly density of Weibull Distribu-
(70) tion.
𝑥 > 0, 0 < 𝛿 < 1,
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