Journal of Statistical Theory and Applications

Volume 18, Issue 4, December 2019, Pages 402 - 415

Relations for Moments of Dual Generalized Order Statistics from Exponentiated Rayleigh Distribution and Associated Inference

Authors
M. A. R. Khan, R. U. Khan*, B. Singh
Department of Statistics and Operations Research, Aligarh Muslim University, Aligarh-202 002, India
*Corresponding author. Email: aruke@rediffmail.com
Corresponding Author
R. U. Khan
Received 21 January 2018, Accepted 25 September 2019, Available Online 14 November 2019.
DOI
10.2991/jsta.d.191104.001How to use a DOI?
Keywords
Dual generalized order statistics; Order statistics; Lower records; Single moments; Product moments; Recurrence relations; Exponentiated Rayleigh distribution and characterization
Abstract

In this paper we obtain exact expressions and some recurrence relations satisfied by single and product moments of dual generalized order statistics from exponentiated Rayleigh distribution. These relations are deduced for moments of order statistics and lower record values. Further, conditional expectation, recurrence relations for single moments and truncated moment are used to characterize this distribution.

Copyright
© 2019 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

1. INTRODUCTION

A random variable X is said to have exponentiated Rayleigh distribution [1] if its probability density function pdf is of the form

fx=2αβx1eβ  x2α1eβx,  x>0,  α,  β>0
with distribution function df
Fx=1eβx2α,  x>0,  α,  β>0.

The exponentiated Rayleigh distribution has many characteristics which are quite common to gamma, Weibull and exponentiated exponential distributions. The exponentiated Rayleigh distribution for the distribution function and the density function are found to have closed forms. Consequently, it can be applied very compatibly even on censored data.

The concept of lower generalized order statistics lgos was first introduced by Pawlas and Syznal [2] to enable a common approach to descending ordered random variables like reverse order statistics and lower record values. Further, the concept of lower (dual) generalized order statistics dgos was extensively studied by Burkschat et al. [3].

Let X*r,n,m,k, r=1,2,,n, be the rth dgos and their joint pdf is of the from

kj=1n1γji=1n1FximifxiFxnk1fxn
for F11>x1x2xn>F10.

For the case mi=m, i=1,2,,n1, the pdf of rth dgos X*r,n,m,k is given

fX*r,n,m,kx=Cr1r1!Fxγr1fxgmr1Fx
and the joint pdf of X*r,n,m,k and X*s,n,m,k, is
fX*r,n,m,k,X*s,n,m,kx,y=Cs1r1!sr1!Fxmfxgmr1Fx×hmFyhmFxsr1fyFyγs1,x>y,
where
hmx=1m+1xm+1,m1logx,m=1
and
gmx=hmxhm1,x0,1.

Several authors utilized the concept of dgos in their work. References may be made to Pawlas and Szynal [2], Khan et al. [4], Ahsanullah [5,6], Mbah and Ahsanullah [7], Khan et al. [8], Khan and Kumar [9,10] and Khan and Khan [11] among others. In this paper, we mainly focus on the study of dgos arising from the exponentiated Rayleigh distribution.

2. RELATIONS FOR SINGLE MOMENTS

Note that for exponentiated Rayleigh distribution fx and Fx satisfy the relation

2αβFx=x1eβx21fx.

The relation in (6) will be used to derive some simple recurrence relations for the moments of dgos from the exponentiated Rayleigh distribution.

We shall first establish the exact expression for EXjr,n,m,k. Using (4), we have, when m1

EXjr,n,m,k=Cr1r1!0xjFxγr1fxgmr1Fxdx=Cr1r1!Ijγr1,r1,
where
Ija,b=0xjFxafxgmbFxdx.

On expanding gmbFx=1m+11Fxm+1b binomially in (8), we get

Ija,b=1m+1bu=0b1ubu0xjFxa+um+1fxdx.

Making the substitution t=Fx1/α in (9), we find that

Ija,b=αβj/2m+1bu=0b1ubu01ln1tj/2t  αa+um+1+11dt.

On using the logarithmic expansion

ln1tj=p=1tppj=p=0zpjtj+p,  |t|<1,
where zpj is the coefficient of tj+p in the expansion of p=1tppj (see Balakrishnan and Cohen [12], p. 44), we get
Ija,b=αβj/2m+1bp=0u=0b1ubuzpj/201tαa+um+1+1+j/2+p1dt=1βj/2m+1bp=0u=0b1ubuzpj/2a+um+1+1+j/2+p/α.

When m=1, we have

Ija,b=00, as u=0b1ubu=0.

Since (12) is of the form 00 at m1, therefore, we have

Ija,b=Au=0b1ubuαa+um+1+1+j/2+p1m+1b,
where
A=1βj/2p=0zpj/2.

Differentiating numerator and denominator of (13) b times with respect to m, we get

Ija,b=Au=0b1u+bbuuba+um+1+1+j/2+p/αb+1,  b>0.

On applying L’ Hospital rule, we have

limm1Ija,b=Au=0b1u+bbuuba+1+j/2+p/αb+1.

But for all integers n0 and for all real numbers x, we have Ruiz [13]

i=0n1inixin=n!.

Therefore,

u=0b1u+bbuub=b!.

On substituting (16) in (14), we find that

Ija,b=b!βj/2p=0zpj/2a+1+j/2+p/αb+1,  m=1.

Now substituting for Ijγr1,r1 from (12) in (7) and simplifying, we obtain when m1

EXjr,n,m,k=Cr1r1!βj/2m+1r1p=0u=0r11ur1u×  zpj/2γru+j/2+p/α
and when m=1, in view of (17) and (7), we have
EXjr,n,1,k=EZrkj=krβj/2p=0zpj/2k+j/2+p/αr,
where Zr(k) denote the kth lower record value.

Identity 2.1.

For γr1, k1, 1rn and m1

u=0r11ur1u1γru=r1!m+1r1t=1rγt.

Proof.

At j=0 in (18), we have

1=Cr1r1!m+1r1p=0u=0r11ur1uzp0γru+p/α.

Note that, if j=0, then

zp0=1, p=0 and zp0=0, p>0 (see Shawky and Bakoban [14]) and hence the result given in (20).

2.1. Special Cases

  1. Putting m=0, k=1 in (18), the explicit formula for single moments of order statistics of the exponentiated Rayleigh distribution can be obtained as

    EXnr+1:nj=Cr:nβj/2p=0u=0r11ur1uzpj/2nr+1+u+j/2+p/α.

    That is

    EXr:nj=Cr:nβj/2p=0u=0nr1unruzpj/2r+u+j/2+p/α,
    where
    Cr:n=n!r1!nr!.

  2. Putting k=1 in (19), we deduce the explicit expression for the moments of lower record values from the exponentiated Rayleigh distribution as

    EXL(r)j=1βj/2p=0zpj/21+j/2+p/αr.

    Now we obtain the recurrence relations for single moments of exponentiated Rayleigh distribution in the following theorem.

Theorem 2.1.

For the distribution as given in (2) for 2rn, n2 and k=1,2,

EXjr,n,m,k=EXjr1,n,m,k+j2αβγrEXj2r,n,m,kEφXr,n,m,k
where
φx=xj2eβx2.

Proof.

In view of Khan et al. [15], note that

EXjr,n,m,kEXjr1,n,m,k       =jCr1γrr1!0xj1Fxγrgmr1Fxdx.

On using (6) in (22), we get

EXjr,n,m,kEXjr1,n,m,k=j2αβγrCr1r1!0xj2Fxγr1fxgmr1FxdxCr1r1!0xj2eβx2Fxγr1fxgmr1Fxdx
and hence the result given in (21).

Remark 2.1.

Putting m=0, k=1, in (21), we obtain a recurrence relation for single moments of order statistics of the exponentiated Rayleigh distribution in the form

EXnr+1:nj=EXnr+2:nj+j2αβnr+1EXnr+1:nj2EφXnr+1:n.

Replacing nr+1 by r1, we have

EXr:nj=EXr1:nj+j2αβr1EXr:nj2EφXr:n.

Remark 2.2.

Setting m=1 and k1 in (21), we get a recurrence relation for single moments of lower k record values from exponentiated Rayleigh distribution in the form

EZrkj=EZr1kj+j2αβkEZrkj2EφZrk.

3. RELATIONS FOR PRODUCT MOMENTS

The explicit expressions for the product moments of dgos Xir,n,m,k and Xjs,n,m,k, 1r<sn, can be obtained when m1 as

EXir,n,m,kXjs,n,m,k    =Cs1r1!sr1!00xxiyjFxmfxgmr1Fx×hmFyhmFxsr1Fyγs1fydydx.

On expanding gmr1Fx=1m+11Fxm+1r1 binomially in (23), we get

EXir,n,m,kXjs,n,m,k=Cs1r1!sr1!m+1r1×u=0r11ur1u00xxiyjFxm+um+1fx×hmFyhmFxsr1Fyγs1fydydx=Cs1r1!sr1!m+1r1u=0r11ur1u×Ii,jm+um+1,sr1,γs1,
where
Ii,ja,b,c=00xxiyjFxafxhmFyhmFxb×  Fycfydydx.

Expanding hmFyhmFxb binomially in (25) after noting that hmFyhmFx=gmFygmFx, we get

Ii,ja,b,c=1m+1bv=0b1vbv0xiFxa+bvm+1fxIxdx,
where
Ix=0xyjFyc+vm+1fydy.

By setting t=[F(y)]1/α in (27) and simplifying on the lines of (12), we find that

Ix=1βj/2p=0zpj/2Fxc+vm+1+1+j/2+p/αc+vm+1+1+j/2+p/α.

On substituting the expression of Ix in (26), we have

Ii,ja,b,c=1βj/2m+1bp=0v=0b1vbvzpj/2c+vm+1+1+j/2+p/α×  0xiFxa+c+bm+1+1+j/2+p/αfxdx.

Again by setting w=Fx1/α in (28) and simplifying the resulting expression, we obtain

Ii,ja,b,c=1βi+j/2m+1bp=0q=0v=0b1vbvzpj/2c+vm+1+1+j/2+p/α×  zqi/2a+c+bm+1+2+i/2+j/2+p+q/α
and when m=1 that
Ii,ja,b,c=00,  as  v=0b1vbv=0.

Therefore, on applying L’ Hospital rule and using (16), we find that

limm1Ii,ja,b,c=b!βi+jp=0q=0zpj/2c+1+j/2+p/αb+1×  zqi/2a+c+2+i/2+j/2+p+q/α.

Now on substituting for Ii,jm+um+1,sr1,γs1 from (29) in (24) and simplifying, we obtain when m1

EXir,n,m,kXjs,n,m,k=Cs1r1!sr1!βi+j/2m+1s2×  p=0q=0u=0r1v=0sr11u+vr1usr1vzpj/2γsv+j/2+p/α×  zqi/2γru+i/2+j/2+p+q/α.
and when m=1, in view of (30) and (25), we have
EXir,n,1,kXjs,n,1,k=EZrkiZskj=αksβi+j/2p=0q=0zpjzqiαk+j/2+psrαk+(i/2)+(j/2)+p+qr.

Identity 3.1.

For γr, γs1, k1, 1r<sn and m1

v=0sr11vsr1v1γsv=sr1!m+1sr1t=r+1sγt.

Proof.

At i=j=0 in (31), we have

1=Cs1r1!sr1!m+1s2p=0q=0u=0r1v=0sr11u+vr1usr1v×  zp0zq0γsv+p/αγru+p+q/α.

In view of Shawky and Bakoban [14], for i=j=0, note that

αp0=1,  αq0=1,  p,  q=0 and αp0=0,  αq0=0,  p,  q>0.

Therefore,

v=0sr11vsr1v1γsv=r1!sr1!m+1s2Cs1u=0r11ur1u1γru.

Now on using (20), we get the result given in (33).

At r=0, (33) reduce to (20).

Remark 3.1.

At j=0 in (31), we have

EXir,n,m,k=Cr1r1!βi/2m+1r1p=0u=0r11ur1uzpi/2γru+i/2+p/α
which is the exact expression for single moment as given in (18).

3.1. Special Cases

  1. Putting m=0, k=1 in (31), the explicit formula for the product moments of order statistics of the exponentiated Rayleigh distribution is obtained as

    EXnr+1:niXns+1:nj=Cr,s:nβi+j/2p=0q=0u=0r1v=0sr11u+vr1usr1  v×  zpj/2zqi/2ns+1+v+j/2+p/αnr+1+u+i/2+j/2+p+q/α.

    That is

    EXr:niXs:nj=Cr,s:nβ(i+j)/2p=0q=0u=0nsv=0sr11u+vnsusr1v×  zpi/2zqj/2r1+v+j/2+p/αs1+u+i/2+j/2+p+q/α,
    where
    Cr,s:n=n!r1!sr1!ns!.

  2. Putting k=1 in (32), the explicit formula for the product moments of lower record values for the exponentiated Rayleigh distribution can be obtained as

    EXLriXLsj=αsβi+j/2p=0q=0zpjzqiα+j/2+psrα+i/2+j/2+p+qr.

Theorem 3.1.

For the distribution as given in (2), for 1r<sn, n2 and k=1,2,

EXir,n,m,kXjs,n,m,kEXir,n,m,kXjs1,n,m,k      =j2αβγsEXir,n,m,kXj2s,n,m,kEφXr,n,m,kXs,n,m,k,
where
φx,y=xiyj2eβx2.

Proof.

In view of Khan et al. [15], note that

EXir,n,m,kXjs,n,m,kEXir,n,m,kXjs1,n,m,k    =jCs1γsr1!sr1!00xxiyj1Fxmfxgmr1Fx×hmFyhmFxsr1Fyγsdydx.

On using relation (6) in (35), we get

EXir,n,m,kXjs,n,m,kEXir,n,m,kXjs1,n,m,k=jCs12αβγsr1!sr1!00xxiyj2eβx2Fxmfxgmr1Fx×hmFyhmFxsr1Fyγs1fydydx00xxiyj2Fxmfxgmr1FxhmFyhmFxsr1Fyγs1fydydx
and hence the result given in (34).

Remark 3.2.

Putting m=0, k=1 in (34), we obtain recurrence relations for product moments of order statistics of the exponentiated Rayleigh distribution in the form

EXnr+1:niXns+1:njEXnr+1:niXns+2:nj=j2αβns+1×EXnr+1:niXns+1:nj2EφXnr+1:nXns+1:n.

That is

EXr:niXs:njEXr1:niXs:nj=i2αβr1EXr:ni2Xs:njEφXr:nXs:n.

Remark 3.3.

Setting m=1 and k1, in (34), we obtain the recurrence relations for product moments of lower k record values from exponentiated Rayleigh distribution in the form

EZrkiZskjEZrkiZs1kj    =j2αβkEZrkiZskj2EφZrkZsk.

Remark 3.4.

At i=0, Theorem 3.1 reduces to Theorem 2.1.

4. CHARACTERIZATION BY CONDITIONAL EXPECTATION AND RECURRENCE RELATION

Let Xr,n,m,k, r=1,2,,n be dgos from a continuous population with df Fx and pdf fx, then the conditional pdf of Xs,n,m,k given Xr,n,m,k=x, 1r<sn, in view of (4) and (5), is

fXs,n,m,k|Xr,n,m,ky|x=Cs1(sr1)!Cr1Fxmγr+1×hmFyhmFxsr1Fyγs1fy,  y<x,  m1
fZsk|Zrky|x=ksrsr1!lnFxlnFysr1×FyFxk1fyFxdy,  y<x,  m=1.

Theorem 4.1.

Let X be a non-negative random variable having an absolutely continuous df Fx with F0=0 and 0<Fx<1 for all x>0, then

EξXs,n,m,k|Xl,n,m,k=x=1βp=11eβx2ppj=1slγr+jγr+j+p/α,l=r,  r+1,  m1.
EξZsk|Zlk=x=1βp=1kk+p/αsl1eβx2p/p,l=r,  r+1,  m=1,
where
ξy=y2
if and only if
Fx=1eβx2α,  x>0,   α,β>0.

Proof.

When m1, we have from (36) for s>r+1

EξXs,n,m,k|Xr,n,m,k=x=Cs1sr1!Cr1m+1sr1×0xy21FyFxm+1sr1FyFxγs1fyFxdy.

By setting u=FyFx=1eβ  y21eβx2α from (2) in (40), we obtain

EξXs,n,m,k|Xr,n,m,k=x=Cs1sr1!Cr1m+1sr1×1β01ln11eβx2u1/αuγs11um+1sr1du=Cs1sr1!Cr1m+1sr1βp=11eβx2pp×01up/α+γs11um+1sr1du.

Again by setting t=um+1 in (41), we get

EξXs,n,m,k|Xr,n,m,k=x=Cs1sr1!Cr1m+1srβ×p=11eβx2pp01tp+αkαm+1+ns11tsr1dt=Cs1Cr1m+1srβp=11eβx2ppΓp+αkαm+1+nsΓp+αkαm+1+nr=Cs1βCr1p=11eβx2ppj=1srγr+j+p/α,
where
Cs1Cr1=j=1srγr+j
and hence the result given in (38).

To prove sufficient part, we have from (36) and (38)

Cs1sr1!Cr1m+1sr10xyFxm+1Fym+1sr1    ×Fyγs1fydy=Fxγr+1Hrx,
where
Hrx=1βp=11eβx2ppj=1srγr+jγr+j+p/α.

Differentiating (42) both sides with respect to x, we get

Cs1Fxmfxsr2!Cr1m+1sr20xyFxm+1Fym+1sr2Fyγs1fydy    =HrxFxγr+1+γr+1HrxFxγr+11fx
or
γr+1Hr+1xFxγr+2+mfx   =HrxFxγr+1+γr+1HrxFxγr+11fx.

Therefore,

fxFx=Hrxγr+1Hr+1xHrx=2αβxeβx21eβx2,
where
Hrx=2xeβx2p=11eβx2p1j=1srγr+jγr+j+p/α,
Hr+1xHrx=1αβγr+1p=11eβx2pj=1srγr+jγr+j+p/α.

Integrating both the sides of (43) with respect to x between 0,y, the sufficiency part is proved.

For the case when m=1, from (37) on using the transformation u=FyFx=1eβ  y21eβx2α, we find that

EξZsk|Zlk=x=A*01lnusr1uk+p/α1du,
where
A*=ksrsr1!βp=11eβx2p/p.

We have Gradshteyn and Ryzhik ([16], p. 551)

01lnxμ1xυ1dx=Γμυμ,  μ>0,  υ>0.

On using (45) in (44), we have the result given in (39).

Sufficiency part can be proved on the lines of case m1.

Theorem 4.2.

Let X be a non-negative random variable having an absolutely continuous df Fx with F0=0 and 0<Fx<1 for all x>0, then

EXjr,n,m,k=EXjr1,n,m,kj2αβγrEφX*r,n,m,k+j2αβγrEXj2r,n,m,k
if and only if
Fx=1eβx2α,  x>0,   α>0,  β>0.

Proof.

The necessary part follows immediately from (21). On the other hand if the recurrence relation in (46) is satisfied, then on using (4), we have

Cr1r1!0xjFxγr1fxgmr1Fxdx  =r1Cr1γrr1!0xjFxγr+mfxgmr2FxdxjCr12αβγrr1!0xj2eβx2Fxγr1fxgmr1Fxdx+jCr12αβγrr1!0xj2Fxγr1fxgmr1Fxdx.

Integrating the first integral on the right hand side in (47) by parts and simplifying the resulting expression, we get

jCr1γrr1!0xj1Fxγr1gmr1Fxdx  ×Fx12αβxeβx2fx+12αβxfxdx=0.

Now applying a generalization of the Müntz-Szász Theorem [17] to (48), we get

fxFx=2αβxeβx21,
which proves that
Fx=1eβx2α,  x>0,   α,  β>0.

5. CHARACTERIZATION BY TRUNCATED MOMENT

Theorem 5.1.

Suppose an absolutely continuous (with respect to Lebesgue measure) random variable X has the df Fx and pdf fx for 0<x<, such that fx and EX|Xx exist for all x, 0<x<, then

EX|Xx=gxηx,
where
ηx=fxFx
and
gx=1eβ  x22αβxeβx20x1eβ  u2αdu2αβx1eβ  x2α1eβx2,
if and only if
fx=2αβx1eβ  x2α1eβx2,  x>0,  α,  β>0.

Proof.

In view of Ahsanullah et al. [18] and (1), we have

EX|Xx=2αβFx0xu21eβ  u2α1eβx2du.

Integrating (50) by parts treating 'u1eβ  u2α1eβx2' for integration and rest of the integrant for differentiation, we get

EX|Xx=1Fxx1eβ  x20x1eβ  u2αdu.

After multiplying and dividing by fx in (51), we have the result given (49).

To prove sufficient part, we have from (49)

1Fx0xufudu=g(x)fxFxor0xufudu=gxfx.

Differentiating (52) on both the sides with respect to x, we find that

xfx=gxfx+gxfx.

Therefore,

f(x)f(x)=xg(x)g(x)=2(α1)βxeβx21eβx2+1x2βx,
where
g(x)=x+g(x)(2(α1)βxeβx21eβx2+1x2βx).

Integrating both the sides in (53) with respect to x, we get

f(x)=cx1eβx2α1eβx2.

It is known that

0fxdx=1.

Thus,

1c=0x1eβx2α1eβx2dx=12αβ,
which proved that
f(x)=2αβx1eβx2α1eβx2,x>0,α,β>0.

CONFLICT OF INTEREST

The authors are declare no competing interests.

AUTHORS' CONTRIBUTIONS

The author carried out the proof of the main results and approved the final manuscript.

ACKNOWLEDGMENT

The authors acknowledge with thanks to both the referee and the Editor-in-Chief Prof. M. Ahsanullah for their fruitful suggestions and comments which led the overall improvement in the manuscript. Authors are also thankful to Prof. A. H. Khan, Aligarh Muslim University, Aligarh, who helped in preparation of this manuscript.

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
18 - 4
Pages
402 - 415
Publication Date
2019/11/14
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.d.191104.001How to use a DOI?
Copyright
© 2019 The Authors. Published by Atlantis Press SARL.
Open Access
This is an open access article distributed under the CC BY-NC 4.0 license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - M. A. R. Khan
AU  - R. U. Khan
AU  - B. Singh
PY  - 2019
DA  - 2019/11/14
TI  - Relations for Moments of Dual Generalized Order Statistics from Exponentiated Rayleigh Distribution and Associated Inference
JO  - Journal of Statistical Theory and Applications
SP  - 402
EP  - 415
VL  - 18
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.d.191104.001
DO  - 10.2991/jsta.d.191104.001
ID  - Khan2019
ER  -