| Title: | Modified Topp-Leone Distribution: Properties, Estimation, and Applications |
|---|---|
| Description: | Provides density, cumulative distribution function, quantile function, random number generation, survival function, hazard rate function, statistical properties, classical point and interval estimation (maximum likelihood, ordinary least squares, weighted least squares, Cramer-von Mises, and maximum product of spacings), Bayesian estimation under symmetric and asymmetric loss functions (squared error, entropy, precautionary, and generalized entropy loss functions) with highest posterior density intervals, censoring schemes (random, Type-I, Type-II, and progressive Type-II censoring), and real data applications for the 'Modified Topp-Leone' distribution. Methods are based on Singh et al. (2025) <https://statassoc.or.th>, Cheng and Amin (1983) <doi:10.1111/j.2517-6161.1983.tb01267.x>, Swain et al. (1988) <doi:10.1080/00949658808811094>, Chen and Shao (1999) <doi:10.1080/10618600.1999.10474802>, and Balakrishnan and Aggarwala (2000) <doi:10.1007/978-1-4612-1178-5>. |
| Authors: | Shikhar Tyagi [aut, cre] (ORCID: <https://orcid.org/0000-0003-1606-0844>), Abhishek Tyagi [aut], Arvind Pandey [aut], Bhupendra Singh [aut], Vrijesh Tripathi [aut] |
| Maintainer: | Shikhar Tyagi <[email protected]> |
| License: | GPL (>= 3) |
| Version: | 0.1.0 |
| Built: | 2026-10-09 10:12:46 UTC |
| Source: | https://github.com/cran/ModToppLeone |
Estimates the shape parameter alpha of the Modified Topp-Leone (MTL) distribution
under informative (Gamma) and non-informative priors using symmetric (SELF) and asymmetric
(ELF, PLF, GELF) loss functions, along with Chen-Shao Highest Posterior Density (HPD) intervals.
bayes_mtl( x, prior = c("informative", "noninformative"), a = 1, b = 1, loss = c("self", "elf", "plf", "gelf", "all"), delta = 1, n.draws = 10000, burn.in = 1000, thin = 1, conf.level = 0.95 )bayes_mtl( x, prior = c("informative", "noninformative"), a = 1, b = 1, loss = c("self", "elf", "plf", "gelf", "all"), delta = 1, n.draws = 10000, burn.in = 1000, thin = 1, conf.level = 0.95 )
x |
Vector of sample observations ( |
prior |
Type of prior distribution: |
a |
Shape parameter for Gamma prior (hyperparameter |
b |
Rate parameter for Gamma prior (hyperparameter |
loss |
Loss function: |
delta |
Constant for Generalized Entropy Loss Function ( |
n.draws |
Number of MCMC iterations (default: 10000). |
burn.in |
Number of initial draws to discard as burn-in (default: 1000). |
thin |
Thinning interval for MCMC chain (default: 1). |
conf.level |
Credible level for HPD interval estimation (default: 0.95). |
A list containing point estimates under specified loss functions, posterior standard error (PSE), posterior summary statistics, MCMC sample draws, and the 100*(1 - alpha)% HPD interval.
Shikhar Tyagi, Abhishek Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
Chen, M. H., and Shao, Q. M. (1999). Monte Carlo estimation of Bayesian credible and HPD intervals. Journal of Computational and Graphical Statistics, 8(1), 69-92.
Calabria, R., and Pulcini, G. (1996). Point estimation under asymmetric loss functions for left-truncated exponential samples. Communications in Statistics - Theory and Methods, 25(3), 585-600.
set.seed(123) sample_data <- rmtl(n = 30, alpha = 2.5) # Bayesian Estimation under Non-informative Prior bayes_mtl(x = sample_data, prior = "noninformative", loss = "all") # Bayesian Estimation under Informative Prior (a = 2, b = 1) bayes_mtl(x = sample_data, prior = "informative", a = 2, b = 1, loss = "self")set.seed(123) sample_data <- rmtl(n = 30, alpha = 2.5) # Bayesian Estimation under Non-informative Prior bayes_mtl(x = sample_data, prior = "noninformative", loss = "all") # Bayesian Estimation under Informative Prior (a = 2, b = 1) bayes_mtl(x = sample_data, prior = "informative", a = 2, b = 1, loss = "self")
Functions to generate random samples and estimate parameters of the Modified Topp-Leone (MTL) distribution under various censoring schemes: Random Right Censoring, Type-I Censoring, Type-II Censoring, and Progressive Type-II Censoring.
rcensor_mtl( n, alpha, scheme = c("random", "type1", "type2", "progressive2"), T_censor = NULL, m = NULL, R = NULL, censor_rate = 0.5 ) mle_censor_mtl( x, status = NULL, scheme = c("random", "type1", "type2", "progressive2"), R = NULL, conf.level = 0.95 )rcensor_mtl( n, alpha, scheme = c("random", "type1", "type2", "progressive2"), T_censor = NULL, m = NULL, R = NULL, censor_rate = 0.5 ) mle_censor_mtl( x, status = NULL, scheme = c("random", "type1", "type2", "progressive2"), R = NULL, conf.level = 0.95 )
n |
Total initial sample size. |
alpha |
Shape parameter of the MTL distribution ( |
scheme |
Type of censoring scheme: |
T_censor |
Fixed censoring time for Type-I censoring ( |
m |
Number of observed failures for Type-II or Progressive Type-II censoring ( |
R |
Vector of removal counts for Progressive Type-II censoring of length |
censor_rate |
Rate parameter for exponential censoring distribution in random censoring. |
x |
Vector of observed failure/censoring times. |
status |
Vector of censoring indicators (1 = observed failure, 0 = censored). |
conf.level |
Confidence level for interval estimation (default: 0.95). |
rcensor_mtl returns a list containing observed times (x), censoring status (status),
censoring scheme info, and parameter settings.
mle_censor_mtl returns a list containing point estimate (estimate), standard error (se),
asymptotic confidence interval (ci), and log-likelihood value under censoring.
Shikhar Tyagi, Abhishek Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
Balakrishnan, N., and Aggarwala, R. (2000). Progressive Censoring: Theory, Methods, and Applications. Birkhäuser, Boston.
set.seed(123) # 1. Random Right Censoring rand_cens <- rcensor_mtl(n = 30, alpha = 2.0, scheme = "random", censor_rate = 0.5) mle_censor_mtl(x = rand_cens$x, status = rand_cens$status, scheme = "random") # 2. Type-I Censoring t1_cens <- rcensor_mtl(n = 30, alpha = 2.0, scheme = "type1", T_censor = 1.5) mle_censor_mtl(x = t1_cens$x, status = t1_cens$status, scheme = "type1") # 3. Type-II Censoring t2_cens <- rcensor_mtl(n = 30, alpha = 2.0, scheme = "type2", m = 20) mle_censor_mtl(x = t2_cens$x, status = t2_cens$status, scheme = "type2") # 4. Progressive Type-II Censoring R_scheme <- c(2, 0, 1, 0, 2, 0, 1, 0, 2, 2) prog_cens <- rcensor_mtl(n = 20, alpha = 2.0, scheme = "progressive2", m = 10, R = R_scheme) mle_censor_mtl(x = prog_cens$x, scheme = "progressive2", R = R_scheme)set.seed(123) # 1. Random Right Censoring rand_cens <- rcensor_mtl(n = 30, alpha = 2.0, scheme = "random", censor_rate = 0.5) mle_censor_mtl(x = rand_cens$x, status = rand_cens$status, scheme = "random") # 2. Type-I Censoring t1_cens <- rcensor_mtl(n = 30, alpha = 2.0, scheme = "type1", T_censor = 1.5) mle_censor_mtl(x = t1_cens$x, status = t1_cens$status, scheme = "type1") # 3. Type-II Censoring t2_cens <- rcensor_mtl(n = 30, alpha = 2.0, scheme = "type2", m = 20) mle_censor_mtl(x = t2_cens$x, status = t2_cens$status, scheme = "type2") # 4. Progressive Type-II Censoring R_scheme <- c(2, 0, 1, 0, 2, 0, 1, 0, 2, 2) prog_cens <- rcensor_mtl(n = 20, alpha = 2.0, scheme = "progressive2", m = 10, R = R_scheme) mle_censor_mtl(x = prog_cens$x, scheme = "progressive2", R = R_scheme)
Point and interval estimation of the shape parameter alpha of the
Modified Topp-Leone (MTL) distribution using classical methods: Maximum Likelihood (MLE),
Ordinary Least Squares (OLS), Weighted Least Squares (WLS), Cramér-von Mises (CVM),
and Maximum Product of Spacings (MPS).
mle_mtl(x, conf.level = 0.95) ols_mtl(x) wls_mtl(x) cvm_mtl(x) mps_mtl(x) fit_mtl( x, method = c("mle", "ols", "wls", "cvm", "mps", "all"), conf.level = 0.95 )mle_mtl(x, conf.level = 0.95) ols_mtl(x) wls_mtl(x) cvm_mtl(x) mps_mtl(x) fit_mtl( x, method = c("mle", "ols", "wls", "cvm", "mps", "all"), conf.level = 0.95 )
x |
Vector of sample observations ( |
conf.level |
Confidence level for interval estimation (default: 0.95). |
method |
Estimation method: |
A list or data frame containing point estimate, standard error, asymptotic confidence interval, log-likelihood, AIC, BIC, CAIC, Kolmogorov-Smirnov test statistic, and associated p-value.
Shikhar Tyagi, Abhishek Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
Cheng, R. C. H., and Amin, N. A. K. (1983). Estimating parameters in continuous univariate distributions with a shifted origin. Journal of the Royal Statistical Society: Series B, 45(3), 394-403.
Swain, J. J., Venkatraman, S., and Wilson, J. R. (1988). Least-squares estimation of distribution functions in Johnson's translation system. Journal of Statistical Computation and Simulation, 29(4), 271-297.
set.seed(123) sample_data <- rmtl(n = 50, alpha = 2.0) # MLE Estimation mle_mtl(x = sample_data) # OLS and WLS Estimation ols_mtl(x = sample_data) wls_mtl(x = sample_data) # CVM and MPS Estimation cvm_mtl(x = sample_data) mps_mtl(x = sample_data) # Fit all classical methods simultaneously fit_mtl(x = sample_data, method = "all")set.seed(123) sample_data <- rmtl(n = 50, alpha = 2.0) # MLE Estimation mle_mtl(x = sample_data) # OLS and WLS Estimation ols_mtl(x = sample_data) wls_mtl(x = sample_data) # CVM and MPS Estimation cvm_mtl(x = sample_data) mps_mtl(x = sample_data) # Fit all classical methods simultaneously fit_mtl(x = sample_data, method = "all")
Density, distribution function, quantile function, random generation,
survival function, and hazard rate function for the Modified Topp-Leone (MTL)
distribution with shape parameter alpha.
dmtl(x, alpha, log = FALSE) pmtl(q, alpha, lower.tail = TRUE, log.p = FALSE) qmtl(p, alpha, lower.tail = TRUE, log.p = FALSE) rmtl(n, alpha) smtl(x, alpha, log.p = FALSE) hmtl(x, alpha, log = FALSE)dmtl(x, alpha, log = FALSE) pmtl(q, alpha, lower.tail = TRUE, log.p = FALSE) qmtl(p, alpha, lower.tail = TRUE, log.p = FALSE) rmtl(n, alpha) smtl(x, alpha, log.p = FALSE) hmtl(x, alpha, log = FALSE)
x, q
|
Vector of quantiles. |
alpha |
Shape parameter of the MTL distribution ( |
log, log.p
|
Logical; if |
lower.tail |
Logical; if |
p |
Vector of probabilities. |
n |
Number of observations. If |
The probability density function (PDF) of the Modified Topp-Leone distribution is given by:
The cumulative distribution function (CDF) is given by:
The quantile function is derived by inverting the CDF:
dmtl gives the density, pmtl gives the distribution function,
qmtl gives the quantile function, rmtl generates random deviates,
smtl gives the survival function, and hmtl gives the hazard rate function.
Shikhar Tyagi, Abhishek Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
# Evaluate PDF and CDF at x = 1 with alpha = 1.5 dmtl(x = 1, alpha = 1.5) pmtl(q = 1, alpha = 1.5) # Quantile function and random generation p_seq <- c(0.25, 0.50, 0.75) qmtl(p = p_seq, alpha = 1.5) set.seed(123) x_sample <- rmtl(n = 10, alpha = 1.5) x_sample # Survival and Hazard functions smtl(x = 1, alpha = 1.5) hmtl(x = 1, alpha = 1.5)# Evaluate PDF and CDF at x = 1 with alpha = 1.5 dmtl(x = 1, alpha = 1.5) pmtl(q = 1, alpha = 1.5) # Quantile function and random generation p_seq <- c(0.25, 0.50, 0.75) qmtl(p = p_seq, alpha = 1.5) set.seed(123) x_sample <- rmtl(n = 10, alpha = 1.5) x_sample # Survival and Hazard functions smtl(x = 1, alpha = 1.5) hmtl(x = 1, alpha = 1.5)
Plot probability density function (PDF), cumulative distribution function (CDF),
survival function (SF), or hazard rate function (HRF) of the Modified Topp-Leone (MTL)
distribution for specified values of alpha.
plot_mtl( alpha = c(0.5, 1.5, 3, 10), type = c("pdf", "cdf", "sf", "hrf"), x_max = 10, n_points = 500 )plot_mtl( alpha = c(0.5, 1.5, 3, 10), type = c("pdf", "cdf", "sf", "hrf"), x_max = 10, n_points = 500 )
alpha |
Vector of shape parameter values ( |
type |
Type of plot: |
x_max |
Maximum value of x on the horizontal axis (default: 10). |
n_points |
Number of evaluation points along the x-axis (default: 500). |
No return value, called for side effects (produces a plot).
Shikhar Tyagi, Abhishek Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
# Plot PDF for various values of alpha plot_mtl(alpha = c(0.5, 1.5, 3.0, 10.0), type = "pdf", x_max = 5) # Plot HRF for various values of alpha plot_mtl(alpha = c(0.5, 1.5, 3.0, 10.0), type = "hrf", x_max = 5)# Plot PDF for various values of alpha plot_mtl(alpha = c(0.5, 1.5, 3.0, 10.0), type = "pdf", x_max = 5) # Plot HRF for various values of alpha plot_mtl(alpha = c(0.5, 1.5, 3.0, 10.0), type = "hrf", x_max = 5)
Functions to calculate various statistical properties of the Modified Topp-Leone (MTL) distribution including mode, mean, quantiles, mean deviations, inequality measures, mean residual life, mean past life, probability-weighted moments, entropies, stress-strength reliability, and order statistics.
mode_mtl(alpha) mean_mtl(alpha, n_terms = 100) moments_mtl(r, alpha, n_terms = 100) quantiles_mtl(alpha) meandev_mtl(alpha) inequality_mtl(y, alpha) mrl_mtl(y, alpha) mpl_mtl(y, alpha) pwm_mtl(r, s, alpha) entropy_mtl(alpha, type = c("shannon", "renyi", "omega"), gamma = 0.5) ssr_mtl(alpha1, alpha2) order_stats_mtl(y, alpha, n, u, type = c("pdf", "cdf"))mode_mtl(alpha) mean_mtl(alpha, n_terms = 100) moments_mtl(r, alpha, n_terms = 100) quantiles_mtl(alpha) meandev_mtl(alpha) inequality_mtl(y, alpha) mrl_mtl(y, alpha) mpl_mtl(y, alpha) pwm_mtl(r, s, alpha) entropy_mtl(alpha, type = c("shannon", "renyi", "omega"), gamma = 0.5) ssr_mtl(alpha1, alpha2) order_stats_mtl(y, alpha, n, u, type = c("pdf", "cdf"))
alpha |
Shape parameter of the MTL distribution ( |
n_terms |
Number of terms to use in series expansions (default: 100). |
r |
Order of the raw moment or probability-weighted moment. |
y |
Evaluation point for residual life, past life, inequality curves, or order statistics. |
s |
Parameter for probability-weighted moment. |
type |
Type of entropy ( |
gamma |
Order parameter for Rényi or |
alpha1, alpha2
|
Shape parameters for two independent MTL variables in stress-strength reliability. |
n |
Sample size for order statistics. |
u |
Index of the order statistic ( |
Numeric scalar or vector corresponding to the calculated statistical property:
mode_mtl: Mode of the MTL distribution.
mean_mtl: Mean of the MTL distribution.
moments_mtl: $r$-th raw moment (finite for $r = 1$).
quantiles_mtl: Named vector of quantiles, median, skewness, and kurtosis.
meandev_mtl: Mean deviation about mean and median.
inequality_mtl: Lorenz, Bonferroni, and Zenga inequality measures.
mrl_mtl: Mean residual life function.
mpl_mtl: Mean past life (expected inactivity time) function.
pwm_mtl: Probability-weighted moment .
entropy_mtl: Specified entropy measure.
ssr_mtl: Stress-strength reliability .
order_stats_mtl: Density or CDF of the $u$-th order statistic.
Shikhar Tyagi, Abhishek Tyagi, Arvind Pandey, Bhupendra Singh, Vrijesh Tripathi
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
# Mode and Mean mode_mtl(alpha = 2.5) mean_mtl(alpha = 1.5) # Quantiles summary quantiles_mtl(alpha = 1.5) # Mean deviations meandev_mtl(alpha = 1.5) # Inequality measures at y = 1 inequality_mtl(y = 1, alpha = 1.5) # Mean residual life and past life mrl_mtl(y = 1, alpha = 1.5) mpl_mtl(y = 1, alpha = 1.5) # Entropies entropy_mtl(alpha = 1.5, type = "shannon") entropy_mtl(alpha = 1.5, type = "renyi", gamma = 0.5) # Stress-Strength Reliability ssr_mtl(alpha1 = 2, alpha2 = 3) # Order statistics density for median in n = 5 sample order_stats_mtl(y = 1, alpha = 1.5, n = 5, u = 3, type = "pdf")# Mode and Mean mode_mtl(alpha = 2.5) mean_mtl(alpha = 1.5) # Quantiles summary quantiles_mtl(alpha = 1.5) # Mean deviations meandev_mtl(alpha = 1.5) # Inequality measures at y = 1 inequality_mtl(y = 1, alpha = 1.5) # Mean residual life and past life mrl_mtl(y = 1, alpha = 1.5) mpl_mtl(y = 1, alpha = 1.5) # Entropies entropy_mtl(alpha = 1.5, type = "shannon") entropy_mtl(alpha = 1.5, type = "renyi", gamma = 0.5) # Stress-Strength Reliability ssr_mtl(alpha1 = 2, alpha2 = 3) # Order statistics density for median in n = 5 sample order_stats_mtl(y = 1, alpha = 1.5, n = 5, u = 3, type = "pdf")
Three real-world datasets examined in Singh et al. (2025) to illustrate the flexibility and applicability of the Modified Topp-Leone distribution.
dataset_air dataset_covid_india dataset_covid_francedataset_air dataset_covid_india dataset_covid_france
Numeric vectors containing positive observations:
Number of successive failures for the air conditioning system of each member in a fleet of 13 Boeing 720 jet airplanes (divided by 100 for fitting convenience).
Daily new COVID-19 cases in India from 16 March 2021 to 16 April 2021 (divided by 10,000).
Daily new COVID-19 cases in France from 5 August 2020 to 5 November 2020 (divided by 10,000).
An object of class numeric of length 39.
An object of class numeric of length 50.
Singh, B., Tyagi, S., Singh, R. P., and Tyagi, A. (2025). Modified Topp-Leone Distribution: Properties, Classical and Bayesian Estimation with Application to COVID-19 and Reliability Data. Thailand Statistician, 23(1), 72-96.
Cordeiro, G. M., and Lemonte, A. J. (2011). The beta-Birnbaum-Saunders distribution: An improved distribution for fatigue life modelling. Computational Statistics & Data Analysis, 55(3), 1445-1461.
data(dataset_air) mle_mtl(dataset_air) data(dataset_covid_india) fit_mtl(dataset_covid_india, method = "all") data(dataset_covid_france) bayes_mtl(dataset_covid_france, prior = "noninformative")data(dataset_air) mle_mtl(dataset_air) data(dataset_covid_india) fit_mtl(dataset_covid_india, method = "all") data(dataset_covid_france) bayes_mtl(dataset_covid_france, prior = "noninformative")