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A new reciprocal Rayleigh extension: Properties, copulas, different methods of estimation and a modified right-censored test for validation

Yousof, Haitham M.,Ali, M. Masoom,Goual, Hafida,Ibrahim, Mohamed

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Yousof, Haitham M.; Ali, M. Masoom; Goual, Hafida; Ibrahim, Mohamed Article A new reciprocal Rayleigh extension: Properties, copulas, different methods of estimation and a modified rightcensored test for validation Statistics in Transition New Series Provided in Cooperation with: Polish Statistical Association Suggested Citation: Yousof, Haitham M.; Ali, M. Masoom; Goual, Hafida; Ibrahim, Mohamed (2021) : A new reciprocal Rayleigh extension: Properties, copulas, different methods of estimation and a modified right-censored test for validation, Statistics in Transition New Series, ISSN 2450-0291, Exeley, New York, Vol. 22, Iss. 3, pp. 99-121, https://doi.org/10.21307/stattrans-2021-029 This Version is available at: https://hdl.handle.net/10419/266273 Standard-Nutzungsbedingungen: Die Dokumente auf EconStor dürfen zu eigenen wissenschaftlichen Zwecken und zum Privatgebrauch gespeichert und kopiert werden. 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If the documents have been made available under an Open Content Licence (especially Creative Commons Licences), you may exercise further usage rights as specified in the indicated licence. https://creativecommons.org/licenses/by-nc-nd/4.0/ STATISTICS IN TRANSITION new series, September 2021 Vol. 22, No. 3, pp. 99–121, DOI 10.21307/stattrans-2021-029 Received – 24.01.2020; accepted – 01.06.2021 A new reciprocal Rayleigh extension: properties, copulas, different methods of estimation and a modified right-censored test for validation Haitham M. Yousof1, M. Masoom Ali2, Hafida Goual3, Mohamed Ibrahim4 ABSTRACT In this article, a new reciprocal Rayleigh extension called the Xgamma reciprocal Rayleigh model is defined and studied. The relevant statistical properties are derived, and the useful results related to the convexity and concavity are addressed. We discussed the estimation of the parameters using different estimation methods such as the maximum likelihood estimation method, the ordinary least squares estimation method, the weighted least squares estimation method, the Cramer-Von-Mises estimation method, and the bootstrapping method. A simulation study was conducted to assess the performances of the proposed estimation methods are investigated through a simulation study. Many bivariate and multivariate type model have also been derived based on Farlie-Gumbel-Morgenstern copula, the Clayton copula, Renyi’s entropy copula and the Ali-Mikhail-Haq copula. A modified Nikulin-Rao-Robson test for right-censored validation is applied to a censored real data set. Key words: Xgamma model, reciprocal Rayleigh model, simulations, bootstrapping, Farlie Gumbel Morgenstern copula, least squares, Cramer-Von-Mises, bootstrapping, Ali-MikhailHaq copula, convexity, concavity. 1. Introduction The probability density function (PDF) and cumulative distribution function (CDF) of the reciprocal Rayleigh (RR) distribution are given, respectively, by 𝑔󰇛𝑦󰇜2𝜃𝑦𝑒󰇡 󰇢|∈ℝ, 1 Department of Statistics, Mathematics and Insurance, Faculty of Commerce, Benha University, Benha 13518, Egypt. E-mail: haitha[email protected]. ORCID: https://orcid.org/0000-0003-4589-4944. 2 Department of Mathematical Sciences Ball State University, Muncie, Indiana 47306, USA. E-mail: [email protected]. ORCID: https://orcid.org//0000-0002-0120-9442. 3 Laboratory of Probability and Statistics, University of Badji Mokhtar, Annaba, Algeria. E-mail: [email protected]. ORCID: https://orcid.org/0000-0003-4932-4332. 4 Department of Applied, Mathematical and Actuarial Statistics, Faculty of Commerce, Damietta University, Damietta, Egypt. E-mail: [email protected]. ORCID: https://orcid.org/0000-0003-4893-9669. 100 Haitham M. Yousof et al.: A new reciprocal Rayleigh extension: properties… and 𝐺󰇛𝑦󰇜𝑒󰇡 󰇢|∈ℝ, where 𝜃0 refers to the scale parameter. The RR model is a special case from the well-known inverse Weibull distribution. The RR model was originally proposed by Fréchet (1927). It has many applications in accelerated life testing, earthquakes, floods, wind speed, horse racing, rainfall, queues in supermarkets, and sea waves. Gusmao et al. (2011) defined and studied the generalized reciprocal Rayleigh (GRR) distribution. Krishna et al. (2013) proposed some applications of the Marshall-Olkin reciprocal Rayleigh (MORR) distribution. Mahmoud and Mandouh (2013) proposed and studied the transmuted reciprocal Rayleigh (TRR) distribution. Haq et al. (2017) presented a new four-prarameter reciprocal Rayleigh version for modeling extreme values. Korkmaz et al. (2017) studied some theoretical and computational aspects of the odd Lindley reciprocal Rayleigh (OLRR) distribution. Yousof et al. (2018d) defined a new family called the odd reciprocal Rayleigh G (ORR-G) family of distributions. Yousof et al. (2019) defined a new compound version of the reciprocal Rayleigh (OBRR) distribution. Salah et al. (2020) defined and studied a new version of RR model called the odd Burr RR model with different copula, different estimation methods, applications and validation testing. Recently, Cordeiro (2020) proposed and studied the Xgamma-G (Xg-G) family of distribution with CDF and PDF (for 𝜃0) given by 𝐹,𝛏󰇛𝑦󰇜11𝜃𝜃log󰇣1𝐺𝛏󰇛𝑦󰇜󰇤𝜃󰇥log󰇣1𝐺𝛏󰇛𝑦󰇜󰇤󰇦 1𝜃 󰇣1𝐺𝛏󰇛𝑦󰇜󰇤|∈ ℝ , (1) and 𝑓 ,𝛏󰇛𝑦󰇜 𝜃 1𝜃𝑔𝛏󰇛𝑦󰇜󰇣1𝐺𝛏󰇛𝑦󰇜󰇤𝜃12𝜃󰇥log󰇣1𝐺𝛏󰇛𝑦󰇜󰇤󰇦|∈ ℝ , (2) respectively, where 𝑔𝛏󰇛𝑦󰇜 and 𝐺𝛏󰇛𝑦󰇜 are the baseline PDF and CDF respectively with a parameter vector 𝛏. To this end, we define the CDF of the Xgamma reciprocal Rayleigh (XgRR) model. Using (1), the CDF of the XgRR can be written as 𝐹,󰇛𝑦󰇜1 1 1𝜃󰇩1𝑒󰇡 󰇢󰇪 ⎝ ⎜ ⎛ 1𝜃𝜃log󰇩1𝑒󰇡 󰇢󰇪 12𝜃󰇫log󰇩1𝑒󰇡 󰇢󰇪󰇬⎠ ⎟ ⎞ |∈ℝ. (3) The PDF corresponding to (3) reduces to 𝑓 ,󰇛𝑦󰇜2𝜃𝜃𝑦𝑒󰇡 󰇢 1𝜃󰇩1𝑒󰇡 󰇢󰇪𝜃12𝜃󰇫log󰇩1𝑒󰇡 󰇢󰇪󰇬|∈ ℝ . (4) STATISTICS IN TRANSITION new series, September 2021 101 The XgRR family density in (4) can be expressed as 𝑓 ,󰇛𝑦󰇜2𝜃𝜃 1𝜃𝑦𝑒󰇡 󰇢󰇩1𝑒󰇡 󰇢󰇪 ⎝ ⎜ ⎜ ⎛ 𝜃 2󰇛1𝜃󰇜2𝜃𝑦𝑒󰇡 󰇢 󰆊 󰆎 󰆎 󰆎 󰆋 󰆎 󰆎 󰆎 󰆌 󰇛󰇜 󰇩1𝑒󰇡 󰇢󰇪󰇫log󰇩1𝑒󰇡 󰇢󰇪󰇬 󰆄 󰆈 󰆈 󰆈 󰆈 󰆈 󰆅 󰆈 󰆈 󰆈 󰆈 󰆈 󰆆 󰇛;󰇜  ⎠ ⎟ ⎟ ⎞ |∈ℝ. (5) Consider log1𝑎 𝑎 1 𝑖1   𝑎 𝑎| 󰇻 󰇻, (6) and the power series raised to a positive integer 𝑛 (see Gradshteyn and Ryzhik (2002)) 󰇭𝑎   𝑢󰇮𝑐󰇛,󰇜   𝑢, (7) where the coefficients 𝑐󰇛,󰇜 (for 𝑗1,2,… ) can be easily determined from the recurrence equation 𝑐󰇛,󰇜󰇛𝑗𝑎󰇜󰇟𝑚󰇛𝑛1󰇜𝑗󰇠   𝑎𝑐󰇛,󰇜 and 𝑐󰇛,󰇜𝑎. The coefficient 𝑐󰇛,󰇜 can be calculated from 𝑐󰇛,󰇜,…,𝑐󰇛,󰇜 and hence from the quantities 𝑎,…,𝑎 . For 󰇻 󰇻1 and 𝑎0, the power series holds 1𝑎 𝑎 𝛤󰇛1𝑎󰇜 𝑗!𝛤󰇛𝑎𝑗1󰇜   𝑎 𝑎. (8) Applying (6) to the quantity 𝐴󰇛𝑦;𝜃󰇜 in the PDF in (5), the PDF can be expressed as 𝑓,󰇛𝑦󰇜 𝜃 1𝜃2𝜃𝑦𝑒󰇡 󰇢 󰆊 󰆎 󰆎 󰆎 󰆋 󰆎 󰆎 󰆎 󰆌 󰇛󰇜 󰇩1𝑒󰇡 󰇢󰇪 ⎝ ⎜ ⎜ ⎛ 𝜃 2󰇛1𝜃󰇜2𝜃𝑦𝑒󰇡 󰇢 󰆊 󰆎 󰆎 󰆎 󰆋 󰆎 󰆎 󰆎 󰆌 󰇛󰇜 󰇩1𝑒󰇡 󰇢󰇪󰇩𝑒󰇡 󰇢󰇪 1 𝑖1   𝑒󰇡 󰇢 󰆄 󰆈 󰆈 󰆈 󰆈 󰆈 󰆅 󰆈 󰆈 󰆈 󰆈 󰆈 󰆆 󰇛;󰇜⎠ ⎟ ⎟ ⎞ . 102 Haitham M. Yousof et al.: A new reciprocal Rayleigh extension: properties… Expanding the quantity 𝐵󰇛𝑦;𝜃󰇜 using (7), the 𝑓,󰇛𝑦󰇜 can be written as 𝑓,󰇛𝑦󰇜 𝜃 1𝜃 2𝜃𝑦𝑒󰇡 󰇢 󰆊 󰆎 󰆎 󰆎 󰆋 󰆎 󰆎 󰆎 󰆌 󰇛󰇜 󰇩1𝑒󰇡 󰇢󰇪 󰆄 󰆈 󰆈 󰆈 󰆈 󰆅 󰆈 󰆈 󰆈 󰆈 󰆆 󰇛;,󰇜 ⎩ ⎪ ⎨ ⎪ ⎧ 𝜃 2󰇛1𝜃󰇜2𝜃𝑦𝑒󰇡 󰇢 󰆊 󰆎 󰆎 󰆎 󰆋 󰆎 󰆎 󰆎 󰆌 󰇛󰇜 𝑐,   𝑒󰇛󰇜󰇡 󰇢 󰇩1𝑒󰇡 󰇢󰇪 󰆄 󰆈 󰆈 󰆈 󰆈 󰆅 󰆈 󰆈 󰆈 󰆈 󰆆 󰇛;,󰇜⎭ ⎪ ⎬ ⎪ ⎫ , where 𝑐, 1/󰇛𝑖1󰇜. Applying the power series (8) to the quantity 𝐶󰇛𝑦;𝜃,𝜃󰇜 , we obtain 𝑓 󰇛𝑦󰇜𝛻𝜋󰇛𝑦󰇜𝛻,   𝜋󰇛𝑦󰇜   , (9) where 𝛻󰇛1󰇜𝜃𝛤󰇛𝜃󰇜 󰇛1𝑗󰇜󰇛1𝜃󰇜𝛤󰇛𝜃𝑗󰇜, 𝛻,󰇛1󰇜𝜃𝛤󰇛𝜃󰇜 𝑐, 2󰇛1𝜃󰇜󰇛3𝑖𝑗󰇜𝑗!𝛤󰇛𝜃𝑗󰇜, and 𝜋󰇛𝑦󰇜 is the RR density with scale parameter 𝜃𝜍  and shape parameter 2. So, the density of 𝑌 is a linear combination of RR densities. The CDF of 𝑌 follows by integrating (8) as 𝐹,󰇛𝑦󰇜𝛻𝐻󰇛𝑦󰇜𝛻,   𝐻󰇛𝑦󰇜   , (10) where 𝐻󰇛𝑦󰇜 is the RR density with scale parameter 𝜃𝜍  and shape parameter 2. Equations (9) and (10) are the main results of this section. We provide some plots of the PDF and hazard rate function (HRF) of the XgRR model to show its flexibility. Figure 1 displays some plots of the XgRR density for selected parameter values. These plots reveal that the new density can be right skewed with different flexible shapes. The HRF plots of the XgRR distribution can be upside down or increasing. Many other useful real data sets can be found in Aryal and Yousof (2017), Merovci et al. (2017 and 2020), Korkmaz et al. (2017), Hamedani et al. (2017), Brito et al. (2017), Alizadeh et al. (2018), Korkmaz et al. (2018), Yousof et al. (2018a-d), Hamedani et al. (2018), Cordeiro et al. (2018), Hamedani et al. (2019), Ibrahim (2019), Nascimento et al. (2017, 2018 and 2019), Ibrahim et al. (2019), Goual and Yousof (2019), Korkmaz et al. (2019), Alizadeh et al. (2019) and Goual et al. (2020), Ibrahim (2020 a and b) and Yadav et al. (2020). After studying the mathematical properties of the XgRR model, we discussed the estimation of the parameters using different estimation methods such as maximum likelihood estimation method, ordinary least squares estimation method, weighted least-squares estimation method, Cramer-Von-Mises estimation method and STATISTICS IN TRANSITION new series, September 2021 103 bootstrapping method. Then, the Nikulin-Rao-Robson (N.R.R) statistic and modified N.R.R are discussed. In particular, the modified chi-squared test for composite hypothesis for complete samples was first considered by Nikulin (1973a, 1973b and 1973c), Rao and Robson (1974), among others. On the other hand, several goodnessof-fit tests have been suggested by the statisticians for censored data. 2. Properties 2.1. Moments Let 𝑌 be a rv having density 𝜋󰇛𝑦󰇜. The 𝑟 ordinary moment of 𝑌, say 𝜇, 󰆒, follows from (9) as 𝜇, 󰆒𝐸󰇛𝑌󰇜𝛻 𝐸𝑌 𝛻,   𝐸𝑌    . Therefore, 𝜇, 󰆒𝜃𝛤󰇡1𝑟2󰇢𝛻󰇛,󰇜𝛻, 󰇛,󰇜      |󰇛󰇜, (11) where 𝛻󰇛,󰇜𝑏 󰇛1𝑗󰇜 and ∇, 󰇛,󰇜𝑏, 󰇛3𝑖𝑗󰇜, and 𝛤󰇛1𝜏󰇜|󰇛∈󰇜𝜏!󰇛𝜏𝑤󰇜   𝑦  𝑒𝑦𝑝󰇛𝑦󰇜𝑑𝑦. Setting 𝑟1 in (11) gives the mean of 𝑌 𝐸󰇛𝑌󰇜𝜃𝛤112𝛻 󰇛1𝑗󰇜 𝛻,   󰇛3𝑖𝑗󰇜    . 2.2. Incomplete moments The 𝑟 incomplete moment of 𝑌 is defined by 𝑚,󰇛𝑡󰇜 𝑦   𝑓󰇛𝑦󰇜𝑑𝑦. We can write from (9) 𝑚,󰇛𝑡󰇜𝛻 𝑚,,󰇛𝑦󰇜𝛻,   𝑚,,󰇛𝑦󰇜   . Therefore, 𝑚,󰇛𝑡󰇜𝜃⎣ ⎢ ⎢ ⎢ ⎡ 𝛻󰇛,󰇜𝛾󰇧1𝑟2,󰇛1𝑗󰇜𝜃 𝑡󰇨 𝛻, 󰇛,󰇜    𝛾󰇧1𝑟2,󰇛3𝑖𝑗󰇜𝜃 𝑡󰇨⎦ ⎥ ⎥ ⎥ ⎤   |󰇛󰇜, (12) 104 Haitham M. Yousof et al.: A new reciprocal Rayleigh extension: properties… where 𝛾󰇛𝜏,𝑞󰇜𝑡  𝑒𝑑𝑡𝑞 𝜏󰇝𝐹:󰇟𝜏;𝜏𝜃1;𝑞󰇠󰇞󰇛1󰇜𝑞 𝑗!󰇛𝜏𝑗󰇜   𝛤󰇛𝜏󰇜𝛤󰇛𝜏,𝑞󰇜, 𝛤󰇛𝜏,𝑞󰇜|󰇛󰇜𝑡  𝑒𝑦𝑝󰇛𝑡󰇜𝑑𝑡, and 𝐹:󰇟⋅,⋅,⋅󰇠 is a confluent hypergeometric function (see Johnson et al. (2005)). Setting 𝑟1 in (12) gives the first incomplete moment 𝑚,󰇛𝑡󰇜𝜃⎣ ⎢ ⎢ ⎢ ⎡ 𝛻󰇛,󰇜𝛾󰇧12,󰇛1𝑗󰇜𝜃 𝑡󰇨 𝛻, 󰇛,󰇜   𝛾󰇧12,󰇛3𝑖𝑗󰇜𝜃 𝑡󰇨⎦ ⎥ ⎥ ⎥ ⎤   Two important applications of the 𝑚,󰇛𝑡󰇜 are related to the mean deviation about the mean (𝑆) and median and to the Bonferroni and Lorenz curves. The mean deviation about the mean 𝑆,𝐸󰇛|𝑌𝐸󰇛𝑌󰇜|󰇜2𝜇, 󰆒𝐹󰇛𝐸󰇛𝑌󰇜󰇜2𝑚,󰇛𝐸󰇛𝑌󰇜󰇜 and about the median 𝑆,𝐸󰇛|𝑌𝑀|󰇜𝐸󰇛𝑌󰇜2𝑚,󰇛𝑀󰇜 where 𝐸󰇛𝑌󰇜, 𝑀𝑄󰇛𝑢󰇜𝐹󰇛𝑢󰇜 is the median of 𝑌, 𝐹󰇛𝜇, 󰆒󰇜 is easily calculated. 2.3. Moment generating function The moment generating function (MGF) of 𝑌, say 𝑀󰇛𝑡󰇜𝐸󰇛𝑒󰇜, is obtained from (9) as 𝑀󰇛𝑡󰇜𝛻 𝑀,󰇛𝑡󰇜𝛻,   𝑀,󰇛𝑡󰇜   . Therefore, 𝑀󰇛𝑡󰇜∑󰇯𝛻󰇟󰇛𝑡𝜃󰇜/𝑟!󰇠󰇛1𝑗󰇜𝛤󰇡1󰇢 ∑𝛻,   󰇟󰇛𝑡𝜃󰇜/𝑟!󰇠󰇛3𝑖𝑗󰇜𝛤󰇡1󰇢󰇰  , |󰇛󰇜. 2.4. Convexity and concavity Convex densities play an important role in several areas of mathematics. They are important in studying the “problems of optimization” where they are distinguished by several convenient characteristics. In mathematical analysis, a certain density defined on a certain 𝑛-dimensional interval is called “convex density” if the line between any two points on the graph of the density lies above the graph between the two points. The PDF in (5) is said to be “concave density” if for any 𝑌∼XgRR 󰇛𝜃,𝜃󰇜 and 𝑌∼ XgRR 󰇛𝑐,𝑐󰇜 the PDF satisfies 𝑓 𝐛y 𝐛  𝑦𝐛 𝑓 ,󰇛𝑦󰇜𝐛  𝑓 ,󰇛𝑦󰇜|𝐛 𝐛  𝐛. STATISTICS IN TRANSITION new series, September 2021 105 If the function 𝑓𝐛𝑦 𝐛𝑦 is twice differentiable, then if 𝑓//𝐛𝑦 𝐛𝑦 0,∀ 𝑦∈ℝ , 𝑓𝐛𝑦 𝐛𝑦 is “strictly convex density”. If 𝑓//𝐛𝑦 𝐛𝑦 0,∀ 𝑦∈ℝ , then 𝑓𝐛𝑦 𝐛𝑦 is “convex”. The density in (5) is said to be “convex density” if for any 𝑌∼XgRR 󰇛𝜃,𝜃󰇜 and 𝑌∼XgRR 󰇛𝑐,𝑐󰇜 the density satisfies 𝑓 𝐛𝑦 𝐛  𝑦𝐛 𝑓 ,󰇛𝑦󰇜𝐛  𝑓 ,󰇛𝑦󰇜|𝐛 𝐛  𝐛. If the function 𝑓𝐛𝑦 𝐛𝑦 is twice differentiable, then if 𝑓//𝐛𝑦 𝐛𝑦 0,∀ 𝑦∈ℝ , 𝑓𝐛𝑦 𝐛𝑦 is “strictly convex density”. If 𝑓//𝐛𝑦 𝐛𝑦 0,∀ 𝑦∈ℝ, then 𝑓𝐛𝑦 𝐛𝑦 is “convex”. If 𝑓𝐛𝑦 𝐛𝑦 is “convex” and 𝑐 is a constant, then the function 𝑐𝑓𝐛𝑦 𝐛𝑦 is “convex”. If 𝑓b𝑦 𝐛𝑦 is “convex density”, then 𝑐𝑓𝐛𝑦 𝐛𝑦 is convex for every 𝑐 0. If 𝑓𝐛𝑦 𝐛𝑦 and 𝑔𝐛𝑦 𝐛𝑦 are “convex density”, then 𝑓𝐛𝑦 𝐛𝑦𝑔𝐛𝑦 𝐛𝑦 is also “convex density”. If 𝑓𝐛𝑦 𝐛𝑦 and 𝑔𝐛𝑦 𝐛𝑦 are “convex density”, then 𝑓𝐛𝑦 𝐛𝑦.𝑔𝐛𝑦 𝐛𝑦 is also “convex density”. If the function 𝑓𝐛𝑦 𝐛𝑦 is “convex density”, then the function 𝑓𝐛𝑦 𝐛𝑦 is “convex density”. If 𝑓𝐛𝑦 𝐛𝑦 is “concave density”, then  𝐛 𝐛 is “convex density” if 𝑓󰇛𝑦󰇜0. If 𝑓𝐛𝑦 𝐛𝑦 is “concave density”,  𝐛 𝐛 is “convex density” if 𝑓󰇛𝑦󰇜0. If 𝑓𝐛𝑦 𝐛𝑦 is “concave density”,  𝐛 𝐛 is “convex density”. 3. Copulas For modelling the bivariate real data sets, we can consider the bivariate XgRR type generated via the FGM copula, modified FGM copula, Clayton copula and Renyi's entropy copula. Many other types of copula could be considered in separate works. In this Section, we derive some new bivariate type XgRR (BXgRR) model using the theorems of FGM copula, modified FGM copula, Clayton copula and Renyi's entropy. The Multivariate XgRR (MvXgRR) type is also presented. However, future works may be allocated to study these new models. First, we consider the joint CDF (JCDF) of the FGM family, where 𝐶󰇛𝑚,𝑤󰇜𝑚𝑤󰇛1𝜌𝑚∗𝑤∗󰇜|∗,∗, where the marginal function 𝑚𝐹𝐹,󰇛𝑦󰇜, 𝑤𝐹𝐹,󰇛𝑦󰇜, 𝜌∈󰇛1,1󰇜 is a dependence parameter and for every 𝑚,𝑤∈󰇛0,1󰇜, 𝐶󰇛𝑚,0󰇜𝐶󰇛0,𝑤󰇜0, which is "grounded minimum", and 𝐶󰇛𝑚,1󰇜𝑚 and 𝐶󰇛1,𝑤󰇜𝑤 which is "grounded maximum", 𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜0. 3.1. Via FGM copula A copula is continuous in 𝑚 and 𝑤 where |𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜||𝑚𝑚||𝑤𝑤|, 106 Haitham M. Yousof et al.: A new reciprocal Rayleigh extension: properties… is the stronger Lipschitz condition. For 0𝑚𝑚1 and 0𝑤𝑤1, we have 𝑃𝑟󰇛𝑚𝑀𝑚,𝑤𝑊𝑤󰇜 𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜𝐶󰇛𝑚,𝑤󰇜0. Then, setting 𝑚∗𝑆,󰇛𝑦󰇜1𝐹,󰇛𝑦󰇜|󰇟∗󰇛󰇜∈󰇛,󰇜󰇠 and 𝑤∗𝑆,󰇛𝑦󰇜1𝐹,󰇛𝑦󰇜|󰇟∗󰇛󰇜∈󰇛,󰇜󰇠, we can easily obtain the JCDF of the FGM family from 𝐶󰇛𝑦,𝑦󰇜𝐹,󰇛𝑦󰇜𝐹,󰇛𝑦󰇜1𝜌1𝐹,󰇛𝑦󰇜1𝐹,󰇛𝑦󰇜, where 𝐹,󰇛𝑦󰇜1𝒽󰇛𝑦󰇜 1𝜃󰇱1𝜃𝜃log𝒽󰇛𝑦󰇜 12𝜃log𝒽󰇛𝑦󰇜󰇲, 𝒽󰇛𝑦󰇜1𝑒󰇡 󰇢, 𝐹,󰇛𝑦󰇜1𝒽󰇛𝑦󰇜 1𝑎󰇱1𝑎𝑎log𝒽󰇛𝑦󰇜 12𝜃log𝒽󰇛𝑦󰇜󰇲, The JPDF can then be derived from 𝑐󰇛𝑚,𝑤󰇜1𝜌󰇛12𝑚󰇜󰇛12𝑤󰇜 or from 𝑓󰇛𝑦,𝑦󰇜𝐶󰇛𝐹,𝐹󰇜𝑓𝑓. 3.2. Via modified FGM copula The modified FGM copula is defined as 𝐶󰇛𝑚,𝑤󰇜𝑚𝑤󰇟1𝜌𝑉󰇛𝑚󰇜𝐴󰇛𝑤󰇜󰇠|∈󰇛,󰇜 or 𝐶󰇛𝑚,𝑤󰇜𝑚𝑤𝜌𝑉󰇗󰇛𝑚󰇜𝐴󰇗󰇛𝑤󰇜|∈󰇛,󰇜, where 𝑉󰇗󰇛𝑚󰇜𝑚𝑉󰇛𝑚󰇜, and 𝐴󰇗󰇛𝑤󰇜𝑤𝐴󰇛𝑤󰇜, where 𝑉󰇛𝑚󰇜 and 𝐴󰇛𝑤󰇜 are being two continuous functions on 󰇛0,1󰇜 where 𝑉󰇛0󰇜𝑉󰇛1󰇜𝐴󰇛0󰇜𝐴󰇛1󰇜0. Let 𝑐𝑖𝑛𝑓𝜕 𝜕𝑚𝑉󰇗󰇛𝑚󰇜|𝓺󰇛𝑚󰇜0,𝑐𝑠𝑢𝑝𝜕 𝜕𝑚𝑉󰇗󰇛𝑚󰇜|𝓺󰇛𝑚󰇜0, 𝑑𝑖𝑛𝑓𝜕 𝜕𝑤𝐴󰇗󰇛𝑤󰇜|𝓺󰇛𝑤󰇜0 and 𝑑𝑠𝑢𝑝𝜕 𝜕𝑤𝐴󰇗󰇛𝑤󰇜|𝓺󰇛𝑤󰇜0. STATISTICS IN TRANSITION new series, September 2021 113 Table 4. AVs and the corresponding MSEs (in parentheses) for n=200 Parameters MLE LS WLS CVM Bootstrap 𝜃=2.0 2.00332 (0.01841) 2.01138 (0.01710) 2.00587 (0.01740) 2.00564 (0.01811) 1.84919 (0.03575) 𝜃=1.5 1.50390 (0.00263) 1.50005 (0.00329) 1.50278 (0.00313) 1.50295 (0.00350) 1.57880 (0.00910) 𝜃=0.9 0.95153 (0.02540) 0.90173 (0.00267) 0.90503 (0.00264) 0.90449 (0.00270) 0.98419 (0.01048) 𝜃=0.3 0.29346 (0.00087) 0.30154 (0.00046) 0.30022 (0.00038) 0.30040 (0.00046) 0.27433 (0.00091) 𝜃=1.2 1.20178 (0.00634) 1.19981 (0.00491) 1.20636 (0.00513) 1.20563 (0.00527) 1.25721 (0.00807) 𝜃=0.6 0.60278 (0.00079) 0.60331 (0.00111) 0.60044 (0.00099) 0.60074 (0.00115) 0.57895 (0.00119) Table 5. AVs and the corresponding MSEs (in parentheses) for n=500. Parameters MLE LS WLS CVM Bootstrap 𝜃=2.0 1.99647 (0.00668) 1.99838 (0.00654) 1.99702 (0.00629) 1.99672 (0.00666) 1.99960 (0.00620) 𝜃=1.5 1.50344 (0.00100) 1.50277 (0.00133) 1.50334 (0.00121) 1.50356 (0.00137) 1.50239 (0.00136) 𝜃=0.9 0.94897 (0.01044) 0.89934 (0.00104) 0.89870 (0.00629) 0.89860 (0.00106) 0.90144 (0.00105) 𝜃=0.3 0.28999 (0.00049) 0.30117 (0.00019) 0.30139 (0.00016) 0.30151 (0.00019) 0.30039 (0.00018) 𝜃=1.2 1.19801 (0.00229) 1.20037 (0.00198) 1.20245 (0.00196) 1.20247 (0.00202) 1.22109 (0.00292) 𝜃=0.6 0.60204 (0.00030) 0.60112 (0.00044) 0.60018 (0.00038) 0.60015 (0.00044) 0.59211 (0.00049) 6. Modified Right-Censored Test for Validation 6.1. The N.R.R statistic test Many goodness-of-fit tests are used to indicate whether or not it is reasonable to assume that a random sample comes from a specific distribution. For this purpose, researchers proposed many different goodness-of-fit tests. For the complete data, Nikulin 󰇛1973a,1973b and 1973c󰇜 and Rao and Robson 󰇛1974󰇜 separately proposed a statistic known today as the N.R.R statistic. This statistical test is a natural modification of the Pearson statistic. To test the hypothesis 𝐻 we have 𝐻:𝑃󰇝𝑇𝑡󰇞𝐹󰇛𝑡,𝜁󰇜|∈, 󰇛,,⋯,󰇜, 114 Haitham M. Yousof et al.: A new reciprocal Rayleigh extension: properties… where 𝜁 represents the vector of unknown parameters. Nikulin (1973a, 1973b and 1973c) and Rao and Robson 󰇛1974󰇜 proposed the N.R.R statistic defined as follows: Observations 𝑇,𝑇,⋯,𝑇 are grouped in 𝑟 subintervals and 𝜈󰇛𝜈,𝜈,⋯,𝜈󰇜 is the vector of frequencies, where 𝜈 is frequency of ith group and ∑𝜈  𝑛. The tests are based on the following Pearson's statistic 𝑌󰇡𝜁󰆹󰇢𝜒󰇡𝜁󰆹󰇢𝑛ℓ󰇡𝜁󰆹󰇢𝚰󰇡𝜁󰆹󰇢𝐉󰇡𝜁󰆹󰇢ℓ󰇡𝜁󰆹󰇢, where 𝜒󰇛𝜁󰇜󰇧𝜈𝑛𝑝󰇛𝜁󰇜 𝑛𝑝󰇛𝜁󰇜 ,𝜈𝑛𝑝󰇛𝜁󰇜 𝑛𝑝󰇛𝜁󰇜 ,⋯,𝜈𝑛𝑝󰇛𝜁󰇜 𝑛𝑝󰇛𝜁󰇜 󰇨, and 𝑝󰇛𝜁󰇜 is the vector of probabilities and 𝜁 is the vector of parameters which can be known (simple hypothesis) or unknown (composite hypothesis). The 𝑌 statistic follows a chi-square distribution with 󰇛𝑟1󰇜 degrees of freedom (for more details see Nikulin (1973a, 1973b and 1973c)). 6.2. Application to right-censored real data To test the null hypothesis 𝐻, we use the N.R.R statistic. We compute the maximum likelihood estimators 𝜃 0.95473 and 𝜃 1.24885. We then deduce the value of 𝑌11.05847 . The critical value is 𝜒. 󰇛61󰇜11.0705. Then, the N.R.R 𝑌 statistic value is less than the critical value, we say that taxes revenue data can be fitted by the XgRR model. The modified chi-squared test for composite hypothesis for complete samples was first considered by Nikulin (1973a, 1973b and 1973c), Rao and Robson (1974). Several goodness-of-fit tests have been suggested by the statisticians for censored data. Bagdonavicius and Nikulin 󰇛2011𝑎,𝑏󰇜 proposed a modification of the N.R.R statistic that takes into account random right censorship and based on the maximum likelihood estimators on the initial data, also follows a limiting Chi-square distribution. In this Section we develop the approach proposed by Bagdonavicius and Nikulin 󰇛2011𝑎,𝑏󰇜 to confirm the adequacy of XgRR model when the parameters are unknown and data are censored. Let us consider the composite hypothesis 𝐻 : 𝐹󰇛𝑡󰇜∈𝐹𝐹󰇛𝑡,𝜁󰇜|󰇛∈, ∈⊂󰇜, where 𝜁 is an unknown m-dimensional parameter and 𝐹 is a differentiable and completely specified cdf with the support 󰇛0,∞󰇜. Let us consider a finite time interval, say, 󰇟0,𝜏󰇠, where 𝜏 is the maximum time of the study, and divide it into 𝑘𝑠 smaller intervals 𝐼󰇛𝑎,𝑎󰇠 , where 0𝑎𝑎...𝑎𝑎∞. STATISTICS IN TRANSITION new series, September 2021 115 In this case the estimated 𝑎𝒌 is given by 𝑎𝒌𝛬󰇫1 𝑛𝑖1󰇩𝐸𝒋 𝛬󰇡T󰇛󰇜,𝜁󰆹󰇢   󰇪,𝜁󰆹󰇬,𝑎𝒌t󰇛󰇜 𝒋1,2,…,𝑘 where 𝜁󰆹 is the maximum likelihood estimator of the parameter 𝜁, 𝛬 is the inverse of cumulative hazard function 𝛬 , 𝑇󰇛󰇜 is the 𝑖 element in the ordered statistics 󰇛𝑇󰇛󰇜,…,𝑇󰇛󰇜󰇜 and 𝐸𝒋󰇛𝑛1𝑖󰇜𝛬󰇡𝑎󰇛𝒋󰇜,𝜁󰆹󰇢 𝛬󰇡T󰇛󰇜,𝜁󰆹󰇢  𝒍 , and 𝑎 are random data functions such as the 𝑘 intervals have equal expected numbers of failures 𝑒 . Usually in real application we fix 𝑘. The test statistic for 𝐻 is given in Goual et al. (2020) and Goual and Yousof (2019). The survival times in days are for the 𝑛51 patients. The data are: 7, 34, 42, 63, 64, 74*, 83, 84, 91, 108, 112, 129, 133, 133, 139, 140, 140, 146, 149, 154, 157, 160, 160, 165, 173, 176, 185*, 218, 225, 241, 248, 273, 277, 279*, 297, 319*, 405, 417, 420, 440, 523*, 523, 583, 594, 1101, 1116*, 1146, 1226*, 1349*, 1412*, 1417. (* censored). We suppose that these data are distributed according to the XgRR distribution, we transform the survival times in months (1 month = 30.438 days), so the maximum likelihood estimates of the parameter vector 𝜁 are 𝜁󰇛5.00248,1.378452󰇜 We choose 𝑟7 as the number of classes. The elements of the test statistic 𝑌 is presented as follows, we find 𝑌14.000154 and the critical value 𝜒. 󰇛7󰇜 14.00924. Comparing the critical value and the statistic test 𝑌, we can say that ArmA head and neck cancer data can be adjusted by the XgRR model. 7. Concluding remarks In this article, a new reciprocal Rayleigh extension called the Xgamma reciprocal Rayleigh model is defined and studied. Relevant statistical properties such as raw moments, incomplete moments and moment generating function are derived. After a quick study for their properties, different non-Bayesian estimation methods under uncensored schemes are considered and described such as the maximum likelihood estimation method, ordinary least square estimation method, weighted least square estimation method, Cramér–von-Mises estimation method and Bootstrapping method. The performances of the proposed estimation methods are investigated through a simulation study. Many bivariate and multivariate type models have been also derived based on Farlie Gumbel Morgenstern copula, Clayton copula, Renyi’s entropy copula and Ali–Mikhail–Haq copula. A modified right-censored test for validation is applied to a right-censored real data set. 116 Haitham M. Yousof et al.: A new reciprocal Rayleigh extension: properties… As a potential future work, we can use and apply the well-known BagdonavičiusNikulin goodness-of-fit test and the modified version of the Bagdonavičius-Nikulin goodness-of-fit test to our new XgRR model and many other useful lifetime models (see Goual et al. (2019), Ibrahim et al. (2020), Yadav et al. (2020) and Mansour et al. (2020a-f) for more details). The reciprocal Rayleigh distribution can be extended using some new G families such as presented by Alizadeh et al. (2020) and El-Morshedy et al. (2021). Some useful real-life data sets can be cited from Elgohari and Yousof (2020a and 2020b). References Alizadeh, M., Ghosh, I., Yousof, H. M., Rasekhi, M. and Hamedani G. G., (2017). The generalized odd generalized exponential family of distributions: properties, characterizations and applications, J. Data Sci., Vol. 15, pp. 443–466. Alizadeh, M., Jamal, F., Yousof, H. M., Khanahmadi, M. and Hamedani, G. G., (2020). 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