Power Lindley distribution and associated inference

Authors:
M. E. Ghitany;D. K. Al-Mutairi;N. Balakrishnan;L. J. Al-Enezi
Affiliations:
-;-;-;-
Venue:
Computational Statistics & Data Analysis
Year:
2013

Citing 3
Cited 0

Lindley distribution and its application

Mathematics and Computers in Simulation
Original article: Computer generation of random variables with Lindley or Poisson-Lindley distribution via the Lambert W function

Mathematics and Computers in Simulation
Numerical evaluation of the Lambert W function and application to generation of generalized Gaussian noise with exponent 1/2

IEEE Transactions on Signal Processing

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Abstract

A new two-parameter power Lindley distribution is introduced and its properties are discussed. These include the shapes of the density and hazard rate functions, the moments, skewness and kurtosis measures, the quantile function, and the limiting distributions of order statistics. Maximum likelihood estimation of the parameters and their estimated asymptotic standard errors are derived. Three algorithms are proposed for generating random data from the proposed distribution. A simulation study is carried out to examine the bias and mean square error of the maximum likelihood estimators of the parameters as well as the coverage probability and the width of the confidence interval for each parameter. An application of the model to a real data set is presented finally and compared with the fit attained by some other well-known two-parameter distributions.