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Power Lindley distribution and associated inference

Author

Listed:
  • Ghitany, M.E.
  • Al-Mutairi, D.K.
  • Balakrishnan, N.
  • Al-Enezi, L.J.

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.

Suggested Citation

  • Ghitany, M.E. & Al-Mutairi, D.K. & Balakrishnan, N. & Al-Enezi, L.J., 2013. "Power Lindley distribution and associated inference," Computational Statistics & Data Analysis, Elsevier, vol. 64(C), pages 20-33.
    • Handle: RePEc:eee:csdana:v:64:y:2013:i:c:p:20-33
    DOI: 10.1016/j.csda.2013.02.026
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    References listed on IDEAS

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    1. M. E. Ghitany & D. K. Al-Mutairi, 2008. "Size-biased Poisson-Lindley distribution and its application," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 299-311.
    2. Jodrá, P., 2010. "Computer generation of random variables with Lindley or Poisson–Lindley distribution via the Lambert W function," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(4), pages 851-859.
    3. Cordeiro, Gauss M. & Klein, Ruben, 1994. "Bias correction in ARMA models," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 169-176, February.
    4. Ghitany, M.E. & Atieh, B. & Nadarajah, S., 2008. "Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(4), pages 493-506.
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