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Lindley distribution and its application

Author

Listed:
  • Ghitany, M.E.
  • Atieh, B.
  • Nadarajah, S.

Abstract

A treatment of the mathematical properties is provided for the Lindley distribution. The properties studied include: moments, cumulants, characteristic function, failure rate function, mean residual life function, mean deviations, Lorenz curve, stochastic ordering, entropies, asymptotic distribution of the extreme order statistics, distributions of sums, products and ratios, maximum likelihood estimation and simulation schemes. An application to waiting time data at a bank is described.

Suggested Citation

  • 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.
    • Handle: RePEc:eee:matcom:v:78:y:2008:i:4:p:493-506
    DOI: 10.1016/j.matcom.2007.06.007
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    References listed on IDEAS

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    1. Abadir, Karim M., 2005. "The Mean-Median-Mode Inequality: Counterexamples," Econometric Theory, Cambridge University Press, vol. 21(2), pages 477-482, April.
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