A Comparison Study on a New Five-Parameter Generalized Lindley Distribution with its Sub-Models

• Autorzy: Ramajeyam Tharshan , Pushpakanthie Wijekoon
• Języki publikacji: EN

Abstrakty

EN

In recent years, modifications of the classical Lindley distribution have been considered by many authors. In this paper, we introduce a new generalization of the Lindley distribution based on a mixture of exponential and gamma distributions with different mixing proportions and compare its performance with its sub-models. The new distribution accommodates the classical Lindley, Quasi Lindley, Two-parameter Lindley, Shanker, Lindley distribution with location parameter, and Three-parameter Lindley distributions as special cases. Various structural properties of the new distribution are discussed and the size-biased and the length-biased are derived. A simulation study is conducted to examine the mean square error for the parameters by means of the method of maximum likelihood. Finally, simulation studies and some real-world data sets are used to illustrate its flexibility in terms of its location, scale and shape parameters. (original abstract)

Słowa kluczowe

EN

Probability distributions; Estimation; Maximum likelihood estimation; Mathematical statistics

PL

Rozkład prawdopodobieństwa; Estymacja; Metoda największej wiarygodności; Statystyka matematyczna

• Czasopismo: Statistics in Transition
• Rocznik: 2020
• Tom: 21
• Numer: nr 2
• Strony: 89--117

Twórcy

autor

Ramajeyam Tharshan

• Postgraduate Institute of Science, University of Peradeniya, Peradeniya, Sri Lanka; Department of Mathematics and Statistics, University of Jaffna, Sri Lanka

autor

Pushpakanthie Wijekoon

• Department of Statistics and Computer Science, University of Peradeniya, Peradeniya, Sri Lanka

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Identyfikatory

DOI

10.21307/stattrans-2020-015