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Author
Tharshan Ramajeyam (Postgraduate Institute of Science, University of Peradeniya, Peradeniya, Sri Lanka; Department of Mathematics and Statistics, University of Jaffna, Sri Lanka), Wijekoon Pushpakanthie (Department of Statistics and Computer Science, University of Peradeniya, Peradeniya, Sri Lanka)
Title
A Comparison Study on a New Five-Parameter Generalized Lindley Distribution with its Sub-Models
Source
Statistics in Transition, 2020, vol. 21, nr 2, s. 89-117, rys., tab., dodatek, bibliogr. s. 111-112
Keyword
Rozkład prawdopodobieństwa, Estymacja, Metoda największej wiarygodności, Statystyka matematyczna
Probability distributions, Estimation, Maximum likelihood estimation, Mathematical statistics
Note
summ.
Abstract
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)
Accessibility
The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
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Bibliography
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ISSN
1234-7655
Language
eng
URI / DOI
http://dx.doi.org/10.21307/stattrans-2020-015
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