A New Extension of Lindley Distribution: Modified Validation Test, Characterizations and Different Methods of Estimation
Korean Statistical Society
Communications for Statistical Applications and Methods
Original Item ID
In this paper, a new extension of Lindley distribution has been introduced. Certain characterizations based on truncated moments, hazard and reverse hazard function, conditional expectation of the proposed distribution are presented. Besides, these characterizations, other statistical/mathematical properties of the proposed model are also discussed. The estimation of the parameters is performed through different classical methods of estimation. Bayes estimation is computed under gamma informative prior under the squared error loss function. The performances of all estimation methods are studied via Monte Carlo simulations in mean square error sense. The potential of the proposed model is analyzed through two data sets. A modified goodness-of-fit test using the Nikulin-Rao-Robson statistic test is investigated via two examples and is observed that the new extension might be used as an alternative lifetime model.
Ibrahim, Mohamed; Yadav, Abhimanyu Singh; Yousof, Haitham M.; Goual, Hafida; and Hamedani, Gholamhossein, "A New Extension of Lindley Distribution: Modified Validation Test, Characterizations and Different Methods of Estimation" (2019). Mathematical and Statistical Science Faculty Research and Publications. 121.
ADA Accessible Version
Published version. Communications for Statistical Applications and Methods, Vol. 26 (2019): 475-493. DOI. © 2019 Korean Statistical Society. Used with permission.