Document Type
Article
Publication Date
2019
Publisher
Korean Statistical Society
Source Publication
Communications for Statistical Applications and Methods
Source ISSN
2287-7843
Original Item ID
DOI: 10.29220/CSAM.2019.26.5.473
Abstract
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.
Recommended Citation
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.
https://epublications.marquette.edu/math_fac/121
Comments
Published version. Communications for Statistical Applications and Methods, Vol. 26 (2019): 475-493. DOI. © 2019 Korean Statistical Society. Used with permission.