A comparison study on a new five-parameter generalized Lindley distribution with its sub-models

• Authors: Ramajeyam Tharshan , Pushpakanthie Wijekoon

Abstracts

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 lengthbiased 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.

Keywords

EN

Lindley distribution; mixture distributions; size-biased distributions; maximum likelihood estimation

• Publisher: Główny Urząd Statystyczny
• Journal: Statistics in Transition new series
• Year: 2020
• Volume: 21
• Issue: 2
• Pages: 89-117

Contributors

author

Ramajeyam Tharshan

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

• https://orcid.org/0000000261122517

author

Pushpakanthie Wijekoon

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

• https://orcid.org/0000000342421017

Identifiers

DOI

10.21307/stattrans-2020-015

Biblioteka Nauki

1363562