A New Flexible Generalized Lindley Model: Properties, Estimation and Applications

Symmetry

Mohamed Kayid¹  Abdulrahman Abouammoh¹ 

[1] Department of Statistics and Operations Research, College of Science, King Saud University, Riyadh 11451, Saudi Arabia;

关键词: Lindley distribution;    mixture of distributions;    gamma distribution;    model generalization;    right censored data;   

DOI  :  10.3390/sym12101678

来源: DOAJ

【 摘 要 】

A new method for generalizing the Lindley distribution, by increasing the number of mixed models is presented formally. This generalized model, which is called the generalized Lindley of integer order, encompasses the exponential and the usual Lindley distributions as special cases when the order of the model is fixed to be one and two, respectively. The moments, the variance, the moment generating function, and the failure rate function of the initiated model are extracted. Estimation of the underlying parameters by the moment and the maximum likelihood methods are acquired. The maximum likelihood estimation for the right censored data has also been discussed. In a simulation running for various orders and censoring rates, efficiency of the maximum likelihood estimator has been explored. The introduced model has ultimately been fitted to two real data sets to emphasize its application.

【 授权许可】

Unknown