A NEW AND UNIFIED APPROACH IN GENERALIZING THE LINDLEY’S DISTRIBUTION WITH APPLICATIONS Cover Image

A NEW AND UNIFIED APPROACH IN GENERALIZING THE LINDLEY’S DISTRIBUTION WITH APPLICATIONS
A NEW AND UNIFIED APPROACH IN GENERALIZING THE LINDLEY’S DISTRIBUTION WITH APPLICATIONS

Author(s): Bouchahed Lahsen, Zeghdoudi Halim
Subject(s): Economy, Public Finances, Socio-Economic Research
Published by: Główny Urząd Statystyczny
Keywords: Lindley distribution; exponential distribution; Gamma distribution; stochastic ordering; maximum-likelihood estimation

Summary/Abstract: This paper proposes a new family of continuous distributions with one extra shape parameter called the generalized Zeghdoudi distributions (GZD). We investigate the shapes of the density and hazard rate function. We derive explicit expressions for some of its mathematical quantities. Various statistical properties like stochastic ordering, moment method, maximum likelihood estimation, entropies and limiting distribution of extreme order statistics are established. We prove the flexibility of the new family by means of applications to several real data sets.

  • Issue Year: 19/2018
  • Issue No: 1
  • Page Range: 61-74
  • Page Count: 14
  • Language: English