Communications for Statistical Applications and Methods

  • 제26권5호
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  • Pages.473-495
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  • 2019
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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A new extension of Lindley distribution: modified validation test, characterizations and different methods of estimation

  • Ibrahim, Mohamed (Department of Applied Statistics and Insurance, Faculty of Commerce, Damietta University) ;
  • Yadav, Abhimanyu Singh (Department of statistics, Central University of Rajasthan) ;
  • Yousof, Haitham M. (Department of Statistics, Mathematics and Insurance, Benha University) ;
  • Goual, Hafida (Laboratory of Probability and Statistics University of Badji Mokhtar) ;
  • Hamedani, G.G. (Department of Mathematics, Statistics and Computer Science, Marquette University)
  • 투고 : 2019.03.29
  • 심사 : 2019.07.26
  • 발행 : 2019.09.30
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초록

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.

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참고문헌

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