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 HalimSubject(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.
Journal: Statistics in Transition. New Series
- Issue Year: 19/2018
- Issue No: 1
- Page Range: 61-74
- Page Count: 14
- Language: English