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Smooth Tests of Fit for the Lindley Distribution

Author

Listed:
  • D. J. Best

    (School of Mathematical and Physical Sciences, University of Newcastle, Callaghan, NSW 2308, Australia)

  • J. C. W. Rayner

    (School of Mathematical and Physical Sciences, University of Newcastle, Callaghan, NSW 2308, Australia
    National Institute for Applied Statistics Research Australia, University of Wollongong, Wollongong, NSW 2522, Australia)

Abstract

We consider the little-known one parameter Lindley distribution. This distribution may be of interest as it appears to be more flexible than the exponential distribution, the Lindley fitting more data than the exponential. We give smooth tests of fit for this distribution. The smooth test for the Lindley has power comparable with the Anderson-Darling test. Advantages of the smooth test are discussed. Examples that illustrate the flexibility of this distributions is given.

Suggested Citation

  • D. J. Best & J. C. W. Rayner, 2018. "Smooth Tests of Fit for the Lindley Distribution," Stats, MDPI, vol. 1(1), pages 1-6, July.
    • Handle: RePEc:gam:jstats:v:1:y:2018:i:1:p:7-97:d:159353
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    References listed on IDEAS

    as
    1. M. E. Ghitany & D. K. Al-Mutairi, 2008. "Size-biased Poisson-Lindley distribution and its application," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 299-311.
    2. Ghitany, M.E. & Atieh, B. & Nadarajah, S., 2008. "Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(4), pages 493-506.
    3. Ghitany, M.E. & Al-Mutairi, D.K. & Nadarajah, S., 2008. "Zero-truncated Poisson–Lindley distribution and its application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 79(3), pages 279-287.
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