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Pareto Poisson--Lindley distribution with applications

Author

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  • A. Asgharzadeh
  • Hassan S. Bakouch
  • L. Esmaeili

Abstract

A new lifetime distribution is introduced based on compounding Pareto and Poisson--Lindley distributions. Several statistical properties of the distribution are established, including behavior of the probability density function and the failure rate function, heavy- and long-right tailedness, moments, the Laplace transform, quantiles, order statistics, moments of residual lifetime, conditional moments, conditional moment generating function, stress--strength parameter, R�nyi entropy and Song's measure. We get maximum-likelihood estimators of the distribution parameters and investigate the asymptotic distribution of the estimators via Fisher's information matrix. Applications of the distribution using three real data sets are presented and it is shown that the distribution fits better than other related distributions in practical uses.

Suggested Citation

  • A. Asgharzadeh & Hassan S. Bakouch & L. Esmaeili, 2013. "Pareto Poisson--Lindley distribution with applications," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(8), pages 1717-1734, August.
    • Handle: RePEc:taf:japsta:v:40:y:2013:i:8:p:1717-1734
    DOI: 10.1080/02664763.2013.793886
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    Cited by:

    1. Halim Zeghdoudi & Lazri Nouara & Djabrane Yahia, 2018. "Lindley Pareto Distribution," Statistics in Transition New Series, Polish Statistical Association, vol. 19(4), pages 671-692, December.
    2. Ahmed Elshahhat & EL-Sayed A. El-Sherpieny & Amal S. Hassan, 2023. "The Pareto–Poisson Distribution: Characteristics, Estimations and Engineering Applications," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(1), pages 1058-1099, February.
    3. Zeghdoudi Halim & Nouara Lazri & Yahia Djabrane, 2018. "Lindley Pareto Distribution," Statistics in Transition New Series, Polish Statistical Association, vol. 19(4), pages 671-692, December.

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