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Lindley Pareto Distribution

Author

Listed:
  • Zeghdoudi Halim

    (LaPS laboratory, Badji-Mokhtar University, Box 12, Annaba, 23000, Algeria .)

  • Nouara Lazri

    (LaPS laboratory, Badji-Mokhtar University, Box 12, Annaba, 23000, Algeria .)

  • Yahia Djabrane

    (Laboratory of Applied Mathematics, Mohamed Khider University, Box 145, Biskra, 07000, Algeria .)

Abstract

In this paper, we introduce a new Lindley Pareto distribution, which offers a more flexible model for modelling lifetime data. Some of its mathematical properties like density function, cumulative distribution, mode, mean, variance, and Shannon entropy are established. A simulation study is carried out to examine the bias and mean square error of the maximum likelihood estimators of the unknown parameters. Three real data sets are fitted to illustrate the importance and the flexibility of the proposed distribution.

Suggested Citation

  • 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.
  • Handle: RePEc:vrs:stintr:v:19:y:2018:i:4:p:671-692:n:5
    DOI: 10.21307/stattrans-2018-035
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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. Ayman Alzaatreh & Carl Lee & Felix Famoye, 2013. "A new method for generating families of continuous distributions," METRON, Springer;Sapienza Università di Roma, vol. 71(1), pages 63-79, June.
    3. 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.
    4. Mahmoudi, Eisa, 2011. "The beta generalized Pareto distribution with application to lifetime data," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(11), pages 2414-2430.
    5. Hassan Bakouch, 2013. "R for statistics," Journal of Applied Statistics, Taylor & Francis Journals, vol. 40(4), pages 924-924.
    6. 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.
    7. 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.
    Full references (including those not matched with items on IDEAS)

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