A new and unified approach in generalizing the  Lindley’s distribution with applications

Lahsen  Bouchahed; Halim  Zeghdoudi

A new and unified approach in generalizing the Lindley’s distribution with applications

Lahsen Bouchahed LaPS laboratory, Badji-Mokhtar University, Box 12, Annaba, 23000, ALGERIA , Halim Zeghdoudi LaPS laboratory, Badji-Mokhtar University, Box 12, Annaba, 23000, ALGERIA Statistics in Transition new series, vol. 19, 2018, 1, pages: 61-74 Published online: 1 March 2018

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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

KEYWORDS

Lindley distribution, exponential distribution, Gamma distribution, stochastic ordering, maximum-likelihood estimation.

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