期刊名称：Electronic Journal of Applied Statistical Analysis
电子版ISSN：2070-5948
出版年度：2021
卷号：14
期号：1
页码：167-196
DOI：10.1285/i20705948v14n1p167
出版社：University of Salento
摘要：In this paper, a new continuous two parameters generalized quasi Lindley distribution (GQLD) is suggested. The GQLD is a sum of two independent quasi Lindley distributed random variables. Comprehensive statistical properties of the new model are provided in closed forms includes moments, reliability function, hazard function, reversed hazard function, stochastic ordering, stress-strength reliability, and distribution of order statistics. The unknown parameters of the new distribution are estimated by the maximum likelihood, maximum product of spacing, ordinary least squares, weighted least squares, Cramer-von-Mises, and Anderson-Darling methods. A detailed simulation study is conducted to investigate the efficiency of the proposed estimators in terms of mean square errors. The performance of the suggested model is illustrated using two real data sets. It turns out that the GQLD can provide better fits than the quasi Lindley, Pareto, two-parameter Sujatha, and log-normal distributions. MSC: 62D05; 60E05; 62F10.
其他摘要：In this paper, we introduce a new continuous distribution of two parameterscalled as a generalized Quasi Lindley distribution (GQLD). The GQLD is asum of two independent Quasi Lindley distributed random variables. Compre-hensive statistical properties of the GQLD are provided in closed forms includesmoments, reliability analysis, stochastic ordering, stress-strength reliability, andthe distribution of order statistics. The parameters of the new distribution areestimated by the maximum likelihood, maximum product of spacings, ordinaryleast squares, weighted least squares, Cramer-von-Mises, and Anderson-Darlingmethods are considered. A simulation study is conducted to investigate theeciency of the proposed estimators and applications to real data sets are pro-vided.
关键词：Quasi Lindley distribution; Independent random variables; Method of maximum product of spacings; Methods of least squares; Methods of minimum distances.
