The Exponentiated Generalized Lindley Distribution
J. A. Rodrigues *
Department of Education, Federal Institute of Bahia, Feira de Santana, 44.096-486, Brasil.
A. C. Percontini
Department of Mathematics, State University of Feira de Santana, Feira de Santana, 44.031-460, Brasil.
G. G. Hamedani
Department of Mathematics, Statistics and Computer Science, Marquette University, Milwaukee, 53201-1881, United States of America.
*Author to whom correspondence should be addressed.
Abstract
A new distribution called the exponentiated generalized Lindley is proposed and studied. This distribution includes as special cases the Lindley and exponentiated Lindley distributions. We study the main properties of this distribution, with special emphasis on its moments and some characteristics related to reliability studies. The estimation of the model parameters using the methods of moments and maximum likelihood is also discussed. The flexibility of this distribution is illustrated via an application to a real data set.
Keywords: Akaike information criterion, characterizations, Hazard function, lindley distribution, maximum likelihood estimators, moments