期刊
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
卷 45, 期 19, 页码 5709-5729出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610926.2014.948206
关键词
Entropy; Generalized inverse Lindley distribution; Moments; Parameter estimation; Quantile function; Stochastic ordering; Stress-strength reliability
In this article, a two-parameter generalized inverse Lindley distribution capable of modeling a upside-down bathtub-shaped hazard rate function is introduced. Some statistical properties of proposed distribution are explicitly derived here. The method of maximum likelihood, least square, and maximum product spacings are used for estimating the unknown model parameters and also compared through the simulation study. The approximate confidence intervals, based on a normal and a log-normal approximation, are also computed. Two algorithms are proposed for generating a random sample from the proposed distribution. A real data set is modeled to illustrate its applicability, and it is shown that our distribution fits much better than some other existing inverse distributions.
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