Abstract
Here we study some important properties of the two-tailed Lindley distribution (TLD) and propose a location-scale extension of the TLD. Several properties of the extended TLD are also obtained and an attempt has been made for estimating its parameters by the method of maximum likelihood, along with brief discussion on the existence of the estimators. Further, the distribution is fitted to certain real life data sets for illustrating the utility of the model. A simulation study is carried out for assessing the performance of likelihood estimators of the parameters of the distribution.
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Communicated by: Anatoly F. Turbin
References
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Articles in the same Issue
- Frontmatter
- On nonlocal PDEs with small equipollent parameters
- Extended two-tailed Lindley distribution: An updated model based on the Lindley distribution
- On mixtures of bivariate generalized hypergeometric factorial moment distributions
- Stochastic Sumudu transform and its applications for solving stochastic differential equations
- On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions
- The global elliptic law, sand clock density and V-law. 40 years of the G-elliptic law
- Backward stochastic differential equations with time-delayed generators and integrable parameters
- Euler–Maruyama schemes for Caputo stochastic fractional delay differential equations
Articles in the same Issue
- Frontmatter
- On nonlocal PDEs with small equipollent parameters
- Extended two-tailed Lindley distribution: An updated model based on the Lindley distribution
- On mixtures of bivariate generalized hypergeometric factorial moment distributions
- Stochastic Sumudu transform and its applications for solving stochastic differential equations
- On the existence and uniqueness of solutions to natural equations with non-Lipschitz conditions
- The global elliptic law, sand clock density and V-law. 40 years of the G-elliptic law
- Backward stochastic differential equations with time-delayed generators and integrable parameters
- Euler–Maruyama schemes for Caputo stochastic fractional delay differential equations