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Abstract

The Lindley distribution may serve as a useful reliability model. Applications of this distribution are presented in statistical literature. In this article, a powerful goodness of fit test for the Lindley distribution is proposed. In order to compute the proposed test statistic, we use the maximum likelihood estimate (MLE) suggested by Ghitany et al. (2008), which is simple explicit estimator. By Monte Carlo simulation, critical points of the proposed test statistic for different sample sizes are obtained. Power values of the proposed test are compared with the competing tests against various alternatives via simulations. Finally, two real data are presented and analyzed.

Keywords

Model validity Lindley distribution Goodness of fit tests Kullback-Leibler information Monte Carlo simulation Power study

Article Details

How to Cite
Alizadeh Noughabi, H. (2021). A powerful goodness-of-fit test for Lindley distribution with application to real data. Pakistan Journal of Statistics and Operation Research, 17(3), 761-769. https://doi.org/10.18187/pjsor.v17i3.3516

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