Point and Interval Estimation Techniques for the 2S-Lindley Distribution Under Type-II Censoring

Abstract

Recently, Chesneau et al. (2020) introduced a new distribution called the 2S-Lindley distribution, which is based on the sum of two independent Lindley random variables with the same parameter. In this paper, we employ different methods to estimate the unknown parameter of the 2S-Lindley distribution using type-II censored samples. These methods include the moment-based method, maximum likelihood estimation, the bootstrap method, and Bayesian inference. We provide both point and interval estimates for the parameter using each method. We also analyze a real data set that follows the 2S-Lindley distribution, computing and comparing various estimates. Finally, we conduct a simulation study to illustrate and compare the effectiveness of these methods.