On Double Lindley Distribution and Some of its Properties

SYNOPTIC ABSTRACT

In this article, we propose a new class of distributions; namely, the double Lindley distribution (DLD) and investigate some of its important properties. We discuss the estimation of parameters of the location-scale extended class of DLD and illustrate the procedures with the help of certain real life data sets. A simulation study is carried out to examine the performance of estimators of the parameters of the distribution.

KEYWORDS AND PHRASES:

• Lindley distribution
• maximum likelihood estimation
• model selection
• order statistics
• reliability measures
• Rényi entropy
• simulation

Acknowledgements

The authors wish to express their sincere gratitude to the Editor in Chief, Associate Editor, and anonymous referees for their valuable comments on an earlier version that greatly improved the quality.