Erlang–Lindley distribution

ABSTRACT

In this paper, Erlang–Lindley distribution (ErLD) is proposed which offers a more flexible model for waiting time data. It has the property that it can accommodate increasing, bathtub, and inverted bathtub shapes. Several statistical and reliability properties are derived and studied. The moments, its associated measures, and the limiting distributions of order statistics are derived. The model parameters are estimated by maximum likelihood and method of moments. An application of the proposed distribution to some waiting time data shows that it can give a better fit than other important lifetime models.

KEYWORDS:

• Estimating integer parameters
• limiting distribution
• reliability measures

MATHEMATICS SUBJECT CLASSIFICATION:

• 60E05

Acknowledgments

The authors thank the editor-in-chief and the referee for careful reading and for their comments, which significantly improved the paper.