Abstract:
In recent years, modifications of the classical Lindley distribution have been considered by
many authors. In this paper, we introduce a new generalization of the Lindley distribution
based on a mixture of exponential and gamma distributions with different mixing propor tions and compare its performance with its sub-models. The new distribution accommodates
the classical Lindley, Quasi Lindley, Two-parameter Lindley, Shanker, Lindley distribution
with location parameter, and Three-parameter Lindley distributions as special cases. Various
structural properties of the new distribution are discussed and the size-biased and the length biased are derived. A simulation study is conducted to examine the mean square error for the
parameters by means of the method of maximum likelihood. Finally, simulation studies and
some real-world data sets are used to illustrate its flexibility in terms of its location, scale
and shape parameters.
