Slash-Weighted Lindley Distribution: Properties, Inference, and Applications

Jaime S. Castillo, Inmaculada Barranco-Chamorro, Osvaldo Venegas () and Héctor W. Gómez
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Jaime S. Castillo: Departamento de Estadística y Ciencias de Datos, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile
Inmaculada Barranco-Chamorro: Departamento de Estadística e Investigación Operativa, Facultad de Matemáticas, Universidad de Sevilla, 41012 Sevilla, Spain
Osvaldo Venegas: Departamento de Ciencias Matemáticas y Físicas, Facultad de Ingeniería, Universidad Católica de Temuco, Temuco 4780000, Chile
Héctor W. Gómez: Departamento de Estadística y Ciencias de Datos, Facultad de Ciencias Básicas, Universidad de Antofagasta, Antofagasta 1240000, Chile

Mathematics, 2023, vol. 11, issue 18, 1-14

Abstract: The slash-weighted Lindley model is introduced due to the need to obtain a model with more kurtosis than the weighted Lindley distribution. Several expressions for the pdf of this model are given. Its cumulative distribution function is expressed in terms of a generalized hypergeometric function and the incomplete gamma function. Moments and maximum likelihood estimation were studied. A simulation study was carried out to illustrate the good performance of the estimates. Finally, two real applications are included.

Keywords: weighted Lindley distribution; slash distribution; hypergeometric functions (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2023
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