Ann. Data. Sci.
https://doi.org/10.1007/s40745-018-0163-2
Alpha-Power Transformed Lindley Distribution:
Properties and Associated Inference with Application to
Earthquake Data
Sanku Dey
1
· Indranil Ghosh
2
·
Devendra Kumar
3
Received: 10 August 2017 / Revised: 15 March 2018 / Accepted: 28 April 2018
© Springer-Verlag GmbH Germany, part of Springer Nature 2018
Abstract The Lindley distribution has been generalized by many authors in recent
years. A new two-parameter distribution with decreasing failure rate is introduced,
called Alpha Power Transformed Lindley (APTL, in short, henceforth) distribution
that provides better fits than the Lindley distribution and some of its known general-
izations. The new model includes the Lindley distribution as a special case. Various
properties of the proposed distribution, including explicit expressions for the ordi-
nary moments, incomplete and conditional moments, mean residual lifetime, mean
deviations, L-moments, moment generating function, cumulant generating function,
characteristic function, Bonferroni and Lorenz curves, entropies, stress-strength reli-
ability, stochastic ordering, statistics and distribution of sums, differences, ratios and
products are derived. The new distribution can have decreasing increasing, and upside-
down bathtub failure rates function depending on its parameters. The model parameters
are obtained by the method of maximum likelihood estimation. Also, we obtain the
confidence intervals of the model parameters. A simulation study is carried out to
examine the bias and mean squared error of the maximum likelihood estimators of
the parameters. Finally, two data sets have been analyzed to show how the proposed
models work in practice.
Keywords Lindley distribution · Moments · Stress-strength reliability · Maximum
likelihood estimation
B Devendra Kumar
devendrastats@gmail.com
1
Department of Statistics, St. Anthony’s College, Shillong, Meghalaya 793001, India
2
Department of Mathematics and Statistics, University of North Carolina, Wilmington, NC, USA
3
Department of Statistics, Central University of Haryana, Mahendragarh, Haryana, India
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