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Lindley distribution and its application. (English) Zbl 1140.62012
Summary: A treatment of the mathematical properties is provided for the D. V. Lindley distribution [J. R. Stat. Soc., Ser. B 20, 102–107 (1958; Zbl 0085.35503)]. The properties studied include: moments, cumulants, characteristic function, failure rate function, mean residual life function, mean deviations, Lorenz curve, stochastic ordering, entropies, asymptotic distributions of extreme order statistics, distributions of sums, products and ratios, maximum likelihood estimation and simulation schemes. An application to waiting time data at a bank is described.

MSC:
62E15 Exact distribution theory in statistics
62F12 Asymptotic properties of parametric estimators
62N05 Reliability and life testing
60E15 Inequalities; stochastic orderings
62E20 Asymptotic distribution theory in statistics
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