The Lindley generalized Pareto distribution: properties, estimation and application to COVID-19 data

Authors

  • Kahloul Bariza
  • Yahia Djabrane

DOI:

https://doi.org/10.54021/seesv5n1-102

Keywords:

Lindley distribution, generalized Pareto distribution, maximum likelihood estimation, COVID-19 data

Abstract

In this paper, we introduced a new distribution called Lindley Generalized Pareto distribution (LGP), a novel lifetime model derived by combining the Lindley and the generalized Pareto distributions. The corresponding density and distribution functions are derived and shown. Some of the derived statistical properties of the distribution include survival and hazard functions, moments, cumulants, the quantile function, mean deviations, and Entropy are studied. The parameters of the newly distribution are estimated by using Maximum Likelihood method. The adaptability and validity of the proposed LGP distribution are compared via simulation study with alternative known models. In addition, three real data of COVID-19 mortality rates applications are presented to demonstrate that the LGP distribution fits better than known extensions of the Lindley distribution, including the Lindley, XLindley, Power Lindley, gamma Lindley, PXLindley, A Three Parameters Generalized Lindley, Weibul Lindley, Generalized Lindley and Extended Lindley, through analyses of three real datasets.

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Published

2024-05-21

How to Cite

Bariza, K., & Djabrane, Y. (2024). The Lindley generalized Pareto distribution: properties, estimation and application to COVID-19 data. STUDIES IN ENGINEERING AND EXACT SCIENCES, 5(1), 2063–2087. https://doi.org/10.54021/seesv5n1-102