Open AccessA powerful goodness-of-fit test for Lindley distribution with application to real data
Author(s) -
Hadi Alızadeh Noughabi
Publication year - 2021
Publication title -
pakistan journal of statistics and operation research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.354
H-Index - 15
eISSN - 2220-5810
pISSN - 1816-2711
DOI - 10.18187/pjsor.v17i3.3516
Subject(s) - goodness of fit , mathematics , test statistic , statistics , estimator , statistic , monte carlo method , order statistic , anderson–darling test , statistical hypothesis testing
The Lindley distribution may serve as a useful reliability model. Applications of this distribution are presented in statistical literature. In this article, a powerful goodness of fit test for the Lindley distribution is proposed. In order to compute the proposed test statistic, we use the maximum likelihood estimate (MLE) suggested by Ghitany et al. (2008), which is simple explicit estimator. By Monte Carlo simulation, critical points of the proposed test statistic for different sample sizes are obtained. Power values of the proposed test are compared with the competing tests against various alternatives via simulations. Finally, two real data are presented and analyzed.