On estimation of the PDF and CDF of the Lindley distribution |
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Authors: | Sudhansu S Maiti Indrani Mukherjee |
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Institution: | Department of Statistics, Visva-Bharati University, Santiniketan, West Bengal, India |
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Abstract: | This article addresses two methods of estimation of the probability density function (PDF) and cumulative distribution function (CDF) for the Lindley distribution. Following estimation methods are considered: uniformly minimum variance unbiased estimator (UMVUE) and maximum likelihood estimator (MLE). Since the Lindley distribution is more flexible than the exponential distribution, the same estimators have been found out for the exponential distribution and compared. Monte Carlo simulations and a real data analysis are performed to compare the performances of the proposed methods of estimation. |
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Keywords: | Maximum likelihood estimator Uniformly minimum variance unbiased estimator |
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