The Pseudo-Lindley Alpha Power transformed distribution, mathematical characterizations and asymptotic properties
Abstract
We introduce a new generalization of the Pseudo-Lindley distribution by applying alpha power transformation. The obtained distribution is referred as the Pseudo-Lindley alpha power transformed distribution (\textit{PL-APT}). Some tractable mathematical properties of the \textit{PL-APT} distribution as reliability, hazard rate, order statistics and entropies are provided. The maximum likelihood method is used to obtain the parameters' estimation of the \textit{PL-APT} distribution. The asymptotic properties of the proposed distribution are discussed. Also, a simulation study is performed to compare the modeling capability and flexibility of \textit{PL-APT} with Lindley and Pseudo-Lindley distributions. The \textit{PL-APT} provides a good fit as the Lindley and the Pseudo-Lindley distribution. The extremal domain of attraction of \textit{PL-APT} is found and its quantile and extremal quantile functions studied. Finally, the extremal value index is estimated by the double-indexed Hill's estimator (Ngom and Lo, 2016) and related asymptotic statistical tests are provided and characterized.
Keywords
Cite
@article{arxiv.2201.07292,
title = {The Pseudo-Lindley Alpha Power transformed distribution, mathematical characterizations and asymptotic properties},
author = {Modou Ngom and Moumouni Diallo and Adja Mbarka Fall and Gane Samb Lo},
journal= {arXiv preprint arXiv:2201.07292},
year = {2022}
}