A note on parameter asymptotics for weighted Lindley distribution. Issue 4 (3rd April 2022)

• Record Type: Journal Article
• Authors: Ghitany, M. E.; Wang, Shaochen
• Is Part Of: Communications in statistics. Volume 51:Issue 4(2022)
• Page Start: 1513
• Page End: 1524
• Publication Date: 2022-04-03
• Subjects: Approximation of distributions -- Weighted Lindley distribution; 60E05 -- 62F10; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2019.1673411
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: In this paper, we study the small and large parameter asymptotics for weighted Lindley distribution. It is shown that as the shape parameter gets smaller (larger), the weighted Lindley distribution can be approximated by exponential (normal, respectively) distribution. Numerical simulation are proceeded to verify these theoretical results. Two real data sets are also presented to illustrate the results.