A Generalised Exponential-Lindley Mixture of Poisson Distribution

  • Binod Kumar Sah R.R.M. Campus, Janakpur, Tribhuban University, Nepal
  • A. Mishra Devendra Mishra Institute of Statistics, Patna, India
Keywords: Estimation of parameters, generalised exponential-Lindley distribution, goodness of fit, mixing, moments, Poisson-Lindley distribution

Abstract

Background: The exponential and the Lindley (1958) distributions occupy central places among the class of continuous probability distributions and play important roles in statistical theory. A Generalised Exponential-Lindley Distribution (GELD) was given by Mishra and Sah (2015) of which, both the exponential and the Lindley distributions are the particular cases. Mixtures of distributions form an important class of distributions in the domain of probability distributions. A mixture distribution arises when some or all the parameters in a probability function vary according to certain probability law. In this paper, a Generalised Exponential- Lindley Mixture of Poisson Distribution (GELMPD) has been obtained by mixing Poisson distribution with the GELD.

Materials and Methods: It is based on the concept of the generalisations of some continuous mixtures of Poisson distribution.

Results: The Probability mass of function of generalized exponential-Lindley mixture of Poisson distribution has been obtained by mixing Poisson distribution with GELD. The first four moments about origin of this distribution have been obtained. The estimation of its parameters has been discussed using method of moments and also as maximum likelihood method. This distribution has been fitted to a number of discrete data-sets which are negative binomial in nature and it has been observed that the distribution gives a better fit than the Poisson–Lindley Distribution (PLD) of Sankaran (1970).

Conclusion: P-value of the GELMPD is found greater than that in case of PLD. Hence, it is expected to be a better alternative to the PLD of Sankaran for similar type of discrete data-set which is negative binomial in nature.

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Author Biography

Binod Kumar Sah, R.R.M. Campus, Janakpur, Tribhuban University, Nepal

Department of Mathematics

Published
2019-09-11
How to Cite
Sah, B., & Mishra, A. (2019). A Generalised Exponential-Lindley Mixture of Poisson Distribution. Nepalese Journal of Statistics, 3, 11-20. https://doi.org/10.3126/njs.v3i0.25575
Section
Research Articles