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Lindley Distribution: Definition, PDF/CDF, Moments

Probability Distributions > Lindley Distribution

What is a Lindley Distribution?

lindA Lindley distribution is one way to describe the lifetime of a process or device. It can be used in a wide variety of fields, including biology, engineering and medicine. Ghitany et. al (2011) state that it’s especially useful for modeling in mortality studies. The shape parameter, θ is a positive real number and can result in either a unimodal or monotone decreasing (i.e. consistently decreasing) distribution. This distribution has thin tails because the distribution decreases exponentially for large x-values. The term “Lindley-Exponential Distribution” is often used to mean the generalized form of the distribution.

PDF and CDF

The probability density function of a random variable X in a Lindley distribution with parameter θ is:

PDF for the Lindley distribution.

PDF for the Lindley.



The cumulative distribution function for the one-parameter function is:
lindley CDF

Types

Many forms of the distribution have been described in academic literature, including:

  • A two-parameter form (Shanker et. al),
  • A two-parameter weighted form (Ghitany et’ al),
  • A generalized Poisson-Lindley (Mahmoudi et. al.),
  • An extended (EL) distribution (Bakouch et. al),
  • An exponential geometric distribution (Adankis and Loukas).
  • The transmuted Lindley-Geometric Distribution (Merovci, and Elbatal)

Moments

Moments for the one-parameter distribution (from Shanker et. al):
Lindley moments


Note that these moments are only valid for the one-parameter form. Other parameters will have different moments. For example, you can find moments for the Transmuted Lindley-Geometric distribution with the following:
If X has T LG (θ, x) ,φ = (θ, p,λ) then the rth moment of X is given by (from Merovci and Elbatal):
moments 2


Where
where


and
and

Related Distributions

Related distributions that model lifetimes:

  • Exponential Distribution. According to Shanker et. al (1995), one advantage of the Lindely distribution compared to the exponential distribution is that “…the exponential distribution has constant hazard rate and mean residual life function whereas the Lindley distribution has increasing hazard rate and decreasing mean residual life function.”
  • Gamma Distribution,
  • Weibull distribution.

References:
Adamidis K., and Loukas S.,(1998) A lifetime distribution with decreasing failure rate, Statistics and Probability Letters, Vol(39), 35-42.
Bakouch H. S., Al-Zahrani B. M., Al-Shomrani A. A., Marchi V. A., and Louzada F.,(2012)
An extended LD, Journal of the Korean Statistical Society, Vol(41), 75-85.
Bhati, D., and Malik, A.,(2014), On Lindley-Exponential Distribution: Properties and Application. Retrieved 8/24/2016 from https://arxiv.org/pdf/1406.3106.pdf.
Ghitany M. E., Alqallaf F., Al-Mutairi D. K., and Husain H. A., (2011) A two-parameterweighted Lindley distribution and its applications to survival data, Mathematics and Computers in Simulation, Vol. (81), no. 6,1190-1201.
Mahmoudi E., and Zakerzadeh H., (2010) Generalized Poisson Lindley , Communications in Statistics: Theory and Methods, Vol (39), 1785-1798.
Merovci, F., and Elbatal, I. (2014) Transmuted Lindley-Geometric Distribution and its Applications. Journal of Statistics Applications and Probability, 3, No. 1, 77-91 (20). Retrieved 8/24/2016 from http://naturalspublishing.com/files/published/e69vpy514e5z24.pdf.
Shanker R., Sharma S., and Shanker R., (2013) A Two-Parameter Lindley for
Modeling Waiting and Survival Times Data, Applied Mathematics, Vol (4), 363-368. Retrieved 8/24/2016 from here.
Shanker et. al (2015). On Modeling of Lifetimes Data Using Exponential and Lindley Distributions. Biometrics & Biostatistics International Journal. Volume 2 Issue 5.

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Lindley Distribution: Definition, PDF/CDF, Moments was last modified: October 12th, 2017 by Andale

2 thoughts on “Lindley Distribution: Definition, PDF/CDF, Moments

  1. Allen

    Hello sir,
    Thanks for the valuable information.I also would like to know what all the ways are in which “Lindley distribution” is a better distribution other than exponential,Gamma and weibull distribution in explaining the life time process of a system or a device and its advantages over them.

  2. Andale Post author

    Other than the exponential distribution (see the “advantage” note at the end of the article), I haven’t been able to find any research on why the Lindley might be “better” compared to the Gamma and Weibull. If you find something, please let me know so I can update the article.