A note on the log-Lindley distribution

DOI10.1016/J.INSMATHECO.2016.09.005MaRDI QIDQ2374110zbMATH OpenOpenAlexFDO

Authors Pedro Jodrá, M. D. Jiménez-Gamero

Publication date 14 December 2016

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.09.005

zbMATH Keywords

beta regression modelLambert \(W\) functionlog-Lindley distributionmaximum likelihoodpseudo-random data generation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic properties of parametric estimators (62F12) Inventory, storage, reservoirs (90B05)

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Cites work

• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Beta Regression for Modelling Rates and Proportions
• Estimation When a Parameter is on a Boundary
• Generalized Lindley distribution
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Maximum Likelihood Estimation of Misspecified Models
• On the Lambert \(w\) function
• Statistical inference using maximum likelihood estimation and the generalized likelihood ratio when the true parameter is on the boundary of the parameter space
• The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance

Cited in

(13)

• The Log-Lindley distribution as an alternative to the beta regression model with applications in insurance
• Minimum distance estimators for count data based on the probability generating function with applications
• A note on the fit for the levy distribution
• The power Muth distribution
• On estimation of stress–strength reliability with log-Lindley distribution
• The unit-inverse Gaussian distribution: A new alternative to two-parameter distributions on the unit interval
• Inflated Log Lindley distribution for modeling continuous data bounded in unit interval with possible mass at boundaries
• Log-extended exponential-geometric parameters estimation using simple random sampling and moving extremes ranked set sampling
• A new probability model with support on unit interval: structural properties, regression of bounded response and applications
• Computer generation of random variables with Lindley or Poisson-Lindley distribution via the Lambert \(W\) function
• Nonparametric estimation of the shape functions and related asymptotic results
• The unit Muth distribution: statistical properties and applications
• Some properties and quantile regression for the log-Lindley distribution

Describes a project that uses

Uses Software

• gsl
• R
• betareg

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