A treatment of the mathematical properties is provided for the Lindley distribution. The properties studied include: moments, cumulants, characteristic function, failure rate function, mean residual life function, mean deviations, Lorenz curve, stochastic ordering, entropies, asymptotic...

In this paper we discuss one parameter Lindley distribution. It is suggested that it may serve as a useful reliability model. The model properties and reliability measures are derived and studied in detail. For the estimation purposes of the parameter and other reliability characteristics...

A two-parameter weighted Lindley distribution is proposed for modeling survival data. The proposed distribution has the property that the hazard rate (mean residual life) function exhibits bathtub (upside-down bathtub) or increasing (decreasing) shapes. Simulation studies are conducted to...

In this paper the analysis of the collective risk model assuming Erlang loss, when the claim frequency follows the discrete generalized Lindley distribution, is considered. After providing some new results of this discrete model, analytical expressions for the aggregate claim size distribution...

We provide procedures to generate random variables with Lindley distribution, and also with Poisson–Lindley or zero-truncated Poisson–Lindley distribution, as simple alternatives to the existing algorithms. Our procedures are based on the fact that the quantile functions of these probability...

The Reversible Jump algorithm is one of the most widely used Markov chain Monte Carlo algorithms for Bayesian estimation and model selection. A generalized multiple-try version of this algorithm is proposed. The algorithm is based on drawing several proposals at each step and randomly choosing...