An Extended Generalized Lindley Distribution and Its Applications to Lifetime Data

In this paper, a four parameters extension of the generalized Lindley distribution is introduced. The new distribution includes the power Lindley, Lindley, generalized (Stacy) gamma, gamma, Weibull, Rayleigh, exponential and half-normal distribution. Several statistical properties of the distribution are explored. Then, a bivariate version of the proposed distribution is derived. Using a simulation study, some estimation methods for the parameters of the distribution are compared. Finally, a real data application illustrates the performance of our proposed distribution.