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CPS649 A-Hadi N. Ahmed et al.



                            A new discrete analog of the continuous Lindley
                                distribution, with reliability applications
                                                     1
                                    A-Hadi N. Ahmed , Ahmed Z. Afify
                                                                     2
                  1 Department of Mathematical Statistics, Institute of Statistical Studies & Research, Cairo
                                              University, Egypt
                      2 Department of Statistics, Mathematics and Insurance, Benha University, Egypt

               Abstract
               Apart from discretization techniques, we propose and study a  new natural
               discrete  analog  of  the  Lindley  distribution  as  a  mixture  of  geometric  and
               negative  binomial  distributions.  The  proposed model  extends  some  recent
               discrete Lindley distributions like the discrete Lindley of Bakouch et al. (2014),
               the  two-parameter  discrete  Lindley  of  Hussain  et  al.  (2016).  The  new
               distribution has many interesting properties which make it superior to many
               other discrete distributions, particularly in analyzing overdispersed count data.

               Keywords
               Discrete  Lindley  analog;  Maximum  likelihood;  Mean  residual  life;  Negative
               binomial distribution; Reliability

               1.  Introduction
                  In spite of all the available discrete models. there is still a great need to
               create more flexible discrete lifetime distributions to serve many areas like
               economics. social sciences. biometrics and reliability studies to suit various
               types of count data.
                  As  a  consequence.  various  models  that  are  less  restrictive  than  those
               presented in the statistical literature. (see. e.g., Nakagawa and Osaki (1975).
               Famoye (1993). among others). are needed.
                  In order to create a natural discrete analog of Lindley’s distribution (Lindley.
               1958). we relied on the well-known fact that the geometric and the negative
               binomial distributions are the natural discrete analogs of the exponential and
               the gamma distributions. respectively (see. e.g. Nakagawa and Osaki (1975)
               and  Roy  (2004).  among  others).  This  fact  has  motivated  us  to  construct  a
               natural discrete analog to the continuous Lindley distribution by mixing the
               discrete counterparts of the exponential and gamma distributions. apart from,
               discretizing continuous distributions. More specifically. a new two-parameter
               natural discrete Lindley (TNDL) distribution can be constructed as a mixture of
               geometric  and  negative  binomial  distributions]  with  common  success
               probability  and mixing proportions      and     .
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