Академический Документы
Профессиональный Документы
Культура Документы
com
Received 29 January 2007; received in revised form 26 May 2007; accepted 30 June 2007
Available online 10 July 2007
Abstract
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 distribution of the extreme order statistics, distributions of sums, products and ratios, maximum
likelihood estimation and simulation schemes. An application to waiting time data at a bank is described.
© 2007 IMACS. Published by Elsevier B.V. All rights reserved.
1. Introduction
∗ Corresponding author.
E-mail address: saralees.nadarajah@manchester.ac.uk (S. Nadarajah).
than those of the exponential distribution. Estimation and simulation issues of the Lindley distribution are discussed
in Sections 12 and 13. Finally, Section 14 illustrates a real data application to show the superiority of the Lindley
distribution over the exponential distribution.
2. Shape
Remark. Sankaran [12] used (1) as a mixing model for the Poisson parameter to generate a mixed Poisson distribution
known as the discrete Poisson–Lindley distribution with the probability mass function (p.m.f.):
∞
λz θ 2 (θ + 2 + z)
Pθ (Z = z) = e−λ .f (λ; θ) dλ = , z = 0, 1, 2, . . . , θ > 0. (3)
0 z! (θ + 1)3+z
It is well known that many properties of a continuous mixing distribution are inherited in the corresponding discrete
mixed Poisson distribution, see, for example, Holgate [6] and Grandell [5]. Thus, many of the properties of (3) such
as shape and failure rate can be obtained directly from those of (1).
(i) For θ < 1, (d/dx)f (x) = 0 implies that x0 = ((1 − θ)/θ) is the unique critical point at which f (x) is maximized.
(ii) For θ ≥ 1, (d/dx)f (x) ≤ 0, i.e. f (x) is decreasing in x.
Fig. 1 shows the p.d.f. of the Lindley distribution for selected values of θ.
Remarks.
⎧
⎨ 1 − θ , if 0 < θ < 1;
mode(X) = θ
⎩
0, otherwise.
(ii) According to Holgate [6], unimodality of the mixing Lindley distribution implies unimodality of the discrete
Poisson–Lindley distribution.
Remark. Note that the mode of the exponential distribution is always at 0 while the mode of the Lindley distribution
can be more varied as seen above.
Remark. Let the notation X ∼ Lindley(θ) denote a continuous random variable whose p.d.f. is given by (1).
Proof. Let M = mode(X), m = median(X) and μ = E(X) = ((θ + 2)/θ(θ + 1)). Since the c.d.f. is given by (2) it
follows that
⎧
⎨ 1 − 2 e−(1−θ) , if 0 < θ < 1;
F (M) = θ+1
⎩
0, otherwise,
1
F (m) = ,
2
θ 2 + 3θ + 3 −((θ+2)/(θ+1))
F (μ) = 1 − e .
(θ + 1)2
Note that F (M) is a decreasing function in θ ∈ (0, 1) and, for all θ > 0, 0 ≤ F (M) < 1 − 2 e−1 < (1/2). Similarly, F (μ)
is an increasing function in θ > 0 and (1/2) < 1 − 3 e−2 < F (μ) < 1. Finally, since F (x) is an increasing function in
x > 0 for all θ > 0, we have M < m < μ.
Remark. The result of Theorem 1 also holds for the exponential distribution.
Remark. For unimodal and positively skewed distributions whose first three moments exist, Abadir [1] provided
counter examples which show that the inequality mode ≤ median ≤ mean does not necessarily hold.
The rth moment about the origin of the Lindley distribution is:
r!(θ + r + 1)
μr = E(Xr ) = , r = 1, 2, . . . .
θ r (θ + 1)
In particular, we have
θ+2
μ1 = = μ,
θ(θ + 1)
2(θ + 3)
μ2 = 2 ,
θ (θ + 1)
6(θ + 4)
μ3 = 3 ,
θ (θ + 1)
24(θ + 5)
μ4 = 4 .
θ (θ + 1)
Note that the rth moment about the origin for the exponential distribution is μr = r!/θ r .
Remark. According to Ottestad [10], if Z|X = x ∼ Poisson(x), then the rth factorial moment of Z is E[Z(Z −
1) . . . (Z − r + 1)] = E(Xr ), r = 1, 2, . . .. Thus, the rth factorial moment of the discrete Poisson–Lindley distribution
with the p.m.f. (3) is
r!(θ + r + 1)
E[Z(Z − 1) . . . (Z − r + 1)] = , r = 1, 2, . . . .
θ r (θ + 1)
496 M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506
In particular, we have
θ 2 + 4θ + 2
μ2 = = σ2,
θ 2 (θ + 1)2
2(θ 3 + 6θ 2 + 6θ + 2)
μ3 = ,
θ 3 (θ + 1)3
3(3θ 4 + 24θ 3 + 44θ 2 + 32θ + 8)
μ4 = .
θ 4 (θ + 1)4
√
The coefficient of variation (γ), skewness ( β1 ) and the kurtosis (β2 ) are:
√
θ 2 + 4θ + 2
γ= ,
θ+2
√ 2(θ 3 + 6θ 2 + 6θ + 2)
β1 = 3/2
,
(θ 2 + 4θ + 2)
3(3θ 4 + 24θ 3 + 44θ 2 + 32θ + 8)
β2 = 2
.
(θ 2 + 4θ + 2)
Remarks.
√
(i) √
γ is an increasing function in θ and (1/√ 2) <√γ < 1, see Fig. 2.
(ii) β1 is an increasing function in θ and 2 < β1 < 2, see Fig. 2.
(iii) β2 is an increasing function in θ and 6 < β2 < 9, see Fig. 2.
√
Remark. The coefficient of variation (γ), skewness ( β1 ) and the kurtosis (β2 ) for the exponential distribution are 1,
2 and 6, respectively. Thus, the above remark suggests that the Lindley distribution is more flexible than the exponential
distribution.
4. Cumulants
θ 2 (θ − it + 1)
φ(t) = ,
(θ + 1)(θ − it)2
√
where i = −1 is the complex unit. Thus, the cumulant generating function is
it it
K(t) = log 1 − − 2 log 1 − .
θ+1 θ
Hence, using the expansion that
∞ r
x
log(1 − x) = − ,
r
r=0
For a continuous distribution with p.d.f. f (x) and c.d.f. F (x), the failure rate function, also known as the hazard rate
function, is defined as
P(X < x + x|X > x) f (x)
h(x) = lim = .
x→0 x 1 − F (x)
For the Lindley distribution, the hazard rate function is
θ 2 (1 + x)
h(x) = . (4)
θ + 1 + θx
Remarks.
where IFR, IFRA, NBU, NBUE denote increasing failure rate, increasing failure rate average, new better than
used, and new better than used in expectation, respectively. For more details about the definitions of these aging
properties, see Barlow and Proschan [2].
(iv) According to page 135 of Grandell [5], IFR mixing distribution implies that the corresponding mixed Poisson
distribution is also IFR. Thus, the discrete Poisson–Lindley distribution is IFR.
Remark. For the exponential distribution, h(x) = θ and so (4) again shows the flexibility of the Lindley distribution
over the exponential distribution.
498 M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506
For a continuous distribution with p.d.f. f (x) and c.d.f. F (x), the mean residual life function is defined (Fig. 3) as
∞
1
m(x) = E(X − x|X > x) = [1 − F (t)] dt.
1 − F (x) x
For the Lindley distribution, the mean residual life function is
∞
1 θ + 2 + θx
m(x) = (θ + 1 + t) e−θt dt = . (5)
(θ + 1 + θx) e−θx x θ(θ + 1 + θx)
Remarks.
(i) m(0) = μ.
(ii) m(x) is a decreasing function in x and θ and 1/θ < m(x) < (θ + 2)/(θ(θ + 1)) = μ.
(iii) The IFR discrete Poisson–Lindley distribution also has a decreasing mean residual life function.
Remark. For the exponential distribution, m(x) = 1/θ and so (5) again shows the flexibility of the Lindley distribution
over the exponential distribution.
6. Mean deviations
The amount (Fig. 4) of scatter in a population is evidently measured to some extent by the totality of deviations
from the mean and the median. These are known as the mean deviation about the mean and the mean deviation about
the median—defined by
∞
δ1 (X) = |x − μ|f (x) dx
0
and
∞
δ2 (X) = |x − M|f (x) dx,
0
respectively, where μ = E(X) and M = Median(X). These measures can be calculated using the relationship that
m ∞
E{|X − m|} = (m − x)f (x) dx + (x − m)f (x) dx
0 m
m m
=2 (m − x)f (x) dx = 2 mF (m) − xf (x) dx . (6)
0 0
Simple calculations based on (6) yield the following expressions for the Lindley distribution:
2+θ exp(−μθ) 2
δ1 (X) = 2 μ − − +1+μ
θ(θ + 1) θ+1 θ
and
2+θ exp(−Mθ) 2
δ2 (X) = 2 M − − +1+M .
θ(θ + 1) θ+1 θ
The corresponding expressions for the exponential distribution are: 2μ − (2/θ){1 − exp(−μθ)} and 2M − (2/θ){1 −
exp(−Mθ)}.
7. Lorenz curve
The Lorenz curve for a positive random variable X is defined as the graph of the ratio
E(X|X ≤ x)F (x)
L(F (x)) = (7)
E(X)
against F (x) with the properties L(p) ≤ p, L(0) = 0 and L(1) = 1. If X represents annual income, L(p) is the proportion
of total income that accrues to individuals having the 100p% lowest incomes. If all individuals earn the same income
then L(p) = p for all p. The area between the line L(p) = p and the Lorenz curve may be regarded as a measure of
inequality of income, or more generally, of the variability of X, see Gail and Gastwirth [4] and Dagum [3] for extensive
discussion of Lorenz curves. For the exponential distribution, it is well known that the Lorenz curve is given by
L(p) = p{p + (1 − p) log(1 − p)}.
For the Lindley distribution in (1),
2+θ exp(−θx) 2
E(X|X ≤ x)F (x) = − + 1 + 2x + θx + θx2 .
θ(θ + 1) θ+1 θ
Thus, from (7) we obtain the Lorenz curve for the Lindley distribution as
θ(θ + 1)(1 − p) 2
L(p) = 1 − + 1 + 2x + θx + θx2 ,
(θ + 2)(θ + 1 + θx) θ
where x = F −1 (p) with F (·) given by (2).
8. Stochastic orderings
Stochastic ordering of positive continuous random variables is an important tool to judge the comparative behavior.
We shall recall some basic definitions.
500 M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506
The following implications (Shaked and Shanthikumar [13]) are well known:
X≤lr Y ⇒ X≤hr Y ⇒ X≤mrl Y
⇓ (8)
X≤st Y
The Lindley distributions are ordered with respect to the strongest “likelihood ratio” ordering as shown in the following
theorem.
Theorem 2. Let X ∼ Lindley(θ1 ) and Y ∼ Lindley(θ2 ). If θ1 > θ2 then X≤lr Y and hence X≤hr Y , X≤mrl Y a nd
X≤st Y .
Proof. First note that
fX (x) θ 2 (θ2 + 1) (θ2 −θ1 )x
= 12 e , x > 0.
fY (x) θ2 (θ1 + 1)
Since, for θ1 > θ2 ,
d fX (x) fX (x)
= (θ2 − θ1 ) < 0,
dx fY (x) fY (x)
(fX (x))/(fY (x)) is decreasing in x. That is X≤lr Y . The remaining statements follow from the implications in (8).
Remark. The result of Theorem 2 also holds for the exponential distribution.
9. Entropies
An entropy of a random variable X is a measure of variation of the uncertainty. Rényi entropy is defined by
1
JR (γ) = log γ
f (x) dx , (9)
1−γ
where γ > 0 and γ
= 1 (Rényi [11]). For the Lindley distribution in (1), note that
θ 2 exp(θγ)Γ (γ + 1, θγ)
f γ (x) dx = , (10)
(θ + 1)(θγ)γ+1
where Γ (·, ·) is the incomplete gamma function defined by
∞
Γ (a, x) = t a−1 exp(−t) dt.
x
From (10), one obtains the Rényi entropy as given by
θγ + log Γ (γ + 1, θγ) − log(θ + 1) − (γ + 1) log γ
JR (γ) = log θ + . (11)
1−γ
Shannon’s entropy defined by E[− log f (X)] is the particular case of (9) for γ ↑ 1. Limiting γ ↑ 1 in (11) and using
L’Hospital’s rule, one obtains
exp(θ) ∂Γ (γ + 1, θγ)
E[− log f (X)] = log θ − θ + 2 − .
1+θ ∂γ γ=1
M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506 501
Song [14] observed that the gradient of the Rényi entropy JR (γ) = (d/dγ)JR (γ) is related to the log-likelihood by
JR (1) = −(1/2)Var[log(f (X))]. This equality and the fact that the quantity −JR (1) remains invariant under location
and scale transformations motivated Song to propose −2JR (1) as a measure of the shape of a distribution. Taking the
first derivative of (11) and then limiting γ ↑ 1 using L’Hospital’s rule, one gets the expression
exp(θ) ∂2 Γ (γ + 1, θγ) exp(2θ) ∂Γ (γ + 1, θγ) 2
−2JR (1) = − (12)
1+θ ∂γ 2 γ=1 (1 + θ)2 ∂γ
γ=1
for the measure proposed by Song [14]. This measure plays a similar role as the kurtosis measure in comparing the
shapes of various densities and measuring heaviness of tails. For the exponential distribution, JR (γ) = − log θ −
log γ/(1 − γ), JR (γ) = {1 − 1/γ − log γ}/(γ − 1)2 and −2JR (1) = 1. Thus, (12) again shows the flexibility of the
Lindley distribution over the exponential distribution.
If X1 , . . . , Xn is a random√sample from (1) √ and if X̄ = (X1 + · · · + Xn )/n denotes the sample mean then by the
usual central limit theorem n(X̄ − E(X))/ Var(X) approaches the standard normal distribution as n → ∞, see
Theorem 4. Sometimes one would be interested in the asymptotics of the extreme values Mn = max(X1 , . . . , Xn ) and
mn = min(X1 , . . . , Xn ). For the c.d.f. in (2), it can be seen that
1 − F (t + x)
lim = exp(−θx)
t→∞ 1 − F (t)
and
F (tx)
lim = x.
t→0 F (t)
Thus, it follows from Theorem 1.6.2 in Leadbetter et al. [7] that there must be norming constants an > 0, bn , cn > 0
and dn such that
and
as n → ∞. The form of the norming constants can also be determined. For instance, using Corollary 1.6.3 in Leadbetter
et al. [7], one can see that an = 1 and bn = F −1 (1 − 1/n) with F (·) given by (2).
Remark. For the exponential distribution, the asymptotic distributions of Mn = max(X1 , . . . , Xn ) and mn =
min(X1 , . . . , Xn ) also take the forms given by (13) and (14).
It is well known that the sum of two exponential random variables with the common parameter θ has the gamma
distribution while their ratio has the F distribution. In this section, we explore how these results generalize to the
Lindley distribution. Let Xi , i = 1, 2 be independent random variables having the Lindley distribution with parameters
θi , i = 1, 2. Define R = X1 + X2 , P = X1 X2 and W = X1 /X2 . Simple calculations show that the p.d.f.s of R, P andW
502 M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506
are
1+r r
fR (r) = C exp(−θ2 r) [1 − exp(−(θ1 − θ2 )r)] + [1 − (1 + (θ1 − θ2 )r) exp(−(θ1 − θ2 )r)]
θ1 − θ 2 (θ1 − θ2 )2
1 (θ1 − θ2 )2 r 2
− 1 − 1 + (θ1 − θ2 )r + exp(−(θ1 − θ2 )r) ,
(θ1 − θ2 )3 2
θ2 p √ √ θ1
fP (p) = 2C K1 (2 θ1 θ2 p) + (1 + p)K0 (2 θ1 θ2 p) + K−1 (2 θ1 θ2 p) ,
θ1 θ2
and
fW (w) = C{(θ1 + θ2 w)−2 + 2(1 + w)(θ1 + θ2 w)−3 + 6w(θ1 + θ2 w)−4 },
where C = θ12 θ22 (θ1 + 1)−1 (θ2 + 1)−1 , Kν (·) is the modified Bessel function of the third kind defined by
π{I−ν (x) − Iν (x)}
Kν (x) =
2 sin(νπ)
and Iν (·) is the modified Bessel function of the first kind defined by
∞
2
k
xν 1 x
Iν (x) = ν
2 Γ (ν + 1) (ν + 1)k k! 4
k=0
12. Estimation
Given a random sample X1 , X2 , . . . , Xn , from the Lindley distribution (1), the method of moments (MoM) and the
maximum likelihood (ML) estimators of the parameter θ are the same and is given by
2
−(X̄ − 1) + (X̄ − 1) + 8X̄
θ̂ = , X̄ > 0.
2X̄
The following theorem shows that the estimator of θ is biased.
Theorem 3. The estimator θ̂ of θ is positively biased, i.e. E{θ̂} − θ > 0.
Proof. Let
θ̂ = g(X̄)
and
−(t − 1) + (t − 1)2 + 8t
g(t) =
2t
for t > 0. Since
1 3t 3 + 15t 2 + 9t + 1
g (t) = 3 1 + 3/2
> 0,
t [(t − 1)2 + 8t]
g(t) is strictly convex. Thus, by Jensen’s inequality, we have E{g(X̄)} > g{E(X̄)}. Finally, since g{E(X̄)} = g(μ) =
g((θ + 2)/(θ(θ + 1))) = θ, we obtain E{θ̂} > θ.
The following theorem gives the limiting distribution of θ̂.
Theorem 4. The estimator θ̂ of θ is consistent and asymptotically normal:
√ D 1
n(θ̂ − θ)→N 0, 2 .
σ
M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506 503
P P P
Proof. Since μ is finite, X̄→μ. Since g(t) is a continuous function at t = μ, g(X̄)→g(μ), i.e. θ̂ →θ. Since σ 2 < ∞,
by the central limit theorem, we have
√ D
n(X̄ − μ)→N(0, σ 2 ).
Also, since g(μ) is differentiable and g (μ)
= 0, by the delta-method, we have
√
n(g(X̄) − g(μ))→N(0, [g (μ)] σ 2 ).
D 2
Finally, since g(X̄) = θ̂, g(μ) = θ and g (μ) = −(1/2μ2 )[1 + (1 + 3μ)/( (μ − 1)2 + 8μ)] = −(1/σ 2 ), the theorem
follows.
Remark. For the exponential distribution, θ̂ = 1/X̄ is the maximum likelihood and the method of moments estimator
of θ. It is also biased, consistent and asymptotically normal.
Table 1
Average bias of the estimator θ̂
n θ = 0.1 θ=1 θ=9
Table 2
Average MSE of the estimator θ̂
n θ = 0.1 θ=1 θ=9
Table 3
Coverage probability of the simulated confidence intervals
1−α n θ = 0.1 θ=1 θ=9
Table 4
Waiting times (min) of 100 bank customers
0.8 0.8 1.3 1.5 1.8 1.9 1.9 2.1 2.6 2.7
2.9 3.1 3.2 3.3 3.5 3.6 4.0 4.1 4.2 4.2
4.3 4.3 4.4 4.4 4.6 4.7 4.7 4.8 4.9 4.9
5.0 5.3 5.5 5.7 5.7 6.1 6.2 6.2 6.2 6.3
6.7 6.9 7.1 7.1 7.1 7.1 7.4 7.6 7.7 8.0
8.2 8.6 8.6 8.6 8.8 8.8 8.9 8.9 9.5 9.6
9.7 9.8 10.7 10.9 11.0 11.0 11.1 11.2 11.2 11.5
11.9 12.4 12.5 12.9 13.0 13.1 13.3 13.6 13.7 13.9
14.1 15.4 15.4 17.3 17.3 18.1 18.2 18.4 18.9 19.0
19.9 20.6 21.3 21.4 21.9 23.0 27.0 31.6 33.1 38.5
Since the equation F (x) = u, where u is an observation from the uniform distribution on (0, 1), cannot be solved
explicitly in x, the inversion method for generating random data from the Lindley distribution fails. However, we can
use the fact that the Lindley distribution is a special mixture of Exponential(θ) and Gamma(2, θ) distributions:
f (x) = pf1 (x) + (1 − p)f2 (x), x > 0, θ > 0,
where p = θ/(θ + 1), f1 (x) = θ e−θx and f2 (x) = θ 2 xe−θx . To generate random data Xi , i = 1, . . . , n from the Lindley
distribution with parameter θ we have the following algorithm:
Fig. 5. P– P plots for the fits of the exponential distribution (top) and the Lindley distribution (bottom).
M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506 505
2. Generate Vi ∼ Exponential(θ), i = 1, . . . n.
3. Generate Wi ∼ Gamma(2, θ), i = 1, . . . n.
4. If Ui ≤ p = θ/(θ + 1), then set Xi = Vi , otherwise, set Xi = Wi , i = 1, . . . n.
A simulation study was carried out N = 10, 000 times for selected values of (n, θ), see Tables 1–3 . The following
measures were computed:
1
N
(θ̂i − θ).
N
i=1
(ii) Average mean square error (MSE) of the simulated estimates θ̂i , i = 1, 2, . . . , N:
1
N
2
(θ̂i − θ) .
N
i=1
(iii) Coverage probability taken to be the proportion of the N simulated confidence intervals which include the parameter
θ.
Fig. 6. Q– Q plots for the fits of the exponential distribution (top) and the Lindley distribution (bottom).
506 M.E. Ghitany et al. / Mathematics and Computers in Simulation 78 (2008) 493–506
Remarks.
(i) Table 1 shows positive bias as shown in Theorem 3. The table also shows that the bias decreases (increases) as
n(θ)increases.
(ii) Table 2 shows that the MSE decreases (increases) as n(θ) increases.
(iii) Table 3 shows that the coverage probability is very close to the intended significance level 1 − α for all values of
n and θ.
14. Application
In this section, we use a real data set to show that the Lindley distribution can be a better model than one based on
the exponential distribution. The data set given in Table 4 represents the waiting times (in minutes) before service of
100 bank customers.
We fitted both the Lindley and exponential distributions to this data set. The method of maximum likelihood was
used. We obtained the estimates θ̂ = 0.187 with S.E.(θ̂) = 0.013 for the Lindley distribution and θ̂ = 0.101 with
S.E.(θ̂) = 0.010 for the exponential distribution. The maximized log-likelihoods for the two models were −319.0 and
−329.0, respectively. Since the two models have the same number of parameters, it follows that the Lindley distribution
provides the better fit. A further support for this finding can be obtained by inspecting the probability–probability (P–
P) and quantile–quantile (Q– Q) plots. A P– P plot depicts the points: (F (x(i) ; θ̂), Fn (x(i) )), i = 1, 2, . . . n, where
x(i) are the order statistics, Fn (x) = (1/n) ni=1 I(X ≤ x) is the empirical distribution function and I(·) is the indicator
function. A Q– Q plot depicts the points: (F −1 (i/(n + 1); θ̂), x(i) ), i = 1, 2, . . . n. The P– P and Q– Q plots for the
two fitted models are shown in Figs. 5 and 6. It is evident that the fit of the Lindley distribution is better.
Acknowledgments
The authors would like to thank the Editor and the referee for carefully reading the paper and for their comments
which greatly improved the paper.
References
[1] K.M. Abadir, The mean–median–mode inequality: counterexamples, Econometric Theory 21 (2005) 477–482.
[2] R.E. Barlow, F. Proschan, Statistical Analysis of Reliability and Life Testing, Silver Spring, MD, 1981.
[3] C. Dagum, Lorenz curve, in: S. Kotz, N.L. Johnson, C.B. Read (Eds.), in: Encyclopedia of Statistical Sciences, vol. 5, Wiley, New York, 1985,
pp. 156–161.
[4] M.H. Gail, J.L. Gastwirth, A scale-free goodness-of-fit test for the exponential distribution based on the Lorenz curve, Journal of the American
Statistical Association 73 (1978) 787–793.
[5] J. Grandell, Mixed Poisson Processes, Chapman & Hall, London, 1997.
[6] P. Holgate, The modality of some compound Poisson distributions, Biometrika 57 (1970) 666–667.
[7] M.R. Leadbetter, G. Lindgren, H. Rootzén, Extremes and Related Properties of Random Sequences and Processes, Springer Verlag, New York,
1987.
[8] D.V. Lindley, Fiducial distributions and Bayes’ theorem, Journal of the Royal Statistical Society, Series B 20 (1958) 102–107.
[9] D.V. Lindley, Introduction to Probability and Statistics from a Bayesian Viewpoint, Part II: Inference, Cambridge University Press, New York,
1965.
[10] P. Ottestad, On certain compound frequency distributions, Skand. Aktuarietidsker 27 (1944) 32–42.
[11] A. Rényi, On measures of entropy and information, in: Proceedings of the 4th Berkeley Symposium on Mathematical Statistics and Probability,
vol. I, University of California Press, Berkeley, 1961, pp. 547–561.
[12] M. Sankaran, The discrete Poisson–Lindley distribution, Biometrics 26 (1970) 145–149.
[13] M. Shaked, J.G. Shanthikumar, Stochastic Orders and Their Applications, Academic Press, New York, 1994.
[14] K.-S. Song, Rényi information, loglikelihood and an intrinsic distribution measure, Journal of Statistical Planning and Inference 93 (2001)
51–69.