Affiliations: [a] Unit of Scientific Research, Applied College, Qassim University, Buraydah, Saudi Arabia
| [b] Department of Statistics, Al-Azhar University, Nasr City, Egypt
| [c] Department of Statistics, Persian Gulf University, Bushehr, Iran
| [d] Department of Statistics, Mathematics and Insurance, Benha University, Benha, Egypt
| [e] Department of Technological Management and Information, Higher Technological Institute, 10th of Ramadan, Egypt
Correspondence:
[*]
Corresponding author. Badr Alnssyan, Unit of Scientific Research, Applied College, Qassim University, Buraydah 51452, Saudi Arabia. E-mail: b.alnssyan@qu.edu.sa and Ahmed Z. Afify, Department of Statistics, Mathematics and Insurance, Benha University, Benha 13511, Egypt. E-mail: ahmed.afify@fcom.bu.edu.eg.
Abstract: We propose a new wider family called the weighted Lindley-G family. We derive some mathematical properties and special sub-models of the new family. We address the estimation of the model parameters by eight approaches of estimation. The estimation approaches are ranked and compared by using detailed simulations to develop a guideline for choosing the best approach for estimating the distribution parameters. The potentiality of the new family is illustrated via two applications to real-life data. It is shown that the proposed WLi-G family is more flexible as compared to some of the most cited families in the distribution theory literature such as the exponentiated-G, beta-G, transmuted-G, and alpha-power-G families under the same baseline model.
Keywords: Rényi entropy, exponential distribution, data analysis, Anderson–Darling estimation, maximum likelihood
