A Comparison of Size and Power of Tests of Hypotheses on Parameters Based on Two Generalized Lindley Distributions

Abstract

This study compares two generalized Lindley distributions and assesses consistency between theoretical and analytical results. Data (complete and censored) assumed to follow the Lindley distribution are generated and analyzed using two generalized Lindley distributions, and maximum likelihood estimates of parameters from the generalized distributions are obtained. Size and power of tests of hypotheses on the parameters are assessed drawing on asymptotic properties of the maximum likelihood estimates. Results suggest that whereas size of some of the tests of hypotheses based on the considered generalized distributions are essentially α-level, some are possibly not; power of tests of hypotheses on the Lindley distribution parameter from the two distributions differs.