Abstract

In survival analysis and reliability studies the Lindley distribution has been widely used. In this article, we introduce a new goodness of fit test for the Lindley distribution based on an estimate of the Gini index. The asymptotic distribution of the new test statistic is investigated. The unknown parameter of the Lindley distribution is estimated by the maximum likelihood estimator. The critical points and the actual sizes of the test are obtained by Monte Carlo simulations. A power comparison study of the existing tests is performed. It is shown that the Gini index-based test that we proposed performs well by comparing its powers with that of other tests. A real-life data analysis is finally presented for illustrative purpose.

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