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Generalized Stacy-Lindley mixture distribution. (English. French summary) Zbl 1386.60061

Summary: In this paper, we introduce a five parameter extension of mixture of two Stacy gamma distributions called generalized Stacy-Lindley mixture distribution. Several statistical properties are derived. Two types of estimation techniques are used for estimating the parameters. Asymptotic confidence interval is also calculated for these parameters. Finally, a real data application illustrates the performance of our proposed distribution.

MSC:

60E05 Probability distributions: general theory
62H12 Estimation in multivariate analysis