On gamma Lindley distribution: Properties and simulations

A new distribution is recently proposed by Zeghdoudi and Nedjar, called as Gamma Lindley distribution (GaL). This paper proposes more properties and simulations which offer a more flexible model for modeling lifetime data. Various statistical properties like the quantile function, Lorenz curve, moment method, maximum likelihood estimation, entropy, and limiting distribution of extreme order statistics are established. A simulation study is carried out to examine the bias and mean square error of the maximum likelihood estimators of the parameters. An application of the model to a real data set is presented finally and compared with the fit attained by some other well-known two (three)-parameter distributions.