Lindley | |||
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Parameters | scale: | ||
Support | |||
CDF | |||
Mean | |||
Variance | |||
Skewness | |||
Excess kurtosis | |||
CF |
In probability theory and statistics, the Lindley distribution is a continuous probability distribution for nonnegative-valued random variables. The distribution is named after Dennis Lindley. [1]
The Lindley distribution is used to describe the lifetime of processes and devices. [2] In engineering, it has been used to model system reliability.
The distribution can be viewed as a mixture of the Erlang distribution (with ) and an exponential distribution.
The probability density function of the Lindley distribution is:
where is the scale parameter of the distribution. The cumulative distribution function is:
for