A note on parameter asymptotics for weighted Lindley distribution

摘要

In this paper, we study the small and large parameter asymptotics for weighted Lindley distribution. It is shown that as the shape parameter gets smaller (larger), the weighted Lindley distribution can be approximated by exponential (normal, respectively) distribution. Numerical simulation are proceeded to verify these theoretical results. Two real data sets are also presented to illustrate the results.

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