Estimates the (1-parameter) Lindley distribution by maximum likelihood estimation.
Link function applied to the (positive) parameter.
The density function is given by
f(y; theta) = theta^2 * (1 + y) * exp(-theta * y) / (1 + theta)
for theta > 0 and y > 0. The mean of Y (returned as the fitted values) is mu = (theta + 2) / (theta * (theta + 1)). The variance is (theta^2 + 4 * theta + 2) / (theta * (theta + 1))^2.
An object of class
The object is used by modelling functions such as
This VGAM family function can handle multiple responses (inputted as a matrix). Fisher scoring is implemented.
T. W. Yee
Lindley, D. V. (1958) Fiducial distributions and Bayes' theorem. Journal of the Royal Statistical Society, Series B, Methodological, 20, 102–107.
Ghitany, M. E. and Atieh, B. and Nadarajah, S. (2008) Lindley distribution and its application. Math. Comput. Simul., 78, 493–506.
1 2 3 4 5
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.