The Nadarajah-Haghighi Lindley distribution

Abstract: We define a new lifetime model based on compounding the Lindley and Nadarajah-Haghighi distributions. The proposed distribution is very competitive to other lifetime models. Some of its mathematical properties are investigated including generating function, mean residual life, moments, Bonferroni and Lorenz curves and mean deviations. We discuss the estimation of the model parameters by maximum likelihood. We provide a simulation study and two applications to real data for illustrative purposes. We prove empirically that the new distribution yields good fits to both data sets, and it...