# Comparison of Five Methods to Estimate the Parameters for the Three-Parameter Lindley Distribution with Application to Life Data

Authors: Mathil K. Thamer; Raoudha Zine
Journal: Computational and Mathematical Methods in Medicine
 (2021)

---

## Abstract

We have studied one of the most common distributions, namely, Lindley distribution, which is an important continuous mixed distribution with great ability to represent different systems. We studied this distribution with three parameters because of its high flexibility in modelling life data. The parameters were estimated by five different methods, namely, maximum likelihood estimation, ordinary least squares, weighted least squares, maximum product of spacing, and Cramér-von Mises. Simulation experiments were performed with different sample sizes and different parameter values. The different methods were compared on the generated data by mean square error and mean absolute error. In addition, we compared the methods for real data, which represent COVID-19 data in Iraq/Anbar Province.


---

## Body

## 1. Introduction

The Lindley distribution was proposed in 1958 by Lindley [1]; however, actual interest began in 2008 when Ghitany et al. [2] studied its properties and applications. Since then, this distribution has been developed as generalised Lindley distribution in 2009 by Zakerzadeh & Dolati [3], a two-parameter Lindley distribution in 2013 by Shanker et al. [4], another two-parameter Lindley distribution in the same year by Shanker & Mishra [5], Lindley distribution with a location parameter as a three-parameter distribution in 2016 by Abd El-Monsef [6], and another three-parameter Lindley distribution in 2017 by Shanker et al. [4].The Lindley distribution is made up of mixing two continuous distributions with different weights; the first is exponential distribution withθ, and the second is gamma distribution with 2 and θ, that is,
(1)fx;θ=wf1x;θ+1−wf2x;θ,where
(2)f1x;θ=θe−θx,f2x;θ=θ2xe−θx.Thus, the resulting function is as follows:(3)fx;θ=wθe−θx+1−wθ2xe−θx.Lindley [1] used w=θ/θ+1; hence, the probability density function (p.d.f.) is as follows:
(4)fx;θ=θ2θ+11+xe−θx,x>0,θ≥0.Ghitany et al. [2] introduced its cumulative distribution function (c.d.f.) as follows:
(5)Fx;θ=1−θ+1+θxθ+1e−θx.Parameter estimation of the two-parameter Lindley distribution was conducted by many researchers, such as Al-Bayati [7], Sharafi [8], and Demirci Biçer [9]. However, the parameters of the three-parameter Lindley distribution were only estimated in the maximum likelihood method be Shanker et al. [10]. Therefore, in this research, the distribution parameters were estimated using different methods.


## 2. Materials and Methods

### 2.1. The Three-Parameter Lindley Distribution

The three-parameter Lindley distribution (THPL) was proposed by Shanker et al. [10]; the weight w=αθ/αθ+β was used, as follows:
(6)fx;α,β,θ=αθαθ+βθe−θx+βαθ+βθ2xe−θx,resulting in the following:
(7)fx;θ,α,β=θ2αθ+βα+βxe−θx,x,θ,β>0andαθ+β>0,(8)Fx;θ,α,θ=1−αθ+β+βθxαθ+βe−θx,x,θ,β>0andαθ+β>0.Figures1 and 2 show the p.d.f. and c.d.f. for different parameter values.Figure 1
The p.d.f. of the THPL distribution.Figure 2
The c.d.f. of the THPL distribution.The quantile function of the three-parameter Lindley distribution is given by the following:(9)Fx;θ,α,β=1−αθ+β+βθxαθ+βe−θx=u⇒1−u=αθ+β+βθxαθ+βe−θx⇒αθ+β1−u=αθ+β+βθxe−θx⇒αθ+β1−uβ=αθ+ββ+θxe−θx⇒−αθ+β1−ue−αθ+β/ββ=−αθ+ββ+θxe−θx+αθ+β/β⇒W−1−αθ+β1−ue−αθ+β/ββ=−αθ+ββ+θx,(10)∴x=Qu;θ,α,β=−αβ−1θ−1θW−1−αθ+β1−ue−αθ+β/ββ,0<u<1,where W−1. denotes the negative branch of the Lambert W function.


### 2.2. Several Estimators of the Parameters of THPL Distribution

We present five well-known methods to estimate the parameters of the three-parameter Lindley distribution, including maximum-likelihood (ML), ordinary least-squares (OLS), weighted least-squares (WLS), maximum product of spacing (MPS), and Cramér-von Mises (CVM).


### 2.3. Maximum Likelihood Estimators

The log-likelihood of the positive vector of observationsx=x1,x2,⋯,xn under the three-parameter Lindley distribution can be written as follows:
(11)ℓθ,α,β=2nlnθ−nlnαθ+β+∑i=1nlnα+βxi−nθx¯,where x¯ is the sample mean.Shanker et al. [10] derived the maximum likelihood estimates (MLE) θ^,α^, and β^ of θ,α, and β, by solving the following nonlinear equations:
(12)∂ℓθ,α,β∂θ=2nθ−nααθ+β−nx¯=0,∂ℓθ,α,β∂α=−nθαθ+β+∑i=1n1α+βxi=0,∂ℓθ,α,β∂β=−nαθ+β+∑i=1nxiα+βxi=0.We can also obtain MLE by maximising (11) via fminunc function in MATLAB.


### 2.4. Ordinary and Weighted Least-Square Estimators

Suppose thatX1≤X2≤⋯≤Xn are the order statistics of a random sample from any probability distribution. The ith-order statistic has the mean and the variance as follows:
(13)EFXi=in+1andvarFXi=in−i+1n+12n+2,∀i∈1,2,⋯,n.OLS and WLS were proposed in 1988 by Swain et al. [11]. We can get OLS estimates for the parameters by minimising the following function with respect to the parameters, as follows:
(14)R=∑i=1nFxi−Fi2,where Fxi represents the theoretical c.d.f. of the observation xi of the distribution under study and Fi represents the empirical c.d.f. which is usually estimated by F^i=i/n+1; then, we obtain the following:
(15)R=∑i=1nFxi−in+12.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f. defined in equation (8), as follows:
(16)Rθ,α,β=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+12.We can determine the OLS estimates by minimising (16) with respect to the parameters via fminunc function or by solving the following equations:
(17)∂Rθ,α,β∂θ=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1θα2xiθαβxi2+2αβxi2+β2xie−θxi=0,∂Sθ,α,β∂α=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1xie−θxi=0,∂Sθ,α,β∂β=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1xie−θxi=0.We can obtain WLS estimates for the parameters by minimising the following function with respect to the parameters:(18)W=∑i=1nwiFxi−Fi2,wi=n+12n+2in+1−i.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f. defined in equation (8), as follows:
(19)Wθ,α,β=n+12n+2∑i=1nαθ+β+βθxi/αθ+βe−θxi−n+1−i/n+12in+1−i.WLS estimates can be obtained by minimising (19) with respect to the parameters via fminunc function or by solving the following equations:
(20)∂Wθ,α,β∂θ=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1θα2xi+θαβxi2+2αβxi2+β2xie−θxiin+1−i=0,∂Wθ,α,β∂α=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1xie−θxiin+1−i=0,∂Wθ,α,β∂β=∑i=1nαθ+β+βθxiαθ^+β^e−θxi−n+1−in+1xie−θxiin+1−i=0.


### 2.5. Maximum Product of Spacing Estimators

MPS was derived by Cheng & Amin in 1979 [12]; the idea of this method is to maximise the following function:
(21)P=1n+1∑i=1n+1logDi,where Di=Fxi−Fxi−1 and Fx0=0;Fxn+1=1.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f. defined in equation (8), as follows:
(22)Pθ,α,β=1n+1∑i=1n+1logQi−logαθ+β,where
(23)Qi=αθe−θxi−1−e−θxi+βe−θxi−1−e−θxi+βθxi−1e−θxi−1−xie−θxi.We can identify the MPS estimates by maximising (22) via fminunc function or by solving the following equations:
(24)∂Pθ,α,β∂θ=1n+1∑i=1n1Qi∂Qi∂θ−ααθ+β=0,∂Pθ,α,β∂α=1n+1∑i=1n1Qi∂Qi∂α−θαθ+β=0,∂Pθ,α,β∂β=1n+1∑i=1n1Qi∂Qi∂β−1αθ+β=0,where
(25)∂Qi∂θ=αe−θxi−1−e−θxi−θxi−1e−θxi−1−xie−θxi+βxi−1e−θxi−1−xie−θxi−θxi−12e−θxi−1−xi2e−θxi,∂Qi∂α=θe−θxi−1−e−θxi,∂Qi∂β=e−θxi−1−e−θxi+θxi−1e−θxi−1−xie−θxi.Note that if there is a tie, we cannot find the natural logarithm ofDi for the corresponding observation. Thus, we replace Diwith the observation’s p.d.f., that is, Di=fxi.


### 2.6. Cramér-von Mises Estimators

CVM was proposed by MacDonald in 1971 [13]. The idea of this method is to minimise the following function:
(26)C=112n+∑i=1nFxi−2i−12n2.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f., which was defined in equation (8), as follows:
(27)Cθ,α,β=112n+∑i=1nαθ+β+βθxiαθ+βe−θxi−2n+1−2i2n2.We can determine the CVM estimates by maximising (27) via fminunc function or by solving the following equations:
(28)∂Cθ,α,β∂θ=∑i=1nαθ+β+βθxiαθ^+βe−θxi−2n+1−2i2nθα2xi+θαβxi2+2αβxi2+β2xie−θxi=0,∂Cθ,α,β∂α=∑i=1nαθ+β+βθxiαθ+βe−θxi−2n+1−2i2nxie−θxi=0,∂Cθ,α,β∂β=∑i=1nαθ+β+βθxiαθ+βe−θxi−2n+1−2i2nxie−θxi=0.


## 2.1. The Three-Parameter Lindley Distribution

The three-parameter Lindley distribution (THPL) was proposed by Shanker et al. [10]; the weight w=αθ/αθ+β was used, as follows:
(6)fx;α,β,θ=αθαθ+βθe−θx+βαθ+βθ2xe−θx,resulting in the following:
(7)fx;θ,α,β=θ2αθ+βα+βxe−θx,x,θ,β>0andαθ+β>0,(8)Fx;θ,α,θ=1−αθ+β+βθxαθ+βe−θx,x,θ,β>0andαθ+β>0.Figures1 and 2 show the p.d.f. and c.d.f. for different parameter values.Figure 1
The p.d.f. of the THPL distribution.Figure 2
The c.d.f. of the THPL distribution.The quantile function of the three-parameter Lindley distribution is given by the following:(9)Fx;θ,α,β=1−αθ+β+βθxαθ+βe−θx=u⇒1−u=αθ+β+βθxαθ+βe−θx⇒αθ+β1−u=αθ+β+βθxe−θx⇒αθ+β1−uβ=αθ+ββ+θxe−θx⇒−αθ+β1−ue−αθ+β/ββ=−αθ+ββ+θxe−θx+αθ+β/β⇒W−1−αθ+β1−ue−αθ+β/ββ=−αθ+ββ+θx,(10)∴x=Qu;θ,α,β=−αβ−1θ−1θW−1−αθ+β1−ue−αθ+β/ββ,0<u<1,where W−1. denotes the negative branch of the Lambert W function.


## 2.2. Several Estimators of the Parameters of THPL Distribution

We present five well-known methods to estimate the parameters of the three-parameter Lindley distribution, including maximum-likelihood (ML), ordinary least-squares (OLS), weighted least-squares (WLS), maximum product of spacing (MPS), and Cramér-von Mises (CVM).


## 2.3. Maximum Likelihood Estimators

The log-likelihood of the positive vector of observationsx=x1,x2,⋯,xn under the three-parameter Lindley distribution can be written as follows:
(11)ℓθ,α,β=2nlnθ−nlnαθ+β+∑i=1nlnα+βxi−nθx¯,where x¯ is the sample mean.Shanker et al. [10] derived the maximum likelihood estimates (MLE) θ^,α^, and β^ of θ,α, and β, by solving the following nonlinear equations:
(12)∂ℓθ,α,β∂θ=2nθ−nααθ+β−nx¯=0,∂ℓθ,α,β∂α=−nθαθ+β+∑i=1n1α+βxi=0,∂ℓθ,α,β∂β=−nαθ+β+∑i=1nxiα+βxi=0.We can also obtain MLE by maximising (11) via fminunc function in MATLAB.


## 2.4. Ordinary and Weighted Least-Square Estimators

Suppose thatX1≤X2≤⋯≤Xn are the order statistics of a random sample from any probability distribution. The ith-order statistic has the mean and the variance as follows:
(13)EFXi=in+1andvarFXi=in−i+1n+12n+2,∀i∈1,2,⋯,n.OLS and WLS were proposed in 1988 by Swain et al. [11]. We can get OLS estimates for the parameters by minimising the following function with respect to the parameters, as follows:
(14)R=∑i=1nFxi−Fi2,where Fxi represents the theoretical c.d.f. of the observation xi of the distribution under study and Fi represents the empirical c.d.f. which is usually estimated by F^i=i/n+1; then, we obtain the following:
(15)R=∑i=1nFxi−in+12.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f. defined in equation (8), as follows:
(16)Rθ,α,β=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+12.We can determine the OLS estimates by minimising (16) with respect to the parameters via fminunc function or by solving the following equations:
(17)∂Rθ,α,β∂θ=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1θα2xiθαβxi2+2αβxi2+β2xie−θxi=0,∂Sθ,α,β∂α=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1xie−θxi=0,∂Sθ,α,β∂β=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1xie−θxi=0.We can obtain WLS estimates for the parameters by minimising the following function with respect to the parameters:(18)W=∑i=1nwiFxi−Fi2,wi=n+12n+2in+1−i.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f. defined in equation (8), as follows:
(19)Wθ,α,β=n+12n+2∑i=1nαθ+β+βθxi/αθ+βe−θxi−n+1−i/n+12in+1−i.WLS estimates can be obtained by minimising (19) with respect to the parameters via fminunc function or by solving the following equations:
(20)∂Wθ,α,β∂θ=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1θα2xi+θαβxi2+2αβxi2+β2xie−θxiin+1−i=0,∂Wθ,α,β∂α=∑i=1nαθ+β+βθxiαθ+βe−θxi−n+1−in+1xie−θxiin+1−i=0,∂Wθ,α,β∂β=∑i=1nαθ+β+βθxiαθ^+β^e−θxi−n+1−in+1xie−θxiin+1−i=0.


## 2.5. Maximum Product of Spacing Estimators

MPS was derived by Cheng & Amin in 1979 [12]; the idea of this method is to maximise the following function:
(21)P=1n+1∑i=1n+1logDi,where Di=Fxi−Fxi−1 and Fx0=0;Fxn+1=1.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f. defined in equation (8), as follows:
(22)Pθ,α,β=1n+1∑i=1n+1logQi−logαθ+β,where
(23)Qi=αθe−θxi−1−e−θxi+βe−θxi−1−e−θxi+βθxi−1e−θxi−1−xie−θxi.We can identify the MPS estimates by maximising (22) via fminunc function or by solving the following equations:
(24)∂Pθ,α,β∂θ=1n+1∑i=1n1Qi∂Qi∂θ−ααθ+β=0,∂Pθ,α,β∂α=1n+1∑i=1n1Qi∂Qi∂α−θαθ+β=0,∂Pθ,α,β∂β=1n+1∑i=1n1Qi∂Qi∂β−1αθ+β=0,where
(25)∂Qi∂θ=αe−θxi−1−e−θxi−θxi−1e−θxi−1−xie−θxi+βxi−1e−θxi−1−xie−θxi−θxi−12e−θxi−1−xi2e−θxi,∂Qi∂α=θe−θxi−1−e−θxi,∂Qi∂β=e−θxi−1−e−θxi+θxi−1e−θxi−1−xie−θxi.Note that if there is a tie, we cannot find the natural logarithm ofDi for the corresponding observation. Thus, we replace Diwith the observation’s p.d.f., that is, Di=fxi.


## 2.6. Cramér-von Mises Estimators

CVM was proposed by MacDonald in 1971 [13]. The idea of this method is to minimise the following function:
(26)C=112n+∑i=1nFxi−2i−12n2.This function can be obtained for the three-parameter Lindley distribution after substituting forFxi in the previous equation by its c.d.f., which was defined in equation (8), as follows:
(27)Cθ,α,β=112n+∑i=1nαθ+β+βθxiαθ+βe−θxi−2n+1−2i2n2.We can determine the CVM estimates by maximising (27) via fminunc function or by solving the following equations:
(28)∂Cθ,α,β∂θ=∑i=1nαθ+β+βθxiαθ^+βe−θxi−2n+1−2i2nθα2xi+θαβxi2+2αβxi2+β2xie−θxi=0,∂Cθ,α,β∂α=∑i=1nαθ+β+βθxiαθ+βe−θxi−2n+1−2i2nxie−θxi=0,∂Cθ,α,β∂β=∑i=1nαθ+β+βθxiαθ+βe−θxi−2n+1−2i2nxie−θxi=0.


## 3. Results and Discussion

### 3.1. Simulation

To compare the five estimation methods, data were generated from the three-parameter Lindley distribution on the basis of the quantile function defined in equation (10). Data were generated for four different cases, as shown in Table 1. For each case, different sizes of samples were used (10, 30, 60, 80, 150, and 250). The experiment was repeated 10,000 times for each of combinations. Then, the parameters were estimated by the five estimation methods; the methods were compared using mean square error (MSE) and mean absolute error (MAE). Table 2 shows the formulas of these criteria. All operations were conducted in MATLAB 2020a (see Code 1).Table 1
Simulation cases.
CasesθαβCase 10.2512Case 20.5022Case 30.7521Case 41.0032Table 2
Formulas of criteria.
CriteriaθαβMSE1/10000∑j=110000θ^j−θ21/10000∑j=110000α^j−α21/10000∑j=110000β^j−β2MAE1/10000∑j=110000θ^j−θ1/10000∑j=110000α^j−α1/10000∑j=110000β^j−βTables3–6 illustrate our simulation study. The different methods were compared based on their ranks. These results show that all estimators have the property of consistency and for all methods because MSEs and the MAEs for them decrease with an increasing sample size.Table 3
Simulated MSE and MAE values forθ=0.25;α=1;β=2.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.0321850.0102640.0093620.0084210.009753MAE0.1118950.0812540.0784820.0788930.072391αMSE43.4801559.9403838.1813027.77936125.341554MAE9.4340552.6152542.4428612.4705822.477233βMSE10.7297452.4945732.0599221.9786916.295264MAE4.6865051.3108141.2257311.2450831.240262∑ranks305224101112173n=30θMSE0.0105250.003103.50.0024410.003103.50.002902MAE0.0588750.0443640.0396310.0442830.042692αMSE36.3672854.7170233.4238713.6183925.226734MAE2.8732451.7384531.4940411.5294221.751414βMSE9.0437251.1816530.8584010.9106221.307264MAE1.4351350.8701930.7479810.7668820.876244∑ranks30519.536114.52204n=60θMSE0.0024550.0011840.0009610.0011630.001142MAE0.0291550.0273740.0247010.0266820.026743αMSE9.2806352.4212231.7220421.6656712.585124MAE1.4109751.2178431.0473320.9933211.223504βMSE2.3084850.6059530.4312620.4180810.646334MAE0.7051250.6093130.5240420.4974610.611944∑ranks30520310291214n=80θMSE0.0024550.0011840.0009610.0011630.001142MAE0.0291550.0273740.0247010.0266820.026743αMSE9.2806352.4212231.7220421.6656712.585124MAE1.4109751.2178431.0473320.9933211.223504βMSE2.3084850.6059530.4312620.4180810.646334MAE0.7051250.6093130.5240420.4974610.611944∑ranks30520310291214n=150θMSE0.0003920.0005340.0004230.0003810.000545MAE0.0157020.0183640.0165430.0155310.018605αMSE0.6443520.9367340.6854930.5717510.975075MAE0.6135520.7696340.6637330.5790510.782935βMSE0.1611520.2344140.1715730.1433310.243915MAE0.3068520.3849540.3319930.2898010.391555∑ranks12224418361305n=250θMSE0.0002110.000304.50.0002430.0002220.000304.5MAE0.0115310.013584.50.0121130.0117820.013584.5αMSE0.3485220.5788640.4096930.3299610.588815MAE0.4601420.5985040.5102630.4567710.604675βMSE0.0871320.1448340.1025030.0826510.147285MAE0.2300820.2993340.2551930.2285310.302395∑ranks10225418381295Table 4
Simulated MSE and MAE values forθ=0.5;α=2;β=2.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.1460150.0394730.0363110.0368420.051324MAE0.2383550.1629820.1564610.1631330.169164αMSE71.2375953.8292514.1253325.03375317.297084MAE4.1761351.5822431.4804821.4163411.920634βMSE67.7886553.7993814.0821925.00455316.187064MAE4.0738651.5860231.4856021.4317611.913694∑ranks305132.5101132.5244n=30θMSE0.0247950.0149120.0140510.0155740.015363MAE0.1021250.0988630.0943110.1013140.097202αMSE3.7639651.8464031.6506921.5584812.153704MAE1.2867651.1179331.0637021.0356111.171914βMSE3.7624551.8467531.6535621.5717612.150144MAE1.2870151.1184131.0647321.0395711.171564∑ranks305173101122214n=60θMSE0.0074910.0097750.0078620.0095940.009313MAE0.0659610.0775950.0700220.0759140.074783αMSE1.2082041.1984431.0254011.0483221.253625MAE0.8438130.9004740.8278020.8264110.907605βMSE1.2012841.1980631.0257711.0547921.251565MAE0.8433830.9005740.8281910.8285720.907295∑ranks16324491152265n=80θMSE0.0048810.0070150.0057920.0068140.006643MAE0.0551210.0660250.0604920.0632330.063814αMSE0.7507910.9529340.8056330.8004220.976705MAE0.7006110.7861240.7255030.7159420.789565βMSE0.7508810.9529640.8062130.8045020.976095MAE0.7007510.7863740.7258930.7173620.789635∑ranks61264163152275n=150θMSE0.0024910.0033250.0027520.0032140.003183MAE0.0399210.0453950.0417220.0442930.044834αMSE0.4372010.5102040.4439920.4725130.516445MAE0.5352010.5822950.5453120.5619930.581814βMSE0.4371610.5106140.4443120.4737830.516565MAE0.5352710.5825650.5455220.5625730.581964∑ranks61285122193254n=250θMSE0.0014110.0019250.0015820.0016430.001894MAE0.0295610.0348650.0314930.0313120.034724αMSE0.2415510.3133440.2629730.2550420.316845MAE0.3862910.4410740.4025030.3992320.441525βMSE0.2419110.3135940.2632730.2556820.316965MAE0.3865110.4412540.4026830.3996020.441635∑ranks61264173132285Table 5
Simulated MSE and MAE values forθ=0.75;α=2;β=1.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.4609550.1090130.1049220.0931610.204544MAE0.4070650.2531530.2500220.2481410.322684αMSE7.3077350.8876230.7541720.3651511.976484MAE1.2843150.6813530.6547320.5025611.027874βMSE24.5988153.3958132.9092021.4333417.559384MAE2.3565951.3590631.3065821.0057012.040894∑ranks30518312261244n=30θMSE0.0669050.0485330.0449620.0431610.058694MAE0.1829140.1776530.1716210.1748020.189975αMSE1.5890550.4684930.4400120.2880310.679874MAE0.6340350.5390530.5252320.4483910.632144βMSE5.9886751.8255631.7140221.1245212.632634MAE1.2656651.0731531.0422720.8918311.254574∑ranks29518311271254n=60θMSE0.0255910.0349440.0308630.0290020.038605MAE0.1303610.1552840.1466730.1447920.159845αMSE0.3304840.3231530.3114120.2267810.403655MAE0.4440120.4636640.4505330.4096710.507945βMSE1.3050041.2735131.2080720.8914311.586225MAE0.8864520.9236440.8920930.8144211.010555∑ranks14222416381305n=80θMSE0.0195610.0263040.0236220.0250230.026325MAE0.1141510.1371550.1284720.1323830.135104αMSE0.2209030.2223440.2182620.1800310.256535MAE0.3788320.3955840.3921030.3651310.414965βMSE0.8714230.8789940.8541720.7086211.011405MAE0.7558120.7885140.7782030.7263010.826495∑ranks122254143101295n=150θMSE0.0135210.0191750.0156220.0171730.018514MAE0.0918210.1138750.1007920.1056530.111014αMSE0.1358020.1546840.1404630.1291710.163945MAE0.2856610.3234140.2989230.2949820.328685βMSE0.5384520.6139140.5508130.5098010.650315MAE0.5703710.6452740.5937230.5873920.655735∑ranks81264163122285n=250θMSE0.0085310.0127150.0101420.0123240.012213MAE0.0724710.0878040.0784020.0848830.086785αMSE0.0864010.1087640.0953330.0919820.112495MAE0.2334610.2623540.2461830.2455320.264985βMSE0.3428110.4314940.3752430.3639620.446155MAE0.4658610.5234340.4898530.4890820.528655∑ranks61254163152285Table 6
Simulated MSE and MAE values forθ=1;α=3;β=2.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.7067950.2033330.1821120.1495410.342314MAE0.4951350.3253830.3090520.3059710.398744αMSE9.6581352.5745232.2769321.7859614.331154MAE2.0256751.3971231.3138621.1854611.750464βMSE23.5991655.9172335.2931824.1319819.980054MAE3.1283052.1184032.0000821.8046012.658094∑ranks30518312261244n=30θMSE0.1114440.1015930.0969920.0826410.121545MAE0.2440910.2587540.2524530.2478520.272115αMSE2.1142442.0494631.9869821.4981912.448485MAE1.1966021.2428941.2272731.1044811.320515βMSE4.8163744.6523034.5296123.4207315.553655MAE1.8045521.8743941.8519531.6702311.990375∑ranks17321415271305n=60θMSE0.0463810.0566840.0529820.0563230.057525MAE0.1760310.2028540.1939620.2048950.198513αMSE1.1829821.2996541.2288831.1202811.406975MAE0.9012210.9817140.9475030.9171721.003215βMSE2.6462322.9462642.7700032.5461213.188105MAE1.3525311.4779541.4227331.3828821.510015∑ranks81244163142285n=80θMSE0.0377410.0497940.0440220.0444230.051405MAE0.1591410.1856740.1737020.1762530.187675αMSE0.9983621.1331941.0647430.9688211.217505MAE0.8287810.9022040.8745130.8553720.926405βMSE2.2545722.5629742.3974832.2053712.752615MAE1.2464511.3565741.3125031.2899821.392795∑ranks81244163122305n=150θMSE0.0239210.0334750.0282220.0332140.032283MAE0.1242110.1495050.1366520.1475840.146883αMSE0.6192810.7549040.6778220.7241230.757625MAE0.6446710.7311950.6863020.7118430.726994βMSE1.3997311.7029041.5283621.6459631.709625MAE0.9692711.0975651.0300221.0726631.091414∑ranks61285122203244n=250θMSE0.0141110.0218050.0170220.0199530.020994MAE0.0926910.1150850.1007020.1086830.113704αMSE0.4084010.5565450.4680820.4933930.553124MAE0.5086910.6006850.5468720.5642930.596884βMSE0.9215111.2507751.0521521.1200931.242494MAE0.7641810.9006250.8199020.8495730.894784∑ranks61305122183244The preference of the methods can be summarised in Table7, which shows that MPS and WLS are best for small sample sizes (10, 30). MPS, MLE, and WLS are best in medium sample sizes (60, 80), and MPS and MLE are best for large sample sizes (150, 250).Table 7
Best methods based on the simulation study.
Casesn=10n=30n=60n=80n=150n=250Case 1WLSWLSMPSMPSMPSMPSCase 2WLSWLSWLSMLEMLEMLECase 3MPSMPSMPSMPSMLEMLECase 4MPSMPSMLEMLEMLEMLE


### 3.2. Application

The survival time to death for 83 COVID-19 patients was recorded by the researchers from the medical sector in Iraq/Al Anbar Province. Table8 contains these data.Table 8
Survival time for 83 patients (in days).
111111112222222223333333444444455555666667777778888899910101010101010111111121212121212131313181920202122222223The parameters of the three-parameter Lindley distribution were estimated by the five methods. Furthermore, the Kolmogorov-SmirnovKS values, KS=maxF^xi−i/n+1 and their associated p values were calculated to ensure that these data follow the three-parameter Lindley distribution. Table 9 shows that the data were distributed as the three-parameter Lindley distribution for all methods.Table 9
Parameter estimates under all methods, K-S statistics, and the associatedp values for the COVID-19 data.
Methodsθ^α^β^KSp valuesMLE0.24931.45784.30200.08900.4982OLS0.21863.16001.76050.05830.9248WLS0.23632.42922.85940.07110.7684MPS0.23502.41322.87620.07270.7445CVM0.22363.00961.98560.05540.9485We note that allp values are greater than 0.05, indicating that the data follow the three-parameter Lindley distribution.We draw p.d.f. and c.d.f. of the three-parameter Lindley distribution based on the following:(29)f^t=θ^2α^θ^+β^α^+β^te−θ^t,(30)F^t=1−α^θ^+β^+β^θ^tα^θ^+β^e−θ^t,where θ^,α^, and β^ are the parameter estimates.According to equations (29) and (30), the p.d.f. and c.d.f. can be drawn in Figures 3 and 4.Figure 3
The p.d.f. of the COVID-19 real data.Figure 4
The c.d.f. of the COVID-19 real data.We note that the behaviour of the estimated functions is relatively close to that of the empirical functions. This finding is a good indication that the estimated models can represent the COVID-19 data.


## 3.1. Simulation

To compare the five estimation methods, data were generated from the three-parameter Lindley distribution on the basis of the quantile function defined in equation (10). Data were generated for four different cases, as shown in Table 1. For each case, different sizes of samples were used (10, 30, 60, 80, 150, and 250). The experiment was repeated 10,000 times for each of combinations. Then, the parameters were estimated by the five estimation methods; the methods were compared using mean square error (MSE) and mean absolute error (MAE). Table 2 shows the formulas of these criteria. All operations were conducted in MATLAB 2020a (see Code 1).Table 1
Simulation cases.
CasesθαβCase 10.2512Case 20.5022Case 30.7521Case 41.0032Table 2
Formulas of criteria.
CriteriaθαβMSE1/10000∑j=110000θ^j−θ21/10000∑j=110000α^j−α21/10000∑j=110000β^j−β2MAE1/10000∑j=110000θ^j−θ1/10000∑j=110000α^j−α1/10000∑j=110000β^j−βTables3–6 illustrate our simulation study. The different methods were compared based on their ranks. These results show that all estimators have the property of consistency and for all methods because MSEs and the MAEs for them decrease with an increasing sample size.Table 3
Simulated MSE and MAE values forθ=0.25;α=1;β=2.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.0321850.0102640.0093620.0084210.009753MAE0.1118950.0812540.0784820.0788930.072391αMSE43.4801559.9403838.1813027.77936125.341554MAE9.4340552.6152542.4428612.4705822.477233βMSE10.7297452.4945732.0599221.9786916.295264MAE4.6865051.3108141.2257311.2450831.240262∑ranks305224101112173n=30θMSE0.0105250.003103.50.0024410.003103.50.002902MAE0.0588750.0443640.0396310.0442830.042692αMSE36.3672854.7170233.4238713.6183925.226734MAE2.8732451.7384531.4940411.5294221.751414βMSE9.0437251.1816530.8584010.9106221.307264MAE1.4351350.8701930.7479810.7668820.876244∑ranks30519.536114.52204n=60θMSE0.0024550.0011840.0009610.0011630.001142MAE0.0291550.0273740.0247010.0266820.026743αMSE9.2806352.4212231.7220421.6656712.585124MAE1.4109751.2178431.0473320.9933211.223504βMSE2.3084850.6059530.4312620.4180810.646334MAE0.7051250.6093130.5240420.4974610.611944∑ranks30520310291214n=80θMSE0.0024550.0011840.0009610.0011630.001142MAE0.0291550.0273740.0247010.0266820.026743αMSE9.2806352.4212231.7220421.6656712.585124MAE1.4109751.2178431.0473320.9933211.223504βMSE2.3084850.6059530.4312620.4180810.646334MAE0.7051250.6093130.5240420.4974610.611944∑ranks30520310291214n=150θMSE0.0003920.0005340.0004230.0003810.000545MAE0.0157020.0183640.0165430.0155310.018605αMSE0.6443520.9367340.6854930.5717510.975075MAE0.6135520.7696340.6637330.5790510.782935βMSE0.1611520.2344140.1715730.1433310.243915MAE0.3068520.3849540.3319930.2898010.391555∑ranks12224418361305n=250θMSE0.0002110.000304.50.0002430.0002220.000304.5MAE0.0115310.013584.50.0121130.0117820.013584.5αMSE0.3485220.5788640.4096930.3299610.588815MAE0.4601420.5985040.5102630.4567710.604675βMSE0.0871320.1448340.1025030.0826510.147285MAE0.2300820.2993340.2551930.2285310.302395∑ranks10225418381295Table 4
Simulated MSE and MAE values forθ=0.5;α=2;β=2.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.1460150.0394730.0363110.0368420.051324MAE0.2383550.1629820.1564610.1631330.169164αMSE71.2375953.8292514.1253325.03375317.297084MAE4.1761351.5822431.4804821.4163411.920634βMSE67.7886553.7993814.0821925.00455316.187064MAE4.0738651.5860231.4856021.4317611.913694∑ranks305132.5101132.5244n=30θMSE0.0247950.0149120.0140510.0155740.015363MAE0.1021250.0988630.0943110.1013140.097202αMSE3.7639651.8464031.6506921.5584812.153704MAE1.2867651.1179331.0637021.0356111.171914βMSE3.7624551.8467531.6535621.5717612.150144MAE1.2870151.1184131.0647321.0395711.171564∑ranks305173101122214n=60θMSE0.0074910.0097750.0078620.0095940.009313MAE0.0659610.0775950.0700220.0759140.074783αMSE1.2082041.1984431.0254011.0483221.253625MAE0.8438130.9004740.8278020.8264110.907605βMSE1.2012841.1980631.0257711.0547921.251565MAE0.8433830.9005740.8281910.8285720.907295∑ranks16324491152265n=80θMSE0.0048810.0070150.0057920.0068140.006643MAE0.0551210.0660250.0604920.0632330.063814αMSE0.7507910.9529340.8056330.8004220.976705MAE0.7006110.7861240.7255030.7159420.789565βMSE0.7508810.9529640.8062130.8045020.976095MAE0.7007510.7863740.7258930.7173620.789635∑ranks61264163152275n=150θMSE0.0024910.0033250.0027520.0032140.003183MAE0.0399210.0453950.0417220.0442930.044834αMSE0.4372010.5102040.4439920.4725130.516445MAE0.5352010.5822950.5453120.5619930.581814βMSE0.4371610.5106140.4443120.4737830.516565MAE0.5352710.5825650.5455220.5625730.581964∑ranks61285122193254n=250θMSE0.0014110.0019250.0015820.0016430.001894MAE0.0295610.0348650.0314930.0313120.034724αMSE0.2415510.3133440.2629730.2550420.316845MAE0.3862910.4410740.4025030.3992320.441525βMSE0.2419110.3135940.2632730.2556820.316965MAE0.3865110.4412540.4026830.3996020.441635∑ranks61264173132285Table 5
Simulated MSE and MAE values forθ=0.75;α=2;β=1.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.4609550.1090130.1049220.0931610.204544MAE0.4070650.2531530.2500220.2481410.322684αMSE7.3077350.8876230.7541720.3651511.976484MAE1.2843150.6813530.6547320.5025611.027874βMSE24.5988153.3958132.9092021.4333417.559384MAE2.3565951.3590631.3065821.0057012.040894∑ranks30518312261244n=30θMSE0.0669050.0485330.0449620.0431610.058694MAE0.1829140.1776530.1716210.1748020.189975αMSE1.5890550.4684930.4400120.2880310.679874MAE0.6340350.5390530.5252320.4483910.632144βMSE5.9886751.8255631.7140221.1245212.632634MAE1.2656651.0731531.0422720.8918311.254574∑ranks29518311271254n=60θMSE0.0255910.0349440.0308630.0290020.038605MAE0.1303610.1552840.1466730.1447920.159845αMSE0.3304840.3231530.3114120.2267810.403655MAE0.4440120.4636640.4505330.4096710.507945βMSE1.3050041.2735131.2080720.8914311.586225MAE0.8864520.9236440.8920930.8144211.010555∑ranks14222416381305n=80θMSE0.0195610.0263040.0236220.0250230.026325MAE0.1141510.1371550.1284720.1323830.135104αMSE0.2209030.2223440.2182620.1800310.256535MAE0.3788320.3955840.3921030.3651310.414965βMSE0.8714230.8789940.8541720.7086211.011405MAE0.7558120.7885140.7782030.7263010.826495∑ranks122254143101295n=150θMSE0.0135210.0191750.0156220.0171730.018514MAE0.0918210.1138750.1007920.1056530.111014αMSE0.1358020.1546840.1404630.1291710.163945MAE0.2856610.3234140.2989230.2949820.328685βMSE0.5384520.6139140.5508130.5098010.650315MAE0.5703710.6452740.5937230.5873920.655735∑ranks81264163122285n=250θMSE0.0085310.0127150.0101420.0123240.012213MAE0.0724710.0878040.0784020.0848830.086785αMSE0.0864010.1087640.0953330.0919820.112495MAE0.2334610.2623540.2461830.2455320.264985βMSE0.3428110.4314940.3752430.3639620.446155MAE0.4658610.5234340.4898530.4890820.528655∑ranks61254163152285Table 6
Simulated MSE and MAE values forθ=1;α=3;β=2.
MethodsMLEOLSWLSMPSCVMn=10θMSE0.7067950.2033330.1821120.1495410.342314MAE0.4951350.3253830.3090520.3059710.398744αMSE9.6581352.5745232.2769321.7859614.331154MAE2.0256751.3971231.3138621.1854611.750464βMSE23.5991655.9172335.2931824.1319819.980054MAE3.1283052.1184032.0000821.8046012.658094∑ranks30518312261244n=30θMSE0.1114440.1015930.0969920.0826410.121545MAE0.2440910.2587540.2524530.2478520.272115αMSE2.1142442.0494631.9869821.4981912.448485MAE1.1966021.2428941.2272731.1044811.320515βMSE4.8163744.6523034.5296123.4207315.553655MAE1.8045521.8743941.8519531.6702311.990375∑ranks17321415271305n=60θMSE0.0463810.0566840.0529820.0563230.057525MAE0.1760310.2028540.1939620.2048950.198513αMSE1.1829821.2996541.2288831.1202811.406975MAE0.9012210.9817140.9475030.9171721.003215βMSE2.6462322.9462642.7700032.5461213.188105MAE1.3525311.4779541.4227331.3828821.510015∑ranks81244163142285n=80θMSE0.0377410.0497940.0440220.0444230.051405MAE0.1591410.1856740.1737020.1762530.187675αMSE0.9983621.1331941.0647430.9688211.217505MAE0.8287810.9022040.8745130.8553720.926405βMSE2.2545722.5629742.3974832.2053712.752615MAE1.2464511.3565741.3125031.2899821.392795∑ranks81244163122305n=150θMSE0.0239210.0334750.0282220.0332140.032283MAE0.1242110.1495050.1366520.1475840.146883αMSE0.6192810.7549040.6778220.7241230.757625MAE0.6446710.7311950.6863020.7118430.726994βMSE1.3997311.7029041.5283621.6459631.709625MAE0.9692711.0975651.0300221.0726631.091414∑ranks61285122203244n=250θMSE0.0141110.0218050.0170220.0199530.020994MAE0.0926910.1150850.1007020.1086830.113704αMSE0.4084010.5565450.4680820.4933930.553124MAE0.5086910.6006850.5468720.5642930.596884βMSE0.9215111.2507751.0521521.1200931.242494MAE0.7641810.9006250.8199020.8495730.894784∑ranks61305122183244The preference of the methods can be summarised in Table7, which shows that MPS and WLS are best for small sample sizes (10, 30). MPS, MLE, and WLS are best in medium sample sizes (60, 80), and MPS and MLE are best for large sample sizes (150, 250).Table 7
Best methods based on the simulation study.
Casesn=10n=30n=60n=80n=150n=250Case 1WLSWLSMPSMPSMPSMPSCase 2WLSWLSWLSMLEMLEMLECase 3MPSMPSMPSMPSMLEMLECase 4MPSMPSMLEMLEMLEMLE


## 3.2. Application

The survival time to death for 83 COVID-19 patients was recorded by the researchers from the medical sector in Iraq/Al Anbar Province. Table8 contains these data.Table 8
Survival time for 83 patients (in days).
111111112222222223333333444444455555666667777778888899910101010101010111111121212121212131313181920202122222223The parameters of the three-parameter Lindley distribution were estimated by the five methods. Furthermore, the Kolmogorov-SmirnovKS values, KS=maxF^xi−i/n+1 and their associated p values were calculated to ensure that these data follow the three-parameter Lindley distribution. Table 9 shows that the data were distributed as the three-parameter Lindley distribution for all methods.Table 9
Parameter estimates under all methods, K-S statistics, and the associatedp values for the COVID-19 data.
Methodsθ^α^β^KSp valuesMLE0.24931.45784.30200.08900.4982OLS0.21863.16001.76050.05830.9248WLS0.23632.42922.85940.07110.7684MPS0.23502.41322.87620.07270.7445CVM0.22363.00961.98560.05540.9485We note that allp values are greater than 0.05, indicating that the data follow the three-parameter Lindley distribution.We draw p.d.f. and c.d.f. of the three-parameter Lindley distribution based on the following:(29)f^t=θ^2α^θ^+β^α^+β^te−θ^t,(30)F^t=1−α^θ^+β^+β^θ^tα^θ^+β^e−θ^t,where θ^,α^, and β^ are the parameter estimates.According to equations (29) and (30), the p.d.f. and c.d.f. can be drawn in Figures 3 and 4.Figure 3
The p.d.f. of the COVID-19 real data.Figure 4
The c.d.f. of the COVID-19 real data.We note that the behaviour of the estimated functions is relatively close to that of the empirical functions. This finding is a good indication that the estimated models can represent the COVID-19 data.


## 4. Conclusions

The parameters of the three-parameter Lindley distribution (THPLD) were estimated by five different methods. A simulation study was performed, and these methods were compared using MSE and MAE. All estimators were consistent because their MSE and MAE values decrease as the sample size increases. The MPS and WLS methods were good in small samples. MPS, MLE, and WLS were good in medium samples. MLE and MPS were good in large samples.On the practical side, the results indicated that the COVID-19 data follow the three-parameter Lindley distribution. The p.d.f. and c.d.f. were estimated based on the five methods, and then, these functions were drawn. The graphics indicated that the behaviour of the estimated functions is close to the empirical functions.Code 1
clcclear%Number of Trials (10000).m=1;M=zeros(3,5);MSE=zeros(3,5);MAE=zeros(3,5);MRE=zeros(3,5);for j=1:m%Size of sample, theta's, alpha's and beta's Values, you can change them.P=[10 1 3 2]; %[n T A B]n=P(1); %Size of sampleT=P(2); %thetaA=P(3); %alphaB=P(4); %betafor i=1:nxi=real−lambertw−1,−A∗T+B∗1−rand∗exp−A∗T+B/B/B+A∗T+B/B/T;endx=round(x',4);z=sort(x);syms T A B%Initialy0=[P(2) P(3) P(4)];%MLES1=0;S2=0;S3=0;for i=1:nS1=S1+x(i)/n;S2=S2+log(A+B∗(x(i)));S3=S3+x(i)^2/n;endLLT,A,B=−2∗n∗logT−n∗logA∗T+B−n∗T∗S1+S2;F=@(y) double(LL(y(1),y(2),y(3)));[TAB,fval,exitflag1]=fminunc(F,y0);T_ML=TAB(1);A_ML=TAB(2);B_ML=TAB(3);%OLE.S=0;for i=1:nS=S+1−T∗A+B+T∗B∗zi/T∗A+B∗exp−T∗zi−i/n+1^2;endS(T,A,B)=S;F=@(y) double(S(y(1),y(2),y(3)));[TAB,fval,exitflag2]=fminunc(F,y0);T_LS=TAB(1);A_LS=TAB(2);B_LS=TAB(3);%WLS.S=0;for i=1:nwi=n+1^2∗n+2/i∗n−i+1;S=S+wi∗1−T∗A+B+T∗B∗zi/T∗A+B∗exp−T∗zi−i/n+1^2;endS(T,A,B)=S;F=@(y) double(S(y(1),y(2),y(3)));[TAB,fval,exitflag3]=fminunc(F,y0);T_WLS=TAB(1);A_WLS=TAB(2);B_WLS=TAB(3);%MPSsyms uCFu=1−T∗A+B+T∗B∗u/T∗A+B∗exp−T∗u;pdfu=T^2/T∗A+B∗A+B∗u∗exp−T∗u;S=0;y(1)=0;z(n+1)=inf;for i=1:n+1.y(i+1)=z(i);D(i)=CF(y(i+1))-CF(y(i));if D(i)==0S=S+log(pdf(y(i)));elseS=S+log(D(i));endendS(T,A,B)=-S/(n+1);F=@(y) double(S(y(1),y(2),y(3)));[TAB,fval,exitflag4]=fminunc(F,y0);T_MPS=TAB(1);A_MPS=TAB(2);B_MPS=TAB(3);%CVMS=0;for i=1:nS=S+CFzi−2∗i−1/2∗n^2;endS(T,A,B)=S+1/(12∗n);F=@(y) double(S(y(1),y(2),y(3)));[TAB,fval,exitflag5]=fminunc(F,y0);T_CVM=TAB(1);A_CVM=TAB(2);B_CVM=TAB(3);E=[P(2) T_ML T_LS T_WLS T_MPS T_CVM;P(3) A_ML A_LS A_WLS A_MPS A_CVM;P(4) B_ML B_LS B_WLS B_MPS B_CVM];%Real MLE,OLS,WLS,MPS,CVM.E_ML=(E(:,2)-E(:,1));E_LS=(E(:,3)-E(:,1));E_WLS=(E(:,4)-E(:,1));E_MPS=(E(:,5)-E(:,1));E_CVM=(E(:,6)-E(:,1));%if max(abs(sum(E(:,2:6),2)/5-P(:,2:4)'))<sum(P(:,2:4))(exitflag1+exitflag2+exitflag3+exitflag4+exitflag5)if (exitflag1+exitflag2+exitflag3+exitflag4+exitflag5)>=5M=M+E(:,2:6)MSE=MSE+[E_ML E_LS E_WLS E_MPS E_CVM].^2MAE=MAE+abs([E_ML E_LS E_WLS E_MPS E_CVM])endendM=M/m;MSE=MSE/m;MAE=MAE/m;



---

*Source: 2689000-2021-12-08.xml*