On Testing the Adequacy of the Lindley Model and Power Study

The Lindley distribution may serve as a useful reliability model. Applications of this distribution are presented in statistical literature. In this article, goodness of fit tests for the Lindley distribution based on the empirical distribution function (EDF) are considered. In order to compute the test statistics, we use the maximum likelihood estimate (MLE) suggested by Ghitany et al. (2008), which is simple explicit estimator. Critical points of the proposed test statistics are obtained by Monte Carlo simulation. Power comparisons of the considered tests are carried out via simulations. Finally, two illustrative examples are presented and analyzed.