51. Fractional Lindley distribution generated by time scale theory, with application to discrete-time lifetime data.
- Author
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Bakouch, Hassan S., Gharari, Fatemeh, Karakaya, Kadir, and Akdoğan, Yunus
- Subjects
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DIFFERENTIAL equations , *DIFFERENTIAL calculus , *DIFFERENCE equations , *INTEGRAL calculus , *FINITE differences , *POISSON regression , *LAPLACE transformation , *LAPLACE distribution - Abstract
The fractional Lindley distribution is used to model the distribution of perturbations in count data regressions, which allow for dealing with widely dispersed data. It is obtained from the non-fractional Lindley distribution by replacing the support $\mathbb{T} = {\mathbb{R}^ + }$ T = R + by ${\mathbb{T}} = {\mathbb{N}}\backslash \{ 0\} $ T = N ∖ { 0 } and applying time scale theory, whose ambition is to unify the theories of difference equations and differential equations, integral and differential calculus, and the calculus of finite differences. It thus provides a framework for the study of dynamical systems in discrete-continuous time. Delta moments are discrete-time Laplace transforms of the frequency function of the fractional Lindley distribution. The parameter of the fractional Lindley distribution is estimated by least squares, weighted least squares, maximum likelihood, moments, and proportions. The moment estimator always exists, so that delta moments result from the nabla Laplace transform of the frequency function of the fractional Lindley distribution. The maximum likelihood estimates have the least mean-square errors. The proportion method works satisfactorily only when the mode of the distribution is null and the proportion of zeros is high. A simulation allows for quantifying the mean-square errors associated with the estimators. A count regression based on the fractional Lindley distribution with data on the total number of stays after hospital admission among U.S. residents aged 65 and over shows that the Akaike information criteria is significantly lower than with the uniform Poisson and Poisson regressions. [ABSTRACT FROM AUTHOR]
- Published
- 2024
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