Some estimators of the PDF and CDF of the Lindley Distribution

Abstract: This article addresses the different methods of estimation of the probability density function (PDF) and the cumulative distribution function (CDF) for the Lindley distribution. Following estimation methods are considered: uniformly minimum variance unbiased estimator (UMVUE), maximum likelihood estimator (MLE), percentile estimator (PCE), least square estimator (LSE), weighted least square estimator (WLSE), Cram\'{e}r-von-Mises estimator (CVME), Anderson-Darling estimator (ADE). Monte Carlo simulations are performed to compare the performances of the proposed methods of estimation.