A Recursive Exponential-Gamma Mixture: a New Generalized of the Lindley Distribution

Abstract: The Lindley distribution was first introduced by Lindley in 1958 for Bayesian computations. Over the past years, various generalizations of this distribution have been proposed by different authors. The generalized Lindley distributions sometimes have many parameters, and although they show good flexibility, their statistical form becomes complicated. In this article, we propose a new and simple distribution determined by the recursive relation of the Lindley distribution and the Gamma distribution with specific weights. Subsequently, some statistical properties of this distribution are examined, and with real numerical examples, its superiority over the Lindley generalizations is demonstrated.