Smooth Tests of Fit for the Lindley Distribution

Abstract We consider the little-known one parameter Lindley distribution. This distribution may be of interest as it appears to be more flexible than the exponential distribution, the Lindley fitting more data than the exponential. We give smooth tests of fit for this distribution. The smooth test for the Lindley has power comparable with the Anderson-Darling test. Advantages of the smooth test are discussed. Examples that illustrate the flexibility of this distributions is given. View Full-Tex