This paper dealt with some **data** from the Egyptian Stock Exchange, and these **data** represent the monthly **data** from the Egyptian Stock Exchange, during the period starting from February 2015 to February 2019, and it represents the relationship between the impact of the transactions of the finance, tourism, food and health sectors on the Egyptian Stock Exchange indices, where we find that this The **data** contains one dependent variable, which is the Egyptian stock market indices, and four independent variables, which are food, health, tourism, and finance sectors. In Table 4, in this table, the arithmetic mean of the **data** was calculated, as well as the variance, standard deviation, kurtosis and skewness for these data. We note on these **data** that the skew value is close to zero and thus the **data** are similar around the origin and contain the kurtosis coefficient negative. And because we will present to the following table, which contains an estimate of the parameters for each of the following distributions, and they are, in order, the Kamraswamy Lindley distribution, the generalized Lindley distribution, and finally the Lindley distribution. Also, the table contains some properties of the parameters, which are (BIC) Bayesian information criterion ,(AIC) Akaike information criterion ,(HQ)Hannan -Quiun information criterion which are, and the principle on which we depend in judging the preference of any distribution is the distribution that has a value less than the previous criteria will be the best.