ABSTRACT
We consider the generalized extended exponential-Weibull distribution, which can be very useful for modelling non-monotonic failure rate function, and provide a detailed study of its structural properties. This model includes at least thirteen sub-models and some of them are very known such as the Weibull, generalized Weibull, exponential-Weibull, and exponentiated generalized linear exponential distributions. We also consider different estimation procedures for estimating the model parameters, namely: maximum likelihood, least-square, weighted least-square, maximum product of spacings, Cramér-von-Mises, and Anderson-Darling methods. We also conduct Monte Carlo simulation experiments to assess the finite sample properties of the proposed estimation methods. The usefulness of the distribution is illustrated by means of two real data sets to prove its versatility in practical applications.
Acknowledgements
We are very grateful to the anonymous referees for useful comments and suggestions on an early version of this paper.
Disclosure statement
No potential conflict of interest was reported by the authors.
ORCID
Gauss M. Cordeiro http://orcid.org/0000-0002-3052-6551