An extension of the generalized linear failure rate distribution

ABSTRACT

In this article, we introduce a new extension of the generalized linear failure rate (GLFR) distributions. It includes some well-known lifetime distributions such as extension of generalized exponential and GLFR distributions as special sub-models. In addition, it can have a constant, decreasing, increasing, upside-down bathtub (unimodal), and bathtub-shaped hazard rate function (hrf) depending on its parameters. We provide some of its statistical properties such as moments, quantiles, skewness, kurtosis, hrf, and reversible hrf. The maximum likelihood estimation of the parameters is also discussed. At the end, a real dataset is given to illustrate the usefulness of this new distribution in analyzing lifetime data.

KEYWORDS:

• Generalized exponential distribution
• Hazard function
• Maximum likelihood estimation

MATHEMATICS SUBJECT CLASSIFICATION:

• 62F10
• 94A17

Acknowledgments

The authors would like to thank the anonymous referees for many helpful comments and suggestions.