ON DEVELOPMENT OF FOUR-PARAMETERS EXPONENTIATED GENERALIZED EXPONENTIAL DISTRIBUTION

Abstract

In this paper, a four parameter Exponentiated Generalized Exponentiated exponential distribution is derived from Exponentiated Generalized Family (EGF) of distribution. Some properties of the distribution are studied. The distribution is found to be unimodal and has a decreasing and increasing hazard rate depending on the shape parameters. The expressions for the moment, median, quantile, mean deviation, median deviation, skewness, kurtosis, Renyi entropy are obtained. Some known continuous distributions are special cases of the new derived distributions. Simulation study, maximum likelihood estimator and real life application of the model to data, shows that new distribution fits better than it’s sub-models.