Abstract
In this paper we introduce a four-parameter generalized Weibull distribution. This new distribution has a more general form of failure rate function. It is more general for modeling than six ageing classes of life dis- tributions with appropriate choices of parameter values, so it can display decreasing, increasing, bathtub shaped, unimodal, increasing-decreasing in- creasing and decreasing-increasing-decreasing failure rates. The new distri- bution has also a bimodal density function. The moments are obtained and the method of maximum likelihood is used to estimate the model parame- ters. Also, the observed information matrix is obtained. Two applications are presented to illustrate the advantage of the proposed distribution.
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