Abstract
A new distribution called the exponentiated generalized Birnbaum–Saunders distribution is proposed and studied. The new distribution is quite flexible to model survival data, reliability problems, fatigue life studies and hydrological data. It can have decreasing, increasing, upside-down bathtub, bathtub-shaped, increasing–decreasing–increasing and decreasing–increasing–decreasing hazard rate functions. We provide a comprehensive account of the mathematical properties of the new distribution and various structural quantities are derived. We discuss maximum likelihood estimation of the model parameters for uncensored and censored data. Two empirical applications of the new model to real data are presented for illustrative purposes.
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