Modified beta generalized linear failure rate distribution: theory and applications

Abstract

In this paper we introduce a new comprehensive six-parameter distribution called the modified beta generalized linear failure rate distribution. One of the interest of this distribution is to generalize some well-known flexible distributions discussed in the literature, such as (i) the beta linear failure rate distribution, (ii) the generalized linear failure rate distribution, (iii) the beta exponential distribution, (iv) the beta Rayleigh distribution and (v) the generalized exponential distribution, among others. We derive some of its statistical properties, including the moments, the moment generating function, the quantile function, the order statistics and the mean deviations. We propose the method of maximum likelihood for estimating the model parameters. A simulation study is performed in order to investigate the performance of the maximum likelihood estimators. A real data set is used to illustrate the importance and the flexibility of the new distribution.