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This paper introduces a new four parameter Rayleigh distribution as a generalization of the transmuted generalized Rayleigh distribution introduced by Merovci (2014). The new distribution is referred to as exponentiated transmuted generalized Rayleigh distribution (ETGRD). Various structural properties of the new distribution including moments, quantiles, moment generating function and RØnyi entropy of the subject distribution are derived. We proposed the method of maximum likelihood for estimating the model parameters and obtain the observed information matrix. A two real data sets are used to compare the exibility of the new model versus its sub models.


Exponentiated Reliability Function Moment Generating Function RØnyi Entropy Moments of residual life Order Statistics Maximum Likelihood Estimation

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How to Cite
A…fify, A. Z., Nofal, Z. M., & Ebraheim, A. E. H. N. (2015). Exponentiated Transmuted Generalized Raleigh Distribution: A New Four Parameter Rayleigh Distribution. Pakistan Journal of Statistics and Operation Research, 11(1), 115-134.