Construction and Properties of a Generalized Exponential Distribution with Four Parameters
A class of generalized exponential distribution with four parameters is con-structed,which contains two shape parameters and the hazard function has more flexibility.Various structural properties of the new model are studied,including analytic expressions for cumulative distribution function,probability density function,hazard function,survival function and reversed failure rate function.Its parameters are estimated using the method of maximum likelihood.A numerical example is provided to fit a real data sets with nine distributions,and empirical results show that the new model have the best fit effect.