The gamma extended Weibull distribution

Abstract

The two-parameter Weibull has been the most popular distribution for modeling lifetime data. We propose a four-parameter gamma extended Weibull model, which generalizes the Weibull and extended Weibull distributions, among several other models. We obtain explicit expressions for the ordinary and incomplete moments, generating and quantile functions and mean deviations. We employ the method of maximum likelihood for estimating the model parameters. We propose a log-gamma extended Weibull regression model with censored data. The applicability of the new models is well justified by means of two real data sets.