The Exponentiated Generalized Lindley Distribution

A new distribution called the exponentiated generalized Lindley is proposed and studied. This distribution includes as special cases the Lindley and exponentiated Lindley distributions. We study the main properties of this distribution, with special emphasis on its moments and some characteristics related to reliability studies. The estimation of the model parameters using the methods of moments and maximum likelihood is also discussed. The flexibility of this distribution is illustrated via an application to a real data set.