Abstract

In this study, a three-parameter lifetime distribution namely generalized weighted Lindley (GLW) distribution is proposed. The GLW distribution is an useful generalization of the weighted Lindley distribution which accommodates increasing, decreasing, decreasing-increasing-decreasing, bathtub, and unimodal hazard rate making it a flexible model for reliable data. A significant account of mathematical properties for this distribution is presented. Different estimation procedures are discussed such as maximum likelihood estimators, method of moments, ordinary and weighted least-squares, percentile, maximum product of spacings, and minimum distance estimators. The estimators are compared by extensive numerical simulations. Finally, two data-sets are analyzed for illustrative purposes proving that the GWL outperforms several other three-parameter lifetime distributions.