The gamma-inverse Weibull (GIW) distribution which includes inverse Weibull, inverse exponential, gamma-inverse exponential, gamma-inverse Rayleigh, inverse Rayleigh, gamma-Frechet and Frechet distributions as special cases is proposed and studied. This new distribution might be useful for failure time data analysis. Some mathematical properties of the new distribution including moments, mean deviations, Bonferroni and Lorenz curves, Shannon and Renyi entropies are presented. Maximum likelihood estimation technique is used to estimate the parameters and applications to real data sets are given to illustrate the usefulness of this new class of distributions.
ISSN: 1792-6939 (Online)