The Modi Exponentiated Exponential Distribution

Abstract

In this study, a new four-parameter distribution called the Modi Exponentiated Exponential distribution was proposed and studied. The new distribution has three shape and one scale parameters. Its mathematical and statistical properties were investigated. The parameters of the new model were estimated using the method of Maximum Likelihood Estimation. Monte Carlo simulation was used to evaluate the performance of the MLEs through average bias and RMSE. The flexibility and goodness-of-fit of the proposed distribution were demonstrated by applying it to two real data sets and comparing it with some existing distributions.