Extended Rayleigh Distribution: Properties and Application to Failure Data

This paper introduces a new three parameter Rayleigh distribution which generalizes the Rayleigh distribution. The new model is referred to as Extended Rayleigh (ER) distribution. Various mathematical properties of the new model including ordinary and incomplete moment, quantile function, generating function are derived. We propose the method of maximum likelihood for estimating the model parameters. A real life data set is used to compare the flexibility of the new model with other models.