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Abstract
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We introduce a four-parameter distribution, called odd Burr power Lindley distribution, which extends the Lindley distribution and has increasing, upside-down and bathtub shapes for the hazard rate function. Our purpose is to provide a generalization that may be useful to still more complex situations. It includes as special sub-models some well-known distributions such as Lindley, power Lindley, odd log-logistic Lindley, among others. Several statistical properties of the distribution are explored. A simulation study is performed to assess the maximum likelihood estimations of introduced distribution parameters in terms of bias and mean square error, estimated average length and coverage probability.
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