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Abstract
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In this article, we introduce a new three-parameter odd log-logistic power Lindley dis-
tribution and discuss some of its properties. These include the shapes of the density and
hazard rate functions, mixture representation, the moments, the quantile function, and
order statistics. Maximum likelihood estimation of the parameters and their estimated
asymptotic standard errors are derived. Three algorithms are proposed for generating
random data from the proposed distribution. A simulation study is carried out to ex-
amine the bias and mean square error of the maximum likelihood estimators of the
parameters. An application of the model to two real data sets is presented finally and
compared with the fit attained by some other well-known two and three-parameter dis-
tributions for illustrative purposes. It is observed that the proposed model has some
advantages in analyzing lifetime data as compared to other popular models in the sense
that it exhibits varying shapes and shows more flexibility than many currently available
distributions.
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