In this paper, we introduce a new extension of the power Lindley distribution, called
the exponentiated generalized power Lindley distribution. Several mathematical properties of
the new model such as the shapes of the density and hazard rate functions, the quantile function,
moments, mean deviations, Bonferroni and Lorenz curves and order statistics are derived.
Moreover, we discuss the parameter estimation of the new distribution using the maximum
likelihood and diagonally weighted least squares methods. A simulation study is performed to
evaluate the estimators. We use two real data sets to illustrate the applicability of the new
model. Empirical findings show that the proposed model provides better fits than some other
well-known extensions of Lindley distributions