The Transmuted Generalized Modified Weibull Distribution

The last decade is full on new classes of distributions that become precious for applied statisticians. Generalizing existing distributions by adding parameters enable us to obtain more flexible models. We define a new lifetime model called the transmuted generalized modified Weibull distribution  which has a bathtub shaped hazard rate function. Some structural properties of the new model are investigated. The parameters of this distribution are estimated using maximum likelihood. The proposed model turns out to be quite flexible for analyzing positive data. In fact, it can provide better fits than related distributions as measured by the Anderson--Darling, Cram'er--von Mises and Kolmogrov-Simnorov statistics with p-value as proved by means of two real data sets. It may serve as a visible alternative to other distributions for modeling positive data arising in several fields such as the physical and biological sciences, hydrology, medicine, meteorology and engineering, among others.