The Exponentiated Generalized Class of Distributions

We propose a new method of adding two parameters to a contin- uous distribution that extends the idea rst introduced by Lehmann (1953) and studied by Nadarajah and Kotz (2006). This method leads to a new class of exponentiated generalized distributions that can be interpreted as a double construction of Lehmann alternatives. Some special models are dis- cussed. We derive some mathematical properties of this class including the ordinary moments, generating function, mean deviations and order statis- tics. Maximum likelihood estimation is investigated and four applications to real data are presented.