Benrabia Distribution: Properties and Applications

In this paper, we propose a new two parameter continuousdistribution. It is called a Benrabia distribution. Some statisticalproperties are derived such as: the moment generating function, the moments and related measures, the reliability analysis and related functions. Also, the distribution of order statistics and the quantile function are presented and the Rényi entropy is derived.The method of maximum likelihood estimation is used to estimate thedistribution parameters. A simulation is performed to investigate the performance of MLE, real data applications show that the proposed distribution can provide a better fit than several well-known distributions.