Abstract

In this thesis, a new three-parameter lifetime distribution with bathtub shaped or increasing failure rate function is given by adding a shape parameter in the distribution which is suggested by Chen (2000). It can be used for modeling lifetime data from reliability, survival analysis and various extreme value data. The detailed analysis of this distribution includes density shapes, tail classification and character, hazard function shapes and the extremes and extreme spacings distributions. The confidence intervals for the parameters are discussed by using bootstrap method. Its application in modeling extreme value data is illustrated by the floods data of the Floyd River at James, Iowa.