The Exponentiated Generalized Class of Distributions

We propose a new method of adding two parameters to a contin uous distribution that extends the idea first 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.