Universidade Federal Rural de Pernambuco,

In this paper we introduce a generalization of the Weibull distribution, termed the beta Weibull distribution. As the Weibull distribution has been extensively used over the past decades for modeling data in reliability engineering and biolog-ical studies, and as it represents only a special case of the new distribution, we hope that this generalization shall attract wide application. We provide a compre-hensive treatment of the mathematical properties of the beta Weibull distribution and derive expressions for its moment generating function and the rth generalized moment. We also discuss maximum likelihood estimation and provide formulae for the elements of the Fisher information matrix. We also demonstrate its usefulness on a real data set