Abstract
A two-parameter weighted Lindley distribution is proposed for modeling survival data. The proposed distribution has the property that the hazard rate (mean residual life) function exhibits bathtub (upside-down bathtub) or increasing (decreasing) shapes. Simulation studies are conducted to investigate the performance of the maximum likelihood estimators and the asymptotic confidence intervals of the parameters. Applications of the proposed model to real survival data are presented. (C) 2010 IMACS. Published by Elsevier B.V. All rights reserved.