Exponentiated exponential distribution
The exponentiated exponential distribution, a most attractive generalization
of the exponential distribution, introduced by Gupta and Kundu (Aust. N. Z. J.
Stat. 41:173–188, 1999) has received widespread attention.
A random variable X is said to have the exponentiated exponential distribution if its probability density function (pdf) and cumulative distribution function (cdf) are given by
f(x,α,λ)= αλ exp(-λx)[1-exp(-λx)]^(α-1)
and
F(x,α,λ)= [1-exp(-λx)]^(α).