1. INTRODUCTION
A new family of distributions, namely the exponentiated exponential distribu-tion was introduced by Gupta et al. (1998). The family has two parameters (scale and shape) similar to the Weibull or gamma family. Properties of the distribution were studied by Gupta and Kundu (2001). They observed that many properties of the new family are similar to those of the Weibull or gamma family. Hence the distribution can be used as an alternative to a Weibull or gamma distribution. The two-parameter Weibull and Gamma distributions are the most popular distribu-tions used for analyzing lifetime data. The gamma distribution has wide applica-tion other than that in survival analysis. However, its major drawback is that its survival function cannot be obtained in a closed form unless the shape parameter is an integer. This makes the Gamma distribution a little less popular than the Weibull distribution, whose survival function and failure rate have very simple and easy-to-study forms. In recent years the Weibull distribution has become ra-ther popular in analyzing lifetime data because in the presence of censoring it is very easy to handle. In this paper we consider the exponentiated Weibull family that was intro-duced by Mudholkar and Srivastava (1993). It has a scale parameter and two shape parameters. The Weibull family and the exponentiated exponential family are found to be particular cases of this family. The distribution has been com-pared with the two-parameter Weibull and gamma distributions with respect to failure rate. The maximum likelihood estimators of the parameters and their as-ymptotics have been discussed. Finally the distribution has been fitted to a real life data and the fit has been found to be good. 2. EXPONENTIATED WEIBULL DISTRIBUTION The exponentiated Weibull (EW) distribution is defined in the following way. It has distribution function given by