In analyzing lifetime data, one often uses the exponential, Gompertz, Weibull
and generalized exponential (GE) distributions. It is well known that
(exponential, Gompertz, Weibull and GE) distributions can have (constant,
increasing, decreasing and increasing or decreasing) hazard function (HF) by
respectively. Such these distributions very well known for modeling lifetime data
in reliability and medical studies. Other distributions have all of these types of
failure rates (FR) on different periods of time such as these distributions have FR
of the bathtub curve shape. Unfortunately, in practice often one needs to consider
non-monotonic function such as bathtub shaped HF. One of interesting point for
statistics is to search for distributions that have some properties that enable them
to use these distributions to describe the lifetime of some devices. The
exponentiated Gompertz (EGpz) distribution that may have bathtub shaped HF
and it generalizes many well-known distributions including the traditional
Gompertz distribution.