  In this paper, we proposed a new lifetime distribution namely generalized
weighted Lindley (GLW) distribution. The GLW distribution is a useful
generalization of the weighted Lindley distribution, which accommodates
increasing, decreasing, decreasing-increasing-decreasing, bathtub, or unimodal
hazard functions, making the GWL distribution a flexible model for reliability
data. A significant account of mathematical properties of the new distribution
are presented. Different estimation procedures are also given such as, maximum
likelihood estimators, method of moments, ordinary and weighted least-squares,
percentile, maximum product of spacings and minimum distance estimators. The
different estimators are compared by an extensive numerical simulations.
Finally, we analyze two data sets for illustrative purposes, proving that the
GWL outperform several usual three parameters lifetime distributions.
