  In this paper, a new two-parameter model called generalized Ramos-Louzada
(GRL) distribution is proposed. The new model provides more flexibility in
modeling data with increasing, decreasing, j shaped and reversed-J shaped
hazard rate function. Several statistical and reliability properties of the GRL
model are also presented in this paper. The unknown parameters of the GRL
distribution are discussed using eight frequentist estimation approaches. These
approaches are important to develop a guideline to choose the best method of
estimation for the GRL parameters, that would be of great interest to
practitioners and applied statisticians. A detailed numerical simulation study
is carried out to examine the bias and the mean square error of the proposed
estimators. We illustrate the performance of the GRL distribution using two
real data sets from the fields of medicine and geology and both data sets show
that the new model is more appropriate as compared to the gamma, Marshall-Olkin
exponential, exponentiated exponential, beta exponential, generalized Lindley,
Poisson-Lomax, Lindley geometric and Lindley distributions, among others.
