  We introduce the beta generalized exponential distribution that includes the
beta exponential and generalized exponential distributions as special cases. We
provide a comprehensive mathematical treatment of this distribution. We derive
the moment generating function and the $r$th moment thus generalizing some
results in the literature. Expressions for the density, moment generating
function and $r$th moment of the order statistics also are obtained. We discuss
estimation of the parameters by maximum likelihood and provide the information
matrix. We observe in one application to real data set that this model is quite
flexible and can be used quite effectively in analyzing positive data in place
of the beta exponential and generalized exponential distributions.
