The Beta-Half-Cauchy Distribution

On the basis of the half-Cauchy distribution, we propose the called beta-half-Cauchydistribution for modeling lifetime data. Various explicit expressions for its moments, generatingand quantile functions, mean deviations, and density function of the order statistics and their momentsare provided. The parameters of the new model are estimated by maximum likelihood, and the observedinformation matrix is derived. An application to lifetime real data shows that it can yield abetter fit than three- and two-parameter Birnbaum-Saunders, gamma, and Weibull models