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In 2000 Chen introduced a two-parameter lifetime model and has reported only  a few mathematical properties moments, quantile and generating functions,  among others. In this article, we derive a power series expansion for newly  introduced real upper parameter generalized integro-exponential function  Eps(z) extending certain Milgram's findings. By our novel results we derive  closed-form expressions for the moments, generating function, Renyi entropy  and power series for the quantile function of the Chen distribution.

Extension of generalized integro-exponential function and its application in study of Chen distribution