We propose a new generator of continuous distributions called Marshall-Olkin Gumbel family of distributions. Some special members of the new family of distribution are provided. We derived some of the mathematical properties including the hazard, quantile, generating functions, order statistics and Renyi’s entropy. We also provided simulation study on the skewness and kurtosis. The method of maximum likelihood is used to estimate the parameters of the new family of distribution. Two real life data sets are used to compare one of the members of new family of distribution with some existing distributions in statistical literatures to illustrate the flexibility of the member of the new family of distributions. The result of goodness-of-fit statistics used for the comparison show that the member of the new family of distributions is better model of fit.

Marshall-Olkin extended Gumbel, generated distribution, moments, entropy, order statistic, maximum likelihood, bivariate distribution.