In this study, a new distributional model, called as the Odd Burr-Rayleigh (OBu-R) distribution, which extends the Rayleigh distribution, is introduced. Several statistical properties of the new OBu-R distribution such as the density, hazard rate, survival, quantile functions, moments, order statistics and also parameter estimation methodology are presented and discussed. It is shown that the OBu-R distribution with different shapes of hazard rate is very flexible and has explicit moments. Also, Monte Carlo simulation study to evaluate the consistency of the maximum likelihood estimates for the OBu-R distribution is conducted. Furthermore, flexibility and fitting of the OBu-R distribution are shown on two real-life examples, discussed in the literature. It is observed that the new OBu-R can provide better fits than the four other alternative distributions such as the Rayleigh, exponentiated Rayleigh, gamma and exponentiated Weibull distributions.

odd Burr-Rayleigh distribution, characterizations, maximum likelihood estimation, simulation study.