In this paper, we present a new distribution called as Lomax - linear failure rate distribution. The new four-parameter distribution presents a decreasing or increasing bathtub shaped failure rate function depending on its parameters. The statistical properties of this distribution are studied in this paper. The maximum likelihood estimates of parameters are obtained. A simulation study is conducted to assess the finite sample properties. A real data set is analyzed and comparisons are made with other existing well known distributions to indicate the advantage of the proposed distribution.

Lomax - linear failure rate distribution, maximum likelihood estimates, asymptotic confidence bounds.