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Abstract

We define a four-parameter extended Rayleigh distribution which is a quite flexible model to analyze positive data, and includes as special models the odd log-logistic generalized Rayleigh, exponentiated generalized Rayleigh and generalized Rayleigh distributions. We obtain a linear representation and some of its mathematical properties. We construct a regression from the new distribution with two systematic components for censored data. The estimation is done by maximum likelihood. The utility of the new models is proved in two real applications.