The exponentiated exponential distribution, a most attractive generalization[br]of the exponential distribution, introduced by Gupta and Kundu (Aust. N. Z. J.[br]Stat. 41:173–188, 1999) has received widespread attention. [br]A random variable X is said to have the exponentiated exponential distribution if its probability density function (pdf) and cumulative distribution function (cdf) are given by[br] f(x,α,λ)= αλ exp(-λx)[1-exp(-λx)]^(α-1)[br]and[br] F(x,α,λ)= [1-exp(-λx)]^(α).