Estimating parameters of new proposed probability distribution and comparing efficiency of estimators

This paper deals with generating a new probability distribution using entropy like transformation which is considered as useful model to represent the data of time to failure where there is a depression in the times when failure happens, in machines and equipment of production line. Then new generalized function , is a family of Raylieh distribution with two parameters, shifting parameters and scale parameters. The paper includes many methods of estimation like maximum likelihood and Bayesian according to proposed prior which is theminimax estimator and semi minimax, the comparison is done through simulation experiment, also the efficiency of estimator's were compared .