In this paper, a new distribution is proposed called beta exponentiated
inverse Rayleigh (BEIR). Some of its statistical properties such as
quantile function, order statistics, moments, inverse moments, moment
generating function and Renyi entropy are derived and discussed.
Maximum likelihood and Bayesian methods are used to estimate the
model parameters. Monte-Carlo simulation study is carried out to
examine the bias and mean square error of maximum likelihood and
Bayesian estimators. Finally, real data sets are used to illustrate the
importance of the new distribution.