A GENERALIZED EXPONENTIAL-TYPE DISTRIBUTION Serge B. Provost 1 and I. Mabrouk 2 1 Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Canada. Email: provost@stats.uwo.ca 2 Department of Statistical and Actuarial Sciences, The University of Western Ontario, London, Canada. Email: iabdelha@uwo.ca ABSTRACT This article proposes a five-parameter exponential-type distribution whose exact mo- ments and normalizing constant are obtained as inverse Mellin transforms and expressed as generalized hypergeometric functions. Several commonly used statistical distributions such as the gamma, Weibull and half-normal turn out to be particular cases of this generalized distribution. It is shown in a numerical example that the proposed distribution produces a better fit than the Weibull or inverse Gaussian distributions when used for modeling a data set consisting of maximum flood levels over a certain time period. KEYWORDS Exponential-type distributions, moments, generalized hypergeometric functions, inverse Mellin transform, goodness-of-fit. 2000 Mathematics Subject Classification: Primary 62E15, Secondary 44A20 © 2010 Pakistan Journal of Statistics 97 2010, Vol. 26(1), 97-110 Pak. J. Statist.