Explicit expressions for moments of the beta Weibull distribution

The beta Weibull distribution was introduced by Famoye et al. (2005) and studied by these authors. However, they do not give explicit expressions for the moments. We now derive explicit closed form expressions for the cumulative distribution function and for the moments of this distribution. We also give an asymptotic expansion for the moment generating function. Further, we discuss maximum likelihood estimation and provide formulae for the elements of the Fisher information matrix. We also demonstrate the usefulness of this distribution on a real data set.