In this paper, we study a new four-parameter distribution called the odd gamma Weibull-geometric distribution. Having the qualities suggested by its name, the new distribution is a special member of the odd-gamma-G family of distributions, defined with the Weibull-geometric distribution as baseline, benefiting of their respective merits. Firstly, we present a comprehensive account of its mathematical properties, including shapes, asymptotes, quantile function, quantile density function, skewness, kurtosis, moments, moment generating function and stochastic ordering. Then, we focus our attention on the statistical inference of the corresponding model. The maximum likelihood estimation method is used to estimate the model parameters. The performance of this method is assessed by a Monte Carlo simulation study. An empirical illustration of the new distribution is presented by the analyses two real-life data sets. The results of the proposed model reveal to be better as compared to those of the useful beta-Weibull, gamma-Weibull and Weibull-geometric models.Mathematics 2019, 7, 399 2 of 18 where γ(α, z) = z 0 t α−1 e −t dt, α > 0, z ≥ 0 is the lower incomplete gamma function and Γ(α) = +∞ 0 t α−1 e −t dt is the gamma function. The corresponding pdf is given byThis modification can significantly enriches the former model related to G(x). This is supported by [5] with the uniform distribution as baseline and by [6] with the exponentiated version of the uniform distribution and the exponentiated version of the Weibull distribution as baselines. See also more general distributions in [7]. In terms of modelling, it is shown that they enjoy better goodness of fit properties to other useful competitors.On the other side, Ref.[8] introduced and studied another generalization of the Weibull distribution called the Weibull-geometric distribution. As indicated by the name, it is obtained by compounding the Weibull and geometric distributions. The corresponding cdf is given bywhere β > 0, c > 0 and p ∈ [0, 1). The corresponding pdf is given byOne can remark that the Weibull distribution arises as a special case when p = 0. It is shown in [8] that the Weibull-geometric pdf and hrf take more general forms that the standard Weibull distribution. Among others, thanks to the presence of the parameter p, the related model is of interest for modeling unimodal failure rates (contrary to the standard Weibull model).In this paper, we focus our attention on a new distribution with cdf defined by the compounding of the odd-gamma-G cdf given by (1) and the Weibull-geometric cdf given by (2). The obtained distribution is then called the odd gamma Weibull-geometric distribution (OGWG for short). We thus aim to benefit of the respective merits of the two compounded distributions to create a new one having a great flexibility in modelling. Among others, we show that the OGWG pdf can have reversed-J, right skewed shapes, left-skewed and approximately symmetric, and the OGWG hrf can have increasing failure rate, decreasing failure rate and bathtub...