Abstract
A new continuous distribution is proposed using Epanechnikov kernel function and the exponential distribution. This distribution is called the Epanechnikov-exponential distribution. Some properties of this distribution are studied. A simulation study is conducted to calculate the mean and the standard deviation of this distribution and to investigate the behavior of MLE to conserve the consistency property. An application to a real data set is conducted, it showed that he new distribution is more flexible than the exponential distribution.