The Pezeta regression model: an alternative to unit Lindley regression model

A new probability distribution is proposed in this paper. This has support on the interval and was obtained after transforming random variable with exponential distribution. The mode, quantile function, median, ordinary moments density function belongs to family of distributions are demonstrated. maximum likelihood method used obtain parameter estimate. regression model for median also proposed. Closed-form expressions score vector Fisher’s information matrix simulation study an application real data showed good performance model.