Abstract

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

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