  In this paper considering the transformation $X=\frac{Y}{1+Y}$, where $Y
\sim\text{Lindley}(\theta)$, we propose the unit-Lindley distribution and
investigate some of its mathematical properties. A important fact associated
with this new distribution is that is possible to obtain the analytical
expression for bias correction of the maximum likelihood estimator. Moreover,
it belongs to the exponential family. This distribution allows us to
incorporate covariates directly in the mean and consequently to quantify the
influence on the average of the response variable. Finally, a practical
application is present and it is shown that our model fits much better than the
Beta regression.

Methodology