An extension of the half-normal distribution
| Contribuinte(s) |
UNIVERSIDADE DE SÃO PAULO |
|---|---|
| Data(s) |
29/10/2013
29/10/2013
2012
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| Resumo |
In this paper we introduce a new distribution, namely, the slashed half-normal distribution and it can be seen as an extension of the half-normal distribution. It is shown that the resulting distribution has more kurtosis than the ordinary half-normal distribution. Moments and some properties are derived for the new distribution. Moment estimators and maximum likelihood estimators can computed using numerical procedures. Results of two real data application are reported where model fitting is implemented by using maximum likelihood estimation. The applications illustrate the better performance of the new distribution. CNPq (Brazil) CNPq (Brazil) FONDECYT (Chile) [1090411] FONDECYT (Chile) |
| Identificador |
STATISTICAL PAPERS, NEW YORK, v. 53, n. 4, supl. 1, Part 3, pp. 875-886, NOV, 2012 0932-5026 http://www.producao.usp.br/handle/BDPI/36275 10.1007/s00362-011-0391-4 |
| Idioma(s) |
eng |
| Publicador |
SPRINGER NEW YORK |
| Relação |
STATISTICAL PAPERS |
| Direitos |
closedAccess Copyright SPRINGER |
| Palavras-Chave | #HALF-NORMAL DISTRIBUTION #SLASH DISTRIBUTION #SLASHED HALF-NORMAL DISTRIBUTION #KURTOSIS #SKEW-SLASH DISTRIBUTION #INFERENCE #STATISTICS & PROBABILITY |
| Tipo |
article original article publishedVersion |
