The beta generalized half-normal distribution

Rodrigo R. Pescim, Clarice G.B. Demétrio, Gauss M. Cordeiro, Edwin M.M. Ortega and Mariana R. Urbano

Computational Statistics & Data Analysis, 2010, vol. 54, issue 4, 945-957

Abstract: For the first time, we propose the so-called beta generalized half-normal distribution, which contains some important distributions as special cases, such as the half-normal and generalized half-normal (Cooray and Ananda, 2008) distributions. We derive expansions for the cumulative distribution and density functions which do not depend on complicated functions. We obtain formal expressions for the moments of the new distribution. We examine the maximum likelihood estimation of the parameters and provide the expected information matrix. The usefulness of the new distribution is illustrated through a real data set by showing that it is quite flexible in analyzing positive data instead of the generalized half-normal, half-normal, Weibull and beta Weibull distributions.

Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(09)00377-6
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:54:y:2010:i:4:p:945-957

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().