An extension of the half-normal distribution

Neveka Olmos (), Héctor Varela (), Héctor Gómez () and Heleno Bolfarine ()

Statistical Papers, 2012, vol. 53, issue 4, 875-886

Abstract: 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. Copyright Springer-Verlag 2012

Keywords: Half-normal distribution; Slash distribution; Slashed half-normal distribution; Kurtosis (search for similar items in EconPapers)
Date: 2012
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Citations: View citations in EconPapers (13)

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DOI: 10.1007/s00362-011-0391-4

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