Abstract
In this paper we introduce an extension of the half-normal distribution in order to model a great variety of non-negative data. Its hazard rate function can be decreasing or increasing, depending on its parameters. Some properties of this new distribution are presented. For example, we give a general expression for the moments and a stochastic representation. Also, the cumulative distribution function, the hazard rate function, the survival function and the quantile function can be easily evaluated. Maximum likelihood estimators can be computed by using numerical procedures. Finally, a real-life dataset has been presented to illustrate its applicability.
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The first author was supported by Becas-Chile of the Chilean government and the second author was supported by Grant FONDECYT 1130375.
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Gómez, Y.M., Vidal, I. A generalization of the half-normal distribution. Appl. Math. J. Chin. Univ. 31, 409–424 (2016). https://doi.org/10.1007/s11766-016-3366-3
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DOI: https://doi.org/10.1007/s11766-016-3366-3