A Generalization of the Slash Half Normal Distribution: Properties and Inferences
In this article, we introduce a generalization of the slash half normal distribution. We define the generalization by means of a stochastic representation as the mixture of a generalized half normal random variable with respect to a power of a uniform random variable. The proposed generalization is more flexible in terms of its kurtosis than the slash half normal distribution. Properties involving moments are studied. We apply the distribution to some data applications where model fitting is implemented by a maximum likelihood procedure.
KeywordsHalf normal distribution Slash distribution Kurtosis Skewness
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