Generalized half-normal distribution: Model and properties

Authors
Eisa Mahmoudi
Atefe Pourchitsaz
Yazd University
10.29252/mmr.3.1.11
Abstract
In this article new generalization of half-normal distribution as the half generalized normal distribution is introduced.‎ This distribution, contains the half-normal distribution as special case.

‎We provide mathematical properties of this distribution. We also derive the pdf, cdf, -th moment, the asymmetry and kurtosis coefficients and the moment generating function. We discuss some inferential aspects related to the maximum likelihood estimation. Finally we illustrate the flexibility of this type of distribution with applications to real data sets.
Keywords
Half-normal distribution
Hazard ratio function
Maximum likelihood estimator
Moment estimator
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