A Folded Normal Slash Distribution and Its Applications to Non-negative Measurements

10.6339/JDS.2013.11(2).1142

Wen-Hao Gui；Pei-Hua Chen；Hai-Yan Wu

Folded normal distribution ； kurtosis ； maximum likelihood ； skewness ； slash distribution

Journal of Data Science

11卷2期（2013 / 04 / 01）

231 - 247

英文

We introduce a new class of the slash distribution using folded normal distribution. The proposed model defined on non-negative measurements extends the slashed half normal distribution and has higher kurtosis than the ordinary half normal distribution. We study the characterization and properties involving moments and some measures based on moments of this distribution. Finally, we illustrate the proposed model with a simulation study and a real application.