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Journal of Statistical Theory and Practice

, Volume 8, Issue 2, pp 283–296 | Cite as

A Generalization of the Slash Half Normal Distribution: Properties and Inferences

  • Wenhao Gui
Article

Abstract

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.

Keywords

Half normal distribution Slash distribution Kurtosis Skewness 

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Copyright information

© Grace Scientific Publishing 2014

Authors and Affiliations

  1. 1.Department of Mathematics and StatisticsUniversity of MinnesotaDuluthUSA

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