An Epsilon Half Normal Slash Distribution and Its Applications to Nonnegative Measurements

• 作者: Haiyan Wu Pei-Hua Chen Wenhao Gui
• 来源期刊: 最优化(英文)
• 学科: 数学
• 关键词: EPSILON HALF NORMAL DISTRIBUTION SLASH DISTRIBUTION Kurtosis SKEWNESS Maximum Likelihood Estimation
• 年，卷（期）: 2013,（1）
• 页码范围: 1-8
• 页数: 8页
• 分类号: O1

摘要

We introduce a new class of the slash distribution using the epsilon half normal distribution. The newly defined model extends the slashed half normal distribution and has more kurtosis than the ordinary half normal distribution. We study the characterization and properties including moments and some measures based on moments of this distribution. A simulation is conducted to investigate asymptotically the bias properties of the estimators for the parameters. We illustrate its use on a real data set by using maximum likelihood estimation.