The beta generalized half-normal distribution.

*(English)*Zbl 05689645Summary: For the first time, we propose the so-called beta generalized half-normal distribution, which contains some important distributions as special cases, such as the half-normal and generalized half-normal (Cooray and Ananda, 2008) distributions. We derive expansions for the cumulative distribution and density functions which do not depend on complicated functions. We obtain formal expressions for the moments of the new distribution. We examine the maximum likelihood estimation of the parameters and provide the expected information matrix. The usefulness of the new distribution is illustrated through a real data set by showing that it is quite flexible in analyzing positive data instead of the generalized half-normal, half-normal, Weibull and beta Weibull distributions.

##### MSC:

62 | Statistics |

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\textit{R. R. Pescim} et al., Comput. Stat. Data Anal. 54, No. 4, 945--957 (2010; Zbl 05689645)

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