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A generalization of the half-normal distribution. (English) Zbl 1374.62013

Summary: In this paper we introduce an extension of the half-normal distribution in order to model a great variety of non-negative data. Its hazard rate function can be decreasing or increasing, depending on its parameters. Some properties of this new distribution are presented. For example, we give a general expression for the moments and a stochastic representation. Also, the cumulative distribution function, the hazard rate function, the survival function and the quantile function can be easily evaluated. Maximum likelihood estimators can be computed by using numerical procedures. Finally, a real-life dataset has been presented to illustrate its applicability.

MSC:

62E15 Exact distribution theory in statistics
62F10 Point estimation
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