Abstract
We introduce a new class of the slash distribution using folded normal distribution. The proposed model defined on non-negative measure ments 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.
Highlights
The folded normal distribution, proposed by Leone et al (1961), is often used when the measurement system produces only non-negative measurements, from an otherwise normally distributed process
We introduce a new slash distribution, so-called the folded normal slash (FNS) distribution for the first time, which contains as sub-models the half normal (HN) and the folded normal (FN) distributions etc
We fit the data set with the half normal(HN), the folded normal(FN) and the folded normal slash(FNS) distributions, respectively, using maximum likelihood method
Summary
The folded normal distribution, proposed by Leone et al (1961), is often used when the measurement system produces only non-negative measurements, from an otherwise normally distributed process. It is known that the standard slash density has heavier tails and larger kurtosis than those of the normal distribution It has been very popular in robust statistical analysis and actively studied by some authors. Gomez et al (2007a) replaced standard normal random variable Z by an elliptical distribution and defined a new family of slash distributions They studied its general properties of the resulting families, including their moments. Wang and Genton (2006) proposed the multivariate skew version of this distribution and examined its properties and inferences They substituted the standard normal random variable Z by a skew normal distribution introduced by Azzalini (1985) to define a skew extension of the slash distribution.
Sign-in/Register to view highlights & summary Sign-in/Register to access full text options 
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
