An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data |
| |
Authors: | Wenhao Gui |
| |
Affiliation: | 1. Department of Mathematics Beijing Jiaotong University, Beijing, Chinaguiwenhao@gmail.com |
| |
Abstract: | In this paper, we study a new class of slash distribution. We define the distribution through means of a stochastic representation as the mixture of an alpha half normal random variable with respect to the power of a uniform random variable. Properties involving moments and moment generating function are derived. The usefulness and flexibility of the proposed distribution is illustrated through a real application by maximum likelihood procedure. |
| |
Keywords: | Alpha half normal distribution Slash distribution Kurtosis Skewness. |
|