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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.
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