On the Folded Normal Distribution

Mathematics

Michail Tsagris¹  Christina Beneki² 

[1] School of Mathematical Sciences, University of Nottingham, NG7 2RD, UK; E-Mail:;School of Business and Economics, TEI of Ionian Islands, 31100 Lefkada, Greece; E-Mail:

关键词: folded normal distribution;    entropy;    Kullback–Leibler;    maximum likelihood estimates;   

DOI  :  10.3390/math2010012

来源: mdpi

【 摘 要 】

The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback–Leibler from the normal and half normal distributions are approximated using Taylor series. The accuracy of the results are also assessed using different criteria. The maximum likelihood estimates and confidence intervals for the parameters are obtained using the asymptotic theory and bootstrap method. The coverage of the confidence intervals is also examined.

【 授权许可】

CC BY   
© 2014 by the authors; licensee MDPI, Basel, Switzerland.