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An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data

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  • Wenhao Gui

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.

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  • Wenhao Gui, 2015. "An Alpha Half Normal Slash Distribution for Analyzing Non Negative Data," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 44(22), pages 4783-4795, November.
    • Handle: RePEc:taf:lstaxx:v:44:y:2015:i:22:p:4783-4795
    DOI: 10.1080/03610926.2013.802348
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