Modified Generalized Half-Normal Distribution with Application to Lifetimes

Authors

Neveka M. Olmos, Departamento de Matem´aticas, Facultad de Ciencias B´asicas, Universidad de Antofagasta, Antofagasta, Chile.Follow
Osvaldo Venegas, Departamento de Ciencias Matem´aticas y F´ısicas, Facultad de Ingenier´ıa, Universidad Cat´olica de Temuco, Chile.Follow

Author Country (or Countries)

Chile.

Abstract

In this article we introduce a new distribution which is constructed by taking, as a base, the absolute value of a random variable with alpha skew-normal (ASN) distribution. The density of this distribution and some of its properties such as moments and its skewness and kurtosis coefficients are discussed. We calculate the moment and the maximum likelihood estimators, and carry out a Monte Carlo study. Finally, an example with real data to illustrate the usefulness and applicability of the proposed distribution is presented. It is shown that the obtained result is a distribution with considerable flexibility.

Digital Object Identifier (DOI)

http://dx.doi.org/10.18576/journal/100320

Recommended Citation

M. Olmos, Neveka and Venegas, Osvaldo (2018) "Modified Generalized Half-Normal Distribution with Application to Lifetimes," Applied Mathematics & Information Sciences: Vol. 12: Iss. 3, Article 20.
DOI: http://dx.doi.org/10.18576/journal/100320
Available at: https://digitalcommons.aaru.edu.jo/amis/vol12/iss3/20