TITLE:
An Epsilon Half Normal Slash Distribution and Its Applications to Nonnegative Measurements
AUTHORS:
Wenhao Gui, Pei-Hua Chen, Haiyan Wu
KEYWORDS:
Epsilon Half Normal Distribution; Slash Distribution; Kurtosis; Skewness; Maximum Likelihood Estimation
JOURNAL NAME:
Open Journal of Optimization,
Vol.2 No.1,
March
29,
2013
ABSTRACT: We introduce a new class of the slash distribution using the epsilon half normal distribution. The newly defined model extends the slashed half normal distribution and has more kurtosis than the ordinary half normal distribution. We study the characterization and properties including moments and some measures based on moments of this distribution. A simulation is conducted to investigate asymptotically the bias properties of the estimators for the parameters. We illustrate its use on a real data set by using maximum likelihood estimation.