Inference for a truncated positive normal distribution

被引:0
|
作者
Héctor J.Gómez [1 ]
Neveka M.Olmos [2 ]
Héctor Varela [2 ]
Heleno Bolfarine [3 ]
机构
[1] Departamento de Ciencias Matemáticas y Físicas, Facultad de Ingeniería, Universidad Católica de Temuco
[2] Departamento de Matemáticas, Facultad de Ciencias Básicas, Universidad de Antofagasta
[3] Departamento de Estatística, IME, Universidade de So Paulo
基金
巴西圣保罗研究基金会;
关键词
half-normal distribution; maximum likelihood; truncation;
D O I
暂无
中图分类号
O211 [概率论(几率论、或然率论)];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The main object of this paper is to study an extension of the half normal distribution defined by adding a positive truncation to it. The new model is more flexible than the half-normal distribution and contains the half normal distribution as a special case. Properties of this distribution, such as moments, hazard function and entropy are studied and parameters estimation is dealt with by using moments and maximum likelihood. A real data application indicates good fit performance of the new model when compared to other competitors in literatures.
引用
收藏
页码:163 / 176
页数:14
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