On the folded normal distribution

DOI10.3390/MATH2010012MaRDI QIDQ401955zbMATH OpenOpenAlexFDO

Authors Christina Beneki, Michail Tsagris, Hossein Hassani

Publication date 27 August 2014

Published in Mathematics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1402.3559

zbMATH Keywords

entropyKullback-Leiblermaximum likelihood estimatesfolded normal distribution

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Characterization and structure theory of statistical distributions (62E10)

Abstract: 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.

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Cites work

• A Simplex Method for Function Minimization
• Economic tolerance design for folded normal data
• On multivariate folded normal distribution
• On some bivariate extensions of the folded normal and the folded \(t\) distributions
• On the Ratio of Two Folded Normal Distributions

Cited in

(20)

• A simple algorithm for calculating values for folded normal distribution
• A folded Laplace distribution
• Principal component analysis and clustering on manifolds
• On the folding of the rectangular distribution
• A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions
• Cluster partitions and fitness landscapes of the Drosophila fly microbiome
• Lagrangian descriptors with uncertainty
• A review of compositional data analysis and recent advances
• Forecasting portfolio returns with skew-geometric Brownian motions
• Letter to the editor: Fitting a folded normal distribution without EM
• Response to `Fitting a folded normal distribution without EM'
• An Efficient Morris Method-Based Framework for Simulation Factor Screening
• Distribution of parallelism
• On the Ratio of Two Folded Normal Distributions
• On multivariate folded normal distribution
• A class of ratio distributions of dependent folded normals and its applications
• A half-normal distribution scheme for generating functions
• A note on multivariate folded normal distribution
• The Folded Logistic Distribution
• Folded normal regression models with applications in biomedicine

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• VGAM

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