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

entropyfolded normal distributionKullback-Leiblermaximum likelihood estimates

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

(24)

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

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