A class of ratio distributions of dependent folded normals and its applications

DOI10.1080/02331888.2015.1094071zbMATH Open1356.62023OpenAlexW2298783976MaRDI QIDQ2953565FDOQ2953565

Authors: Hea-Jung Kim 

Publication date: 4 January 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2015.1094071

Recommendations

• On the Ratio of Two Folded Normal Distributions
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zbMATH Keywords

propertiesinferenceexact distributionfolded normal distributionratio of folded normalsunsigned data

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10) Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20)

Cites Work

• Computation of multivariate normal and \(t\) probabilities
• Bayesian estimation in Kibble's bivariate gamma distribution
• On multivariate folded normal distribution
• On the folded normal distribution
• On the Ratio of Two Folded Normal Distributions
• Bayesian Econometric Methods
• Tables for Computing Bivariate Normal Probabilities
• On the ratio of two correlated normal random variables
• The probability distribution of the ratio of the absolute values of two normal variables
• Multivariate distributions involving ratios of normal variables
• Density of the Ratio of Two Normal Random Variables and Applications
• A Note on the Multivariate $t$-Ratio Distribution
• The Kotz type ratio distribution

Cited In (5)

• On multivariate folded normal distribution
• A note on multivariate folded normal distribution
• On the Ratio of Two Folded Normal Distributions
• A simple algorithm for calculating values for folded normal distribution
• Response to `Fitting a folded normal distribution without EM'

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