On the Folded Normal Distribution
2014
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.
Keywords:
- Generalized normal distribution
- Statistics
- Split normal distribution
- Econometrics
- Confidence distribution
- Folded normal distribution
- Mathematics
- Standard normal table
- Matrix normal distribution
- Chi-squared distribution
- Half-normal distribution
- Normal distribution
- Multivariate normal distribution
- Skew normal distribution
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
21
References
46
Citations
NaN
KQI