A transmuted version of the generalized half-normal distribution

An extension of the generalized half-normal distribution, given by Cooray and Ananda [5], is proposed and studied. We use the quadratic rank transmutation map to generate a transmuted version of the generalized half-normal distribution. We study some probability properties, discuss maximum likelihood estimation and present real data application indicating that the new distribution can improve the generalized half-normal distribution in fitting real data.