On the folded normal distribution
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...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Multidisciplinary Digital Publishing Institute
2014
|
| Online Access: | http://eprints.nottingham.ac.uk/3115/ http://eprints.nottingham.ac.uk/3115/ http://eprints.nottingham.ac.uk/3115/ http://eprints.nottingham.ac.uk/3115/1/1402.3559.pdf |