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...
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| Format: | Article |
| Language: | English |
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Multidisciplinary Digital Publishing Institute
2014
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| 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 |
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nottingham-3115 |
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eprints |
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nottingham-31152017-10-14T06:21:06Z http://eprints.nottingham.ac.uk/3115/ On the folded normal distribution Tsagris, Michail Beneki, Christina Hassani, Hossein 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. Multidisciplinary Digital Publishing Institute 2014-02-14 Article PeerReviewed application/pdf en cc_by http://eprints.nottingham.ac.uk/3115/1/1402.3559.pdf Tsagris, Michail and Beneki, Christina and Hassani, Hossein (2014) On the folded normal distribution. Mathematics, 2 (1). pp. 12-28. ISSN 2227-7390 http://www.mdpi.com/2227-7390/2/1/12 doi:10.3390/math2010012 doi:10.3390/math2010012 |
| repository_type |
Digital Repository |
| institution_category |
Local University |
| institution |
University of Nottingham Malaysia Campus |
| building |
Nottingham Research Data Repository |
| collection |
Online Access |
| language |
English |
| description |
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. |
| format |
Article |
| author |
Tsagris, Michail Beneki, Christina Hassani, Hossein |
| spellingShingle |
Tsagris, Michail Beneki, Christina Hassani, Hossein On the folded normal distribution |
| author_facet |
Tsagris, Michail Beneki, Christina Hassani, Hossein |
| author_sort |
Tsagris, Michail |
| title |
On the folded normal distribution |
| title_short |
On the folded normal distribution |
| title_full |
On the folded normal distribution |
| title_fullStr |
On the folded normal distribution |
| title_full_unstemmed |
On the folded normal distribution |
| title_sort |
on the folded normal distribution |
| publisher |
Multidisciplinary Digital Publishing Institute |
| publishDate |
2014 |
| url |
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 |
| first_indexed |
2018-09-06T10:28:27Z |
| last_indexed |
2018-09-06T10:28:27Z |
| _version_ |
1610853601543979008 |