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 |
| Published: |
Multidisciplinary Digital Publishing Institute
2014
|
| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/3115/ |
| _version_ | 1848790957597655040 |
|---|---|
| author | Tsagris, Michail Beneki, Christina Hassani, Hossein |
| author_facet | Tsagris, Michail Beneki, Christina Hassani, Hossein |
| author_sort | Tsagris, Michail |
| building | Nottingham Research Data Repository |
| collection | Online Access |
| 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. |
| first_indexed | 2025-11-14T18:20:52Z |
| format | Article |
| id | nottingham-3115 |
| institution | University of Nottingham Malaysia Campus |
| institution_category | Local University |
| last_indexed | 2025-11-14T18:20:52Z |
| publishDate | 2014 |
| publisher | Multidisciplinary Digital Publishing Institute |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | nottingham-31152020-05-04T16:43:08Z https://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 Tsagris, Michail, Beneki, Christina and Hassani, Hossein (2014) On the folded normal distribution. Mathematics, 2 (1). pp. 12-28. ISSN 2227-7390 Folded normal distribution Entropy Kullback–Leibler Maximum likelihood estimates http://www.mdpi.com/2227-7390/2/1/12 doi:10.3390/math2010012 doi:10.3390/math2010012 |
| spellingShingle | Folded normal distribution Entropy Kullback–Leibler Maximum likelihood estimates Tsagris, Michail Beneki, Christina Hassani, Hossein On the folded normal distribution |
| title | 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_short | On the folded normal distribution |
| title_sort | on the folded normal distribution |
| topic | Folded normal distribution Entropy Kullback–Leibler Maximum likelihood estimates |
| url | https://eprints.nottingham.ac.uk/3115/ https://eprints.nottingham.ac.uk/3115/ https://eprints.nottingham.ac.uk/3115/ |