Title
Epsilon half-normal model: Properties and inference
Date Issued
01 December 2012
Access level
metadata only access
Resource Type
journal article
Author(s)
Gómez H.
Valenzuela M.
Universidad de Concepción
Abstract
The half-normal distribution is one of the widely used probability distribution for non-negative data modeling, specifically, to describe the lifetime process under fatigue. In this paper, we introduce a new type of non-negative distribution that extends the half-normal distribution. We refer to this new distribution as the epsilon half-normal distribution. We provide mathematical properties of this new distribution. In particular, we derive the stochastic representation, explicit formulas for the n-th moment, the asymmetry and kurtosis coefficients and the moment generating function. We also discuss some inferential aspects related to the maximum likelihood estimation. We illustrate the flexibility of this type of distribution with an application to a real dataset of stress-rupture. © 2012 Elsevier B.V. All rights reserved.
Start page
4338
End page
4347
Volume
56
Issue
12
Language
English
OCDE Knowledge area
Ciencias de la computación Estadísticas, Probabilidad
Scopus EID
2-s2.0-84864125508
Source
Computational Statistics and Data Analysis
ISSN of the container
01679473
Sponsor(s)
The research of L. M. Castro was supported by Grant FONDECYT (Chile) 11100076 . The work of H.W. Gómez was supported by Grant FONDECYT (Chile) 1090411 . The authors also thank the Co-Editor Prof. S.P. Azen and two anonymous referees whose constructive comments led to an improved presentation of the manuscript.
Sources of information: Directorio de Producción Científica Scopus