On the Folded Normal Distribution

Autor: Michail Tsagris, Christina Beneki, Hossein Hassani
Jazyk: angličtina
Rok vydání: 2014
Předmět:
Zdroj: Mathematics, Vol 2, Iss 1, Pp 12-28 (2014)
Druh dokumentu: article
ISSN: 2227-7390
DOI: 10.3390/math2010012
Popis: 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.
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