On the Folded Normal Distribution
Copyright policy )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 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.
- Ludwig-Maximilians-Universität München Germany
- University of Nottingham United Kingdom
- Bournemouth University United Kingdom
- University of Nottingham / School of Mathematical Sciences United Kingdom
FOS: Computer and information sciences, folded normal distribution, Statistical aspects of information-theoretic topics, Kullback-Leibler, Methodology (stat.ME), maximum likelihood estimates, Characterization and structure theory of statistical distributions, QA1-939, Kullback–Leibler, folded normal distribution, entropy, Kullback–Leibler, maximum likelihood estimates, entropy, Mathematics, Statistics - Methodology, Folded normal distribution, Entropy, Kullback–Leibler, Maximum likelihood estimates, jel: jel:C16
FOS: Computer and information sciences, folded normal distribution, Statistical aspects of information-theoretic topics, Kullback-Leibler, Methodology (stat.ME), maximum likelihood estimates, Characterization and structure theory of statistical distributions, QA1-939, Kullback–Leibler, folded normal distribution, entropy, Kullback–Leibler, maximum likelihood estimates, entropy, Mathematics, Statistics - Methodology, Folded normal distribution, Entropy, Kullback–Leibler, Maximum likelihood estimates, jel: jel:C16
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