Modified generalized half-normal distribution with application to lifetimes

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URI:
http://repositoriodigital.uct.cl/handle/10925/2084
Fecha de publicación:
2019-11-18
Datos de publicación:
Applied Mathematics and Information Sciences, Vol. 12, N° 3, 637-643, 2018
Temas:
Distribución alfa-sesgada-normal - Asimetría - Distribución semi normalizada generalizada - Curtosis - Estimación de máxima verosimilitud
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Resumen:
In this article we introduce a new distribution which is constructed by taking, as a base, the absolute value of a random variable with alpha skew-normal (ASN) distribution. The density of this distribution and some of its properties such as moments and its skewness and kurtosis coefficients are discussed. We calculate the moment and the maximum likelihood estimators, and carry out a Monte Carlo study. Finally, an example with real data to illustrate the usefulness and applicability of the proposed distribution is presented. It is shown that the obtained result is a distribution with considerable flexibility.

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