Modified generalized half-normal distribution with application to lifetimes
Modified generalized half-normal distribution with application to lifetimes
Authors
Olmos M., Neveka
Venegas, Osvaldo
Venegas, Osvaldo
Authors
Date
2019-11-18
Datos de publicación:
10.18576/amis/120320
Keywords
Distribución alfa-sesgada-normal - Asimetría - Distribución semi normalizada generalizada - Curtosis - Estimación de máxima verosimilitud
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Abstract
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.