On the folded normal distribution

Tsagris, Michail; Beneki, Christina; Hassani, Hossein

Abstract

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.

Citation

Tsagris, M., Beneki, C., & Hassani, H. (2014). On the folded normal distribution. Mathematics, 2(1), https://doi.org/10.3390/math2010012

• Journal Article Type: Article
• Publication Date: Feb 14, 2014
• Deposit Date: May 2, 2014
• Publicly Available Date: May 2, 2014
• Journal: Mathematics
• Electronic ISSN: 2227-7390
• Publisher: MDPI
• Peer Reviewed: Peer Reviewed
• Volume: 2
• Issue: 1
• DOI: https://doi.org/10.3390/math2010012
• Keywords: Folded normal distribution, Entropy, Kullback–Leibler, Maximum likelihood estimates
• Public URL: https://nottingham-repository.worktribe.com/output/723141
• Publisher URL: http://www.mdpi.com/2227-7390/2/1/12