On the Folded Normal Distribution
On the Folded Normal Distribution
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DOI：
10.3390/math2010012
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发表时间：
2014-03-01
期刊：
影响因子：
2.4
通讯作者：
Hassani, Hossein
中科院分区：
文献类型：
--
作者：
Tsagris, Michail;Beneki, Christina;Hassani, Hossein
导出了折叠正态分布的特征函数及其矩函数。用泰勒级数近似了折叠正态分布的熵和正态分布和半正态分布的Kullback-Leibler熵。结果的准确性也使用不同的标准进行评估。利用渐近理论和Bootstrap方法得到了参数的极大似然估计和置信区间。还检查了置信区间的覆盖范围。
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.