An Exponential Slash Half Normal Distribution for Analyzing Nonnegative Data
Xu Meiping, Gui Wenhao
Mathematics Department, School of Science, Beijing Technology and Business University; Department of Mathematics and Statistics, University of Minnesota Duluth
A new class of slash distribution is studied for analyzing
nonnegative data. This distribution is defined by means of a stochastic representation
as the mixture of a half normal random variable with the power of an exponential random
variable. Density function and properties involving hazard function, moments and moment
generating function are derived. The usefulness and flexibility of the proposed
distribution are illustrated through a real application by maximum likelihood procedure.
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Xu Meiping, Gui Wenhao. An Exponential Slash Half Normal Distribution for Analyzing Nonnegative Data. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2015, 31(1): 57-70.
2015, Vol. 31 
