Likelihood-based inference for the power half-normal distribution

DOI

10.2991/jsta.2015.14.4.4How to use a DOI?

Keywords

Distribution of the maximum of a sample; Half-normal distribution; Maximum likelihood.

Abstract

In this paper we consider an extension of the half-normal distribution based on the distribution of the maximum of a random sample. It is shown that this distribution belongs to the family of beta generalized half-normal distributions. Properties of its density are investigated, maximum likelihood estimation is discussed and the Fisher information matrix is derived. A real data illustration is presented, and comparisons with alternative extensions of the half-normal distribution reveal good performance of the proposed model.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - JOUR
AU  - Yolanda M. Gómez
AU  - Heleno Bolfarine
PY  - 2015
DA  - 2015/12/01
TI  - Likelihood-based inference for the power half-normal distribution
JO  - Journal of Statistical Theory and Applications
SP  - 383
EP  - 398
VL  - 14
IS  - 4
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2015.14.4.4
DO  - 10.2991/jsta.2015.14.4.4
ID  - Gómez2015
ER  -