Volume 14, Issue 4, December 2015, Pages 383 - 398
Likelihood-based inference for the power half-normal distribution
Authors
Yolanda M. Gómez, Heleno Bolfarine
Corresponding Author
Yolanda M. Gómez
Received 14 January 2015, Accepted 27 May 2015, Available Online 1 December 2015.
- 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/).
Cite this article
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 -