On the Folded Normal Distribution
Open Access
- 14 February 2014
- journal article
- research article
- Published by MDPI AG in Mathematics
- Vol. 2 (1) , 12-28
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.Keywords
All Related Versions
This publication has 13 references indexed in Scilit:
- On multivariate folded normal distributionSankhya B, 2013
- Economic tolerance design for folded normal dataInternational Journal of Production Research, 2009
- On the Ratio of Two Folded Normal DistributionsCommunications in Statistics - Theory and Methods, 2006
- The measurement of a process capability for folded normal process dataThe International Journal of Advanced Manufacturing Technology, 2004
- On estimation and testing for the folded normal distributionCommunications in Statistics - Theory and Methods, 1974
- A Simplex Method for Function MinimizationThe Computer Journal, 1965
- Cumulative Sum Control Charts for the Folded Normal DistributionTechnometrics, 1963
- The Folded Normal Distribution: Accuracy of Estimation By Maximum LikelihoodTechnometrics, 1962
- The Folded Normal DistributionTechnometrics, 1961
- The Folded Normal Distribution: Two Methods of Estimating Parameters from MomentsTechnometrics, 1961