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On the Folded Normal Distribution

1
School of Mathematical Sciences, University of Nottingham, NG7 2RD, UK
2
School of Business and Economics, TEI of Ionian Islands, 31100 Lefkada, Greece
3
Statistical Research Centre, Executive Business Centre, Bournemouth University, BH8 8EB, UK
*
Author to whom correspondence should be addressed.
Mathematics 2014, 2(1), 12-28; https://doi.org/10.3390/math2010012
Received: 10 October 2013 / Revised: 26 January 2014 / Accepted: 26 January 2014 / Published: 14 February 2014
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. View Full-Text
Keywords: folded normal distribution; entropy; Kullback–Leibler; maximum likelihood estimates folded normal distribution; entropy; Kullback–Leibler; maximum likelihood estimates
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MDPI and ACS Style

Tsagris, M.; Beneki, C.; Hassani, H. On the Folded Normal Distribution. Mathematics 2014, 2, 12-28. https://doi.org/10.3390/math2010012

AMA Style

Tsagris M, Beneki C, Hassani H. On the Folded Normal Distribution. Mathematics. 2014; 2(1):12-28. https://doi.org/10.3390/math2010012

Chicago/Turabian Style

Tsagris, Michail; Beneki, Christina; Hassani, Hossein. 2014. "On the Folded Normal Distribution" Mathematics 2, no. 1: 12-28. https://doi.org/10.3390/math2010012

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