The unit generalized half normal distribution: A new bounded distribution with inference and application
AuthorKorkmaz, Mustafa Çağatay
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CitationKorkmaz, M. Ç.(2020) The unit generalized half normal distribution: A new bounded distribution with inference and application. University Politehnica of Bucharest Scientific Bulletin-Series A-Applied Mathematics and Physics, 82(2), 133-140.
In this paper, a new distribution defined on (0,1) bounded interval has been introduced. We define the distribution by transformation of a positive random variable (rv) with respect to exponential function. Basic distributional properties of newly defined distribution are studied. We pointed out the different estimation methods for its parameters’ estimations. We assess the performance of the estimators of these estimation methods by the simulation study. Application of the proposed distribution to a real data set shows better fit than many known distributions on the (0,1) interval.
SourceUniversity Politehnica of Bucharest Scientific Bulletin-Series A-Applied Mathematics and Physics
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