Modified Unit-Half-Normal Distribution with Applications

Alvarez P.I.; Varela H.; Cortés, IE; Venegas O.; Gomez H.W.

Keywords: maximum likelihood estimation, half-normal distribution, proportions data

Abstract

In this article, we introduce a new continuous distribution based on the unit interval. This distribution is generated from a transformation of a random variable with half-normal distribution. We study its basic properties, percentiles, moments and order statistics. Maximum likelihood estimation is applied, and we present a simulation study to observe the behavior of the maximum likelihood estimators. We examine two applications to real proportions datasets, where the new distribution is shown to provide a better fit than other distributions defined in the unit interval.

Más información

Título según WOS: Modified Unit-Half-Normal Distribution with Applications
Volumen: 12
Número: 1
Fecha de publicación: 2024
Idioma: English
DOI:

10.3390/math12010136

Notas: ISI