Abstract

In the present article, we provide a new extended form of skew-normal distributions called the Extended Half-Normal (EHN) distribution. It has three parameters rather than one, which increases the flexibility of the distribution in tracking the random phenomena encountered in real-life and industrial applications. We obtain the stochastic representation and some explicit forms of several important properties of the constructed distribution. The problem of statistical inference is examined by using the Maximum Likelihood technique and the software environment R through a simulation study.