A transmuted version of the generalized half-normal distribution
Keywords:Generalized half-normal distribution, Half-normal distribution, Maximum likelihood, Quadratic rank transmutation map, Transmuted distribution
An extension of the generalized half-normal distribution, given by Cooray and Ananda , is proposed and studied. We use the quadratic rank transmutation map to generate a transmuted version of the generalized half-normal distribution. We study some probability properties, discuss maximum likelihood estimation and present real data application indicating that the new distribution can improve the generalized half-normal distribution in fitting real data.
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