A class of ratio distributions of dependent folded normals and its applications. Issue 4 (3rd July 2016)

• Record Type: Journal Article
• Authors: Kim, Hea-Jung
• Is Part Of: Statistics. Volume 50:Issue 4(2016)
• Page Start: 791
• Page End: 811
• Publication Date: 2016-07-03
• Subjects: exact distribution -- inference -- properties -- ratio of folded normals -- unsigned data; 62E15 -- 62F10 -- 62P20; Mathematical statistics -- Periodicals; 519.505
• DOI: 10.1080/02331888.2015.1094071
• Languages: English
• ISSNs: 0233-1888

Abstract

Abstract : If U has a normal distribution, then | U | is said to have a folded normal distribution . The distribution can be viewed as one involving normal measurements without their algebraic sign. As a natural extension of the distribution, we propose a distribution of the ratio of two correlated folded normals and demonstrate its statistical applicability by considering some properties of the distribution. Necessary theories on the expectation of a function of | U | are provided to derive the properties. Likelihood inference for the proposed distribution is developed, and a simulation study is implemented to verify the inference. Further, four examples are presented to illustrate the practical application of the distribution.