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The unit generalized half normal distribution: a new bounded distribution with inference and application. (English) Zbl 1513.62025

Summary: 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.

MSC:

62E15 Exact distribution theory in statistics
60E05 Probability distributions: general theory
62F10 Point estimation