A class of ratio distributions of dependent folded normals and its applications

作者：Kim Hea Jung^*

来源：Statistics, 2016, 50(4): 791-811.

DOI：10.1080/02331888.2015.1094071

• exact distribution
• inference
• properties
• ratio of folded normals
• unsigned data
• 62E15
• 62F10
• 62P20

If U has a normal distribution, then 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 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.

• 出版日期2016-8