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The Modified-Half-Normal distribution: Properties and an efficient sampling scheme

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We introduce a new family of probability distributions that we call the Modified-Half-Normal distributions. It is supported on the positive part of the real line with its probability density propor... Click to show full abstract

We introduce a new family of probability distributions that we call the Modified-Half-Normal distributions. It is supported on the positive part of the real line with its probability density propor...

Keywords: properties efficient; modified half; distribution properties; normal distribution; half normal

Journal Title: Communications in Statistics - Theory and Methods
Year Published: 2021

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