On the Folded Normal Distribution

The characteristic function of the folded normal distribution and its moment function are derived. The entropy of the folded normal distribution and the Kullback–Leibler from the normal and half normal distributions are approximated using Taylor series. The accuracy of the results are also assessed...

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Bibliographic Details
Main Authors: Michail Tsagris, Christina Beneki, Hossein Hassani
Format: Article
Language:English
Published: MDPI AG 2014-02-01
Series:Mathematics
Subjects:
Online Access:http://www.mdpi.com/2227-7390/2/1/12