THE TRANSMUTED HALF-NORMAL DISTRIBUTION WITH APPLICATION TO PRECIPITATION DATA

ABSTRACT The Half-Normal distribution has been intensively extended in the recent years. A review of the literature showed that at least 10 extensions of the Half-Normal distribution were introduced between 2008 and 2016. These extensions generalized the behavior of the density and hazard functions, which are restricted to monotonous decreasing and monotonically increasing, respectively. In this paper we propose a new extension called the transmuted Half-Normal distribution using the quadratic rank transmutation map, introduced by Shaw & Buckley (2009). A comprehensive account of mathematical properties of the new distribution is presented. We provide explicit expressions for the moments, moment-generating function, Shannon’s entropy, mean deviations, Bonferroni and Lorenz curves, order statistics, and reliability. The estimation of the parameters is implemented by the maximum likelihood method. The bias and accuracy of the estimators are assayed by the Monte Carlo simulations. This proposed distribution allows us to incorporate covariates directly in the mean and consequently to quantify their influences on the average of the response variable. Experiment with two real data sets show usefulness and its value as a good alternative to several extensions of the Half-Normal distribution in data modeling with and without covariates.