The Slashed Power Half-Normal Distribution with Applications

Abstract

In this paper, an extension of the power half-normal (PHN) distribution is introduced. This new model is built on the application of slash methodology for positive random variables. The result is a distribution with greater kurtosis than the PHN; i.e., its right tail is heavier than the PHN distribution. Its probability density, survival and hazard rate function are studied, and moments, skewness and kurtosis coefficientes are obtained, along with relevant properties of interest in reliability. It is also proven that the new model can be expressed as the scale mixture of a PHN and a uniform distribution. Moreover, the new model holds the PHN distribution as a limit case when the new parameter tends to infinity. The parameters in the model are estimated by the method of moments and maximum likelihood. A simulation study is given to illustrate the good behavior of maximum likelihood estimators. Two real applications to survival and fatigue fracture data are included, in which our proposal outperforms other models.

Keywords

• half-normal distribution
• power distribution
• slash distribution
• lifetime models
• kurtosis
• maximum likelihood