A New Class of Non Negative Distributions Generated by Symmetric Distributions

Abstract

In this article, we study a new class of non negative distributions generated by the symmetric distributions around zero. For the special case of the distribution generated using the normal distribution, properties like moments generating function, stochastic representation, reliability connections, and inference aspects using methods of moments and maximum likelihood are studied. Moreover, a real data set is analyzed, illustrating the fact that good fits can result.

Keywords:

• Non negative distributions
• Stochastic representation
• Symmetric distributions

Mathematics Subject Classification:

• Primary 60E05
• Secondary 62E10

Acknowledgments

The authors thank a referee and the Associate Editor for constructive comments. The research of D. Elal-Olivero was supported in part by DIUDA (Chile), 06/02 221140. J. F. Olivares-Pacheco thanks the Comisión Nacional de Ciencia y Tecnología – CONICYT for partially supporting his Ph.D. studies at the Pontificia Universidad Católica de Chile. The research of H. W. Gómez was supported in part by FONDECYT (Chile) 1060727. The work of H. Bolfarine was partially supported by CNPq-Brasil.