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On Some Properties of the Beta Normal Distribution

Statistics Theory 2022-06-03 v1 Data Analysis, Statistics and Probability Methodology Statistics Theory

Abstract

The beta normal distribution is a generalization of both the normal distribution and the normal order statistics. Some of its mathematical properties and a few applications have been studied in the literature. We provide a better foundation for some properties and an analytical study of its bimodality. The hazard rate function and the limiting behavior are examined. We derive explicit expressions for moments, generating function, mean deviations using a power series expansion for the quantile function, and Shannon entropy.

Keywords

Cite

@article{arxiv.2206.00762,
  title  = {On Some Properties of the Beta Normal Distribution},
  author = {L. C. Rêgo and R. J. Cintra and G. M. Cordeiro},
  journal= {arXiv preprint arXiv:2206.00762},
  year   = {2022}
}

Comments

18 pages, 9 figures