2005
DOI: 10.1080/02664760500079464
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A generalized normal distribution

Abstract: Undoubtedly, the normal distribution is the most popular distribution in statistics. In this paper, we introduce a natural generalization of the normal distribution and provide a comprehensive treatment of its mathematical properties. We derive expressions for the nth moment, the nth central moment, variance, skewness, kurtosis, mean deviation about the mean, mean deviation about the median, Renyi entropy, Shannon entropy, and the asymptotic distribution of the extreme order statistics. We also discuss estimat… Show more

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Cited by 398 publications
(209 citation statements)
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“…(b) The spatial kernel In this study, we modelled the spatial kernel with a generalized normal distribution [37]. In Lindström et al [17] this was extended to two-dimensional symmetrical kernels.…”
Section: Methodsmentioning
confidence: 99%
“…(b) The spatial kernel In this study, we modelled the spatial kernel with a generalized normal distribution [37]. In Lindström et al [17] this was extended to two-dimensional symmetrical kernels.…”
Section: Methodsmentioning
confidence: 99%
“…The exponential power distribution, also called the generalized error distribution or generalized normal distribution, on the other hand, can model the error with both positive and negative kurtosis (Box & Tiao, 1973;Nadarajah, 2005). The exponential …”
Section: Exponential Power Distributionmentioning
confidence: 99%
“…A treatment of some mathematical properties of GND(µ, σ, κ) is provided in Nadarajah (2005). The properties studied there include moments, variance, skewness, kurtosis, mean deviation about the mean, mean deviation about the median, Rényi entropy, Shannon entropy, the asymptotic distribution of the extreme order statistics, and estimation procedures by the methods of moments and maximum likelihood.…”
Section: Introductionmentioning
confidence: 99%