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Date: 16-3-2021
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The half-normal distribution is a normal distribution with mean 0 and parameter limited to the domain . It has probability and distribution functions given by
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(2) |
It is implemented in the Wolfram Language as HalfNormalDistribution[theta].
The th raw moment is given by
(3) |
where is the gamma function, giving the first few raw moments as
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The first few central moments are
(8) |
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(10) |
giving the mean, variance, skewness, and kurtosis excess as
(11) |
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(12) |
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