Half-Normal Distribution
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7-4-2021
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Half-Normal Distribution
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
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
The first few central moments are
giving the mean, variance, skewness, and kurtosis excess as
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