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{{Probability distribution
  | name      =
  | type      = density
  | pdf_image  = [[Image:Folded normal pdf.svg|350px|Probability density function for the folded-normal distribution]]<br><math>\mu=1,\sigma=1</math>
  | cdf_image  = [[Image:Folded normal cdf.svg|350px|Cumulative distribution function for the normal distribution]]<br><math>\mu=1,\sigma=1</math>
  | notation  =
  | parameters = {{nowrap|''μ'' ∈ '''R'''}} — ([[location parameter|location]])<br />{{nowrap|''σ''<sup>2</sup> > 0}} — ([[scale parameter|scale]])
  | support    = {{nowrap|''x'' ∈ [0,<math>\infty</math>)}}
  | pdf        = (see article)
  | cdf        = (see article)
  | mean      = (see article)
  | median    =
  | mode      =
  | variance  = (see article)
  | skewness  =
  | kurtosis  = <!-- DO NOT REPLACE THIS WITH THE OLD-STYLE KURTOSIS -->
  | entropy    =
  | mgf        =
  | char      =
  | fisher    =
  }}
 
The '''folded normal distribution''' is a [[probability distribution]] related to the [[normal distribution]]. Given a normally distributed random variable X with [[mean]] μ and [[variance]] σ<sup>2</sup>, the [[random variable]] ''Y'' = |''X''| has a folded normal distribution.  Such a case may be encountered if only the magnitude of some variable is recorded, but not its sign. The distribution is called Folded because probability mass to the left of the ''x'' = 0 is "folded" over by taking the [[absolute value]].
 
The [[probability density function]] (PDF) is given by
 
:<math>f(x;\mu,\sigma)=
\frac{1}{\sigma\sqrt{2\pi}} \, \exp \left( -\frac{(-x-\mu)^2}{2\sigma^2} \right)
+ \frac{1}{\sigma\sqrt{2\pi}} \, \exp \left( -\frac{(x-\mu)^2}{2\sigma^2} \right)\qquad(x \ge 0\,)</math>
 
The [[cumulative distribution function]] (CDF) is given by
 
: <math>F_Y(y; \mu, \sigma) = \int_0^y \frac{1}{\sigma\sqrt{2\pi}} \, \exp \left( -\frac{(-x-\mu)^2}{2\sigma^2} \right)\, dx
+ \int_0^{y} \frac{1}{\sigma\sqrt{2\pi}} \, \exp \left( -\frac{(x-\mu)^2}{2\sigma^2} \right)\, dx.</math>
 
Using the change-of-variables z = (''x''&nbsp;&minus;&nbsp;μ)/σ, the CDF can be written as
 
: <math>F_Y(y; \mu, \sigma) = \int_{-\mu/\sigma}^{(y-\mu)/\sigma} \frac{1}{\sqrt{2\pi}} \, \exp \left(-\frac{1}{2}\left(z + \frac{2\mu}{\sigma}\right)^2\right) dz
+ \int_{-\mu/\sigma}^{(y-\mu)/\sigma} \frac{1}{\sqrt{2\pi}} \, \exp \left( -\frac{z^2}{2} \right) dz.
</math>
 
Alternatively, using the change of variables <math>z = -(x+\mu)/\sqrt{2}\sigma</math> in the first integral and <math>z = (x-\mu)/\sqrt{2}\sigma</math> in the second integral, one can show that
 
: <math>F_Y(y; \mu, \sigma) = \frac{1}{2}\left[ \mbox{erf}\left(\frac{y+\mu}{\sqrt{2}\sigma}\right) + \mbox{erf}\left(\frac{y-\mu}{\sqrt{2}\sigma}\right)\right],
</math>
where erf(x) is the [[error function]], which is a standard function in many mathematical software packages. This expression reduces to the CDF of the half-normal distribution when μ = 0.
 
The expectation is then given by
 
: <math>E(y) = \sigma \sqrt{2/\pi} \exp(-\mu^2/2\sigma^2) + \mu\left[1-2\Phi(-\mu/\sigma)\right],</math>
 
where Φ(•) denotes the cumulative distribution function of a standard normal distribution.
 
The variance is given by
 
: <math>\operatorname{Var}(y) = \mu^2 + \sigma^2 - \left\{ \sigma \sqrt{2/\pi} \exp(-\mu^2/2\sigma^2) + \mu\left[1-2\Phi(-\mu/\sigma)\right] \right\}^2. </math>
 
Both the mean, μ, and the variance, σ<sup>2</sup>, of ''X'' can be seen as the location and scale parameters of the new distribution.
 
== Related distributions ==
* When μ = 0, the distribution of ''Y'' is a [[half-normal distribution]].
* <math>(Y/\sigma)^2</math> has a [[noncentral chi-squared distribution]] with 1 degree of freedom and noncentrality equal to <math> (\mu/\sigma )^2</math>.
 
== See also ==
* [[Folded cumulative distribution]]
 
== References==
 
* {{cite journal | author=Leone FC, Nottingham RB, Nelson LS | year = 1961
| title = The Folded Normal Distribution
| journal = Technometrics | volume = 3 | issue = 4 | pages = 543–550
| doi = 10.2307/1266560 | jstor=1266560 | publisher=Technometrics, Vol. 3, No. 4
}}
* {{cite journal | author=Johnson NL | year = 1962
| title = The folded normal distribution: accuracy of the estimation by maximum likelihood
| journal = Technometrics | volume = 4 | issue = 2 | pages = 249–256
| doi = 10.2307/1266622 | jstor=1266622 | publisher=Technometrics, Vol. 4, No. 2
}}
* {{cite journal | author=Nelson LS | year = 1980
| title = The Folded Normal Distribution
| journal = J Qual Technol | volume = 12 | issue = 4 | pages = 236–238
| doi =
}}
* {{cite journal | author=Elandt RC | year = 1961
| title = The folded normal distribution: two methods of estimating parameters from moments
| journal = Technometrics | volume = 3 | issue = 4 | pages = 551–562
| doi = 10.2307/1266561 | jstor=1266561 | publisher=Technometrics, Vol. 3, No. 4
}}
* {{cite journal | author=Lin PC | year = 2005
| title = Application of the generalized folded-normal distribution to the process capability measures
| journal = Int J Adv Manuf Technol | volume = 26 | pages = 825–830
| doi = 10.1007/s00170-003-2043-x | issue=7–8
}}
 
{{ProbDistributions|continuous-semi-infinite}}
 
[[Category:Probability distributions]]
[[Category:Continuous distributions]]
[[Category:Normal distribution]]

Revision as of 18:52, 3 January 2014

Template:Probability distribution

The folded normal distribution is a probability distribution related to the normal distribution. Given a normally distributed random variable X with mean μ and variance σ2, the random variable Y = |X| has a folded normal distribution. Such a case may be encountered if only the magnitude of some variable is recorded, but not its sign. The distribution is called Folded because probability mass to the left of the x = 0 is "folded" over by taking the absolute value.

The probability density function (PDF) is given by

The cumulative distribution function (CDF) is given by

Using the change-of-variables z = (x − μ)/σ, the CDF can be written as

Alternatively, using the change of variables in the first integral and in the second integral, one can show that

where erf(x) is the error function, which is a standard function in many mathematical software packages. This expression reduces to the CDF of the half-normal distribution when μ = 0.

The expectation is then given by

where Φ(•) denotes the cumulative distribution function of a standard normal distribution.

The variance is given by

Both the mean, μ, and the variance, σ2, of X can be seen as the location and scale parameters of the new distribution.

Related distributions

See also

References

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    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

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    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

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    In its statement, the singapore property listing - website link, government claimed that the majority citizens buying their first residence won't be hurt by the new measures. Some concessions can even be prolonged to chose teams of consumers, similar to married couples with a minimum of one Singaporean partner who are purchasing their second property so long as they intend to promote their first residential property. Lower the LTV limit on housing loans granted by monetary establishments regulated by MAS from 70% to 60% for property purchasers who are individuals with a number of outstanding housing loans on the time of the brand new housing purchase. Singapore Property Measures - 30 August 2010 The most popular seek for the number of bedrooms in Singapore is 4, followed by 2 and three. Lush Acres EC @ Sengkang

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    Extending the tax exemption would help. The exemption, which may be as a lot as $2 million per family, covers individuals who negotiate a principal reduction on their existing mortgage, sell their house short (i.e., for lower than the excellent loans), or take part in a foreclosure course of. An extension of theexemption would seem like a common-sense means to assist stabilize the housing market, but the political turmoil around the fiscal-cliff negotiations means widespread sense could not win out. Home Minority Chief Nancy Pelosi (D-Calif.) believes that the mortgage relief provision will be on the table during the grand-cut price talks, in response to communications director Nadeam Elshami. Buying or promoting of blue mild bulbs is unlawful.

    A vendor's stamp duty has been launched on industrial property for the primary time, at rates ranging from 5 per cent to 15 per cent. The Authorities might be trying to reassure the market that they aren't in opposition to foreigners and PRs investing in Singapore's property market. They imposed these measures because of extenuating components available in the market." The sale of new dual-key EC models will even be restricted to multi-generational households only. The models have two separate entrances, permitting grandparents, for example, to dwell separately. The vendor's stamp obligation takes effect right this moment and applies to industrial property and plots which might be offered inside three years of the date of buy. JLL named Best Performing Property Brand for second year running

    The data offered is for normal info purposes only and isn't supposed to be personalised investment or monetary advice. Motley Fool Singapore contributor Stanley Lim would not personal shares in any corporations talked about. Singapore private home costs increased by 1.eight% within the fourth quarter of 2012, up from 0.6% within the earlier quarter. Resale prices of government-built HDB residences which are usually bought by Singaporeans, elevated by 2.5%, quarter on quarter, the quickest acquire in five quarters. And industrial property, prices are actually double the levels of three years ago. No withholding tax in the event you sell your property. All your local information regarding vital HDB policies, condominium launches, land growth, commercial property and more

    There are various methods to go about discovering the precise property. Some local newspapers (together with the Straits Instances ) have categorised property sections and many local property brokers have websites. Now there are some specifics to consider when buying a 'new launch' rental. Intended use of the unit Every sale begins with 10 p.c low cost for finish of season sale; changes to 20 % discount storewide; follows by additional reduction of fiftyand ends with last discount of 70 % or extra. Typically there is even a warehouse sale or transferring out sale with huge mark-down of costs for stock clearance. Deborah Regulation from Expat Realtor shares her property market update, plus prime rental residences and houses at the moment available to lease Esparina EC @ Sengkang

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