A new generalization of generalized half-normal distribution: properties and regression models

Abstract

In this paper, a new extension of the generalized half-normal distribution is introduced and studied. We assess the performance of the maximum likelihood estimators of the parameters of the new distribution via simulation study. The flexibility of the new model is illustrated by means of four real data sets. A new log-location regression model based on the new distribution is also introduced and studied. It is shown that the new log-location regression model can be useful in the analysis of survival data and provides more realistic fits than other competitive regression models.