The extended generalized half-normal distribution

Abstract

Fatigue is a structural damage which occurs when a material is exposed to stress and tension fluctuations. We propose and study the extended generalized half-normal distribution for modeling skewed fatigue life data. The new model contains as special cases the half-normal and generalized half-normal (Comm. Statist. Theory Methods 37 (2008) 1323–1337) distributions. Various of its structural properties are derived, including the density function, moments, quantile and generating functions, mean deviations and order statistics. We investigate maximum likelihood estimation of the model parameters. An application illustrates the potentiality of the new distribution.