FoldedNormalDistribution Class

[SerializableAttribute]
public class FoldedNormalDistribution : ContinuousDistribution

<SerializableAttribute>
Public Class FoldedNormalDistribution
	Inherits ContinuousDistribution

[SerializableAttribute]
public ref class FoldedNormalDistribution : public ContinuousDistribution

[<SerializableAttribute>]
type FoldedNormalDistribution = 
    class
        inherit ContinuousDistribution
    end

Inheritance

Object  →  Distribution  →  ContinuousDistribution  →  FoldedNormalDistribution

The folded normal distribution is the distribution of the absolute value of a normally distributed random variable. It results from "folding" the negative values of a normal distribution onto the positive values.

Common applications include:

• Analysis of measurement error magnitudes in metrology and calibration
• Wind speed modeling where direction is not relevant
• Quality control where deviation from target (in either direction) is important
• Signal processing with envelope detection
• Financial modeling of absolute returns

The distribution is parameterized by μ (the mean of the original normal distribution) and σ (the standard deviation of the original normal distribution).

Reference