Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 75, No. 1 (May 2013), pp. 1-15 (15 pages) Folded normal distribution arises when we try to find out the distribution of absolute ...

Normal distribution describes a particular way statistics deviate from the mean, or center point, of the data, where most results vary little from the mean, and extremes are rare.

We study the asymptotic covariance function of the sample mean and quantile, and derive a new and surprising characterization of the normal distribution: the asymptotic covariance between the sample ...