[STATISTICS-87] Folded normal distribution

• Type: New Feature
• Status: Closed
• Priority: Minor
• Resolution: Implemented
• Fix Version/s: 1.1
• Component/s: distribution
• difficulty-level: Easy
• Assignee: Alex Herbert
• Reporter: Alex Herbert
• Created: 15/Aug/24 11:05
• Updated: 20/Aug/24 11:07
• Resolved: 15/Aug/24 12:01

Description

Add an implementation of the folded normal distribution (wikipedia).

Given a normally distributed random variable X with mean mu and variance
sigma^2, the random variable Y = |X| has a folded normal distribution. This is
equivalent to not recording the sign from a normally distributed random variable.

The implementation is composed of the same functions used for the normal distribution.