Some properties of normal moment distribution

Abstract

This paper provides an introductory overview of a portion of distribution theory in which we propose a new family of an extended form of a normal distribution called normal moment distribution; some of its properties are
obtained. The cumulative distribution function which is not in close form but the table of the approximate values are presented in the appendix for some selected á (which is the shape parameters such that á = 0 corresponds to the standard normal density). Finally, relationship between normal moment distribution and some well known distributions are established.