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[This note investigates two aspects of Fechner’s two-piece normal distribution: (1) connections with the mean-median-mode inequality and (strong) log-concavity; (2) connections with skew and oscillating Brownian motion processes. The developments here have been inspired by Wallis (Stat Sci 29:106–112, 2014) and rely on Chen and Zili (Sci China Math 58:97–108, 2015).]
Published: Sep 22, 2016
Keywords: Fechner’s law; Local time; Mean; Median; Mode; Oscillating Brownian motion; Pieced half normal; Quantiles; Skewed Brownian motion
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