*2.1. New Distribution*

The representation of this new distribution is

$$T = \frac{X}{Y^{1/q}},\tag{3}$$

where *X* ∼ *HN*(*σ*) and *Y* ∼ *Exp*(2) are independent, *σ* > 0, *q* > 0. We call the distribution of *T* the modified slashed half-normal (MSHN) distribution. This is denoted by *T* ∼ *MSHN*(*<sup>σ</sup>*, *q*).
