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Statistics and Application 统计学与应用, 2016, 5(1), 58-63 Published Online March 2016 in Hans. /journal/sa /10.12677/sa.2016.51007 A Class of Generalized Normal Distribution and Application Xiaoqing Liu, Weihua Zhao School of Science, Nantong University, Nantong Jiangsu th th st Received: Mar. 9 , 2016; accepted: Mar. 25 , 2016; published: Mar. 31 , 2016 Copyright © 2016 by authors and Hans Publishers Inc. This work is licensed under the Creative Commons Attribution International License (CC BY). /licenses/by/4.0/ Abstract In this paper, we study a new class of distribution, called as generalized normal distribution. It can not only include the standard normal distribution, but also expand a new class of distribution which can describe the data with the features such as asymmetry, multimodal, heavy-tail and has good flexibility. We firstly investigate the generalized normal distribution by the images of distri- bution and density functions, and study its properties. Then we apply the new class of distribution to the new housing price index data, and the usefulness of generalized normal distribution can be examined by the real data analysis. Keywords Generalized Normal Distribution, Density Function, New Housing Price Index 广义正态分布族及其应用 刘晓庆，赵为华 南通大学理学院，江苏 南通 收稿日期：2016年3月9 日；录用日期：2016年3月25 日；发布日期：2016年3月31 日 摘 要 本文研究了一类新的分布函数族，称之为广义正态分布族。广义正态分布族不仅包含了原有的正态分布， 还拓展出了一族新的分布，且能刻画具有非对称、多峰、厚尾等特征的数据，具有很好的灵活性。本文首 文章引用: 刘晓庆, 赵为华. 广义正态分布族及其应用[J]. 统计学与应用, 2016, 5(1): 58-63. /10.12677/sa.2016.51007 刘晓庆，赵为华 先研究了广义正态分布族的分布函数以及密度函数图像，通过观察图像形状的变化，并研究广义正态分布 族的性质。然后将这一新分