Semi-$G$-normal: a Hybrid between Normal and $G$-normal (Full Version)
半 G 正态：经典正态与 G 正态之间的混合结构（完整版本）
The $G$-expectation framework is a generalization of the classical probabilistic system motivated by Knightian uncertainty, where the $G$-normal plays a central role. However, from a statistical perspective, $G$-normal distributions look quite different from the classical normal ones. For instance, its uncertainty is characterized by a set of distributions which covers not only classical normal with different variances, but additional distributions typically having non-zero…