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In probability theory and statistics, the split normal distribution also known as the two-piece normal distribution results from joining at the mode the corresponding halves of two normal distributions with the same mode but different variances. The split normal distribution was introduced by Gibbons and Mylroie and by John. The split normal distribution has been used mainly in econometrics and time series. A remarkable area of application is the construction of the fan chart, a representation of the inflation forecast distribution reported by inflation targeting central banks around the globe.