A Method to Simulate the Skew Normal Distribution

Autor: Philippe Durand, Dariush Ghorbanzadeh, Luan Jaupi
Rok vydání: 2014
Předmět:
Zdroj: Applied Mathematics. :2073-2076
ISSN: 2152-7393
2152-7385
DOI: 10.4236/am.2014.513201
Popis: A new method is developed to simulate the skew normal distribution. The result is interesting from a practical as well as a theoretical viewpoint. The new method is simple to program and is more efficient than the standard method of simulation by acceptance-rejection method.
Databáze: OpenAIRE