A Method to Simulate the Skew Normal Distribution
Autor: | Philippe Durand, Dariush Ghorbanzadeh, Luan Jaupi |
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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 |
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