TITLE:
A Method to Simulate the Skew Normal Distribution
AUTHORS:
Dariush Ghorbanzadeh, Luan Jaupi, Philippe Durand
KEYWORDS:
Normal Distribution, Skew Normal Distribution
JOURNAL NAME:
Applied Mathematics,
Vol.5 No.13,
July
22,
2014
ABSTRACT:
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.