A Method to Simulate the Skew Normal Distribution ()
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.
Share and Cite:
Ghorbanzadeh, D. , Jaupi, L. and Durand, P. (2014) A Method to Simulate the Skew Normal Distribution.
Applied Mathematics,
5, 2073-2076. doi:
10.4236/am.2014.513201.
Conflicts of Interest
The authors declare no conflicts of interest.
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