A Method to Simulate the Skew Normal Distribution - Applied Mathematics

AM > Vol.5 No.13, July 2014

Applied Mathematics

Volume 5, Issue 13 (July 2014)

ISSN Print: 2152-7385 ISSN Online: 2152-7393

Google-based Impact Factor: 0.58 Citations

A Method to Simulate the Skew Normal Distribution ()

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Download as PDF (Size: 1120KB) PP. 2073-2076

DOI: 10.4236/am.2014.513201 4,898 Downloads 7,782 Views Citations

Author(s)

Dariush Ghorbanzadeh, Luan Jaupi, Philippe Durand

Affiliation(s)

CANAM-Département IMATH, Paris, France.

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.

KEYWORDS

Normal Distribution, Skew Normal Distribution

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.

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