A Method to Simulate the Skew Normal Distribution

• 作者: Dariush Ghorbanzadeh Luan Jaupi Philippe Durand
• 来源期刊: 应用数学(英文)
• 学科: 医学
• 关键词: NORMAL DISTRIBUTION SKEW NORMAL DISTRIBUTION
• 年，卷（期）: 2014,（13）
• 页码范围: 2073-2076
• 页数: 4页
• 分类号: R73

摘要

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.