Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10327515 | Computational Statistics & Data Analysis | 2013 | 7 Pages |
Abstract
The novel Balakrishnan skew-normal distribution was introduced in 2008. The only known scheme for simulating from this distribution is based on acceptance/rejection sampling. Here, we introduce an alternative scheme that is more efficient. We also derive various stochastic representations for the Balakrishnan skew-normal distribution.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computational Theory and Mathematics
Authors
Mahdi Teimouri, Saralees Nadarajah,