Article ID Journal Published Year Pages File Type
10327515 Computational Statistics & Data Analysis 2013 7 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Computer Science Computational Theory and Mathematics
Authors
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