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On simulating Balakrishnan skew-normal variates

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.
Year of publication:
2013
Authors: Teimouri, Mahdi ; Nadarajah, Saralees
Published in:
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 57.2013, 1, p. 52-58
Publisher: Elsevier
Subject: Simulation | Skew-symmetric distributions | Truncation
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Type of publication: Article
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Persistent link: https://www.econbiz.de/10010580848
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