On simulating Balakrishnan skew-normal variates

Mahdi Teimouri and Saralees Nadarajah

Computational Statistics & Data Analysis, 2013, vol. 57, issue 1, 52-58

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: Simulation; Skew-symmetric distributions; Truncation (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:57:y:2013:i:1:p:52-58

DOI: 10.1016/j.csda.2012.06.009

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