Short communication: On simulating Balakrishnan skew-normal variates

Authors:
Mahdi Teimouri;Saralees Nadarajah
Affiliations:
Department of Statistics, Gonbad Kavous University, Gonbad Kavous, Iran;School of Mathematics, University of Manchester, Manchester M13 9PL, UK
Venue:
Computational Statistics & Data Analysis
Year:
2013

Citing 2
Cited 1

A general class of multivariate skew-elliptical distributions

Journal of Multivariate Analysis
A new skew generalization of the normal distribution: Properties and applications

Computational Statistics & Data Analysis

Erratum: Erratum to: "On simulating Balakrishnan skew-normal variates" by Mahdi Teimouri and Saralees Nadarajah [Comput. Statist. Data Anal. 57 (2013) 52-58]

Computational Statistics & Data Analysis

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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.