Abstract : In this paper, for the generating the Skew normal random variables, we propose a new method based on the combination of minimum and maximum of two independent normal random variables. The estimation of parameters using the maximum likelihood estimation and the methods of moments estimation method. A real data set has been considered to illustrate the practical utility of the paper. keyword: Skew normal distribution, maximum likelihood estimation, methods of moments estimation.
https://hal-cnam.archives-ouvertes.fr/hal-02465107
Contributor : Luan Jaupi
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Submitted on : Wednesday, February 5, 2020 - 7:03:31 PM
Last modification on : Friday, February 7, 2020 - 10:24:25 AM
Dariush Ghorbanzadeh, Philippe Durand, Luan Jaupi. Generating the Skew Normal random variable. World Congress on Engineering 2017, IAENG, Jul 2017, London-UK, United Kingdom. pp.113-116. ⟨hal-02465107⟩
