[GDJ18] Application and generation of the univariate Skew Normal random variable
Chapitres de Livre :
Titre du livre: "
Transactions on Engineering Technologies. 25th World Congress on Engineering (WCE 2017)",
August 2018,
Springer Nature Singapore Pte Ltd.,
pp. 129-138,
(
doi: 10.1007/978-981-13-0746-1)
(
isbn: 10.1007/978-981-13-0746-1)
Mots clés: Skew normal distribution, maximum likelihood estimation, methods of moments estimation.
Résumé:
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.