Approximate skew normal distribution

By Samir K. Ashour, M. Abdel-Hameed. 2010

58 citations recorded by the source corpus.

Abstract We propose a new approximate skew normal distribution, it is easy to calculate, convenient, mathematically tractable and is in a closed form. It is particularly useful when the probability density function occurs in an expression to be used for further mathematical derivation or in programs for the skew normal distribution. Also, we propose approximate first moment second moment and variance to the skew normal distribution. A numerical comparison between exact and approximate values of pdf and cdf of the skew normal distribution is carried out.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3c7779f0b311e71a01bc9fb9f4179f5f9a24682d