Teimouri, Mahdi; Nadarajah, Saralees - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 52-58
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...