Approximate skew normal distribution

• Main Authors: Samir K. Ashour, Mahmood A. Abdel-hameed
• Format: Article
• Language: English
• Published: Elsevier 2010-10-01
• Series: Journal of Advanced Research
• Subjects: Skew normal distribution; Skewness; Approximation; Cumulative distribution function
• Online Access: http://www.sciencedirect.com/science/article/pii/S209012321000069X

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.