how can we generate random numbers using skew normal distribution in multivariate case?
1 Answers
3
votes
Use the rsn function from the sn package in R (as I think from another question that R will work for you also):
rsn(n=100, location=1.256269, scale=1.605681, shape=5)
Will generate 100 (n) random numbers from a skew-normal distribution with the required location, scale and shape. Use higher sample size for plotting, e.g.:
hist(rsn(n=10000, location=1.256269, scale=1.605681, shape=5))
