The exact density of the sum of independent skew normal random variables

Saraleesan Nadarajah, Rui Li

    Research output: Contribution to journalArticlepeer-review

    Abstract

    The exact distribution of the sum of independent and non-identical skew normal random variables is derived. Its computational efficiency and a real data application are illustrated.
    Original languageEnglish
    JournalJournal of Computational and Applied Mathematics
    Volume311
    Early online date17 Jul 2016
    DOIs
    Publication statusPublished - 1 Feb 2017

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