Skew distribution

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Article #836

#836

From: Veli Matti Suppola
Date: Fri, 08 Jan 1993 19:36

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Hi!

It is easy to simulate two normal distribution whose correlation
is close to one.

It is quite easy to simulate two skew distribution whose correlation
is close to one.

The problem is, how to simulate one normal distribution and one skew
distribution whose correlation is close to one?

I use Fortran (NAG) in my simulations

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Message-ID: <1993Jan8.193659.18456@jyu.fi>

Path: arc1-ca.pugleaf.net!sparky!uunet!mcsun!news.funet.fi!network.jyu.fi!vms

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Newsgroups: sci.math.stat
Path: arc1-ca.pugleaf.net!sparky!uunet!mcsun!news.funet.fi!network.jyu.fi!vms
From: vms@jyu.fi (Veli Matti Suppola)
Subject: Skew distribution 
Message-ID: <1993Jan8.193659.18456@jyu.fi>
Keywords: simulation, skewness
Organization: University of Jyvaskyla, Finland
Date: Fri, 8 Jan 1993 19:36:59 GMT
Lines: 14