How to create a dataset with an Epsilon Skew Normal distribution?

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I am wanting to populate a dataset using a Epsilon Skew Normal distrubution. I know the mean and variance parameters to do this, but I wasn't sure what the MATLAB name for this would be. For example, I have populated other data sets with a normal distribution using r = normrnd(mu,sigma) and not normally distributed data using R = gevrnd(k,sigma,mu).Is there a way to do this same concept with an Epsilon Skew Normal distrubution?

Answers (1)

Rohit Pappu
Rohit Pappu on 15 Mar 2021
Currently, there isn't any MATLAB function to generate Epsilon Skew Normal DIstribution, but there is a workaround for it.
Please refer to Model Skewed Residual Series example for the workaround.

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