[R-SIG-Finance] RNG from skewed Normal distribution

Zanella Marco marco.zanella at inbox.com
Wed Feb 4 12:35:41 CET 2009

Dear Sirs,
I'm in trouble with a random number generation from a skewed Normal distribution. In detail I have to generate numbers from a Normal distribution with a certain skewness and kurtosis.

It's an apparently simple problem but actually I have no idea how to solve it. Have you any suggestions?



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