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

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摘要

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.

论文关键词：Convolution,Kampé de Fériet function,Normal distribution

论文评审过程：Received 29 May 2015, Revised 10 December 2015, Available online 17 July 2016, Version of Record 29 July 2016.

论文官网地址：https://doi.org/10.1016/j.cam.2016.06.032