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Generate Sample from Exponentially modified Normal distribution

For Generate Random Sample, the exponentially modified Normal distribution can be defined as the sum of a Normal deviate with mean (μ) and variance (σ2) and an independent exponential deviate with mean τ. The mean is equal to μ+τ, and its variance is σ22. The distribution is skewed to the right by (τ/σ)3(1 + (τ/σ)2)-3/2.

Updated on January 30, 2023

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