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 σ2+τ2. The distribution is skewed to the right by (τ/σ)3(1 + (τ/σ)2)-3/2.
Generate Sample from Exponentially modified Normal distribution
Updated on January 30, 2023