Generate Sample from Skew Normal distribution

For Generate Random Sample, the skew Normal distribution can be defined by its mean and variance and a skewness parameter (α). If α is zero the distribution is equivalent to the Normal distribution. It is negatively skewed if α < 0 and positively skewed if α > 0. The skewness varies between -1 and +1. The probability density function of the distribution is PRNORMAL(x)*CLNORMAL(αx)/α.