I have this skewed normal distribution:
from scipy.stats import norm
def skewnorm(xi,w,a,x):
m = (x-xi)/w
return (2/((w)))*norm.pdf(m)*norm.cdf(a*m)
I would like to generate random samples with this distribution with certain values for xi,w and a in order to implement a montecarlo simulation with some stocks returns.
I would like to do the same as: np.random.normal(mean, std, n)but with my skewed normal distribution.
Can you help me? thank you very much
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