How to create a dataset with an Epsilon Skew Normal distribution?

I am wanting to populate a dataset using a Epsilon Skew Normal distrubution. I know the mean and variance parameters to do this, but I wasn't sure what the MATLAB name for this would be. For example, I have populated other data sets with a normal distribution using r = normrnd(mu,sigma) and not normally distributed data using R = gevrnd(k,sigma,mu).Is there a way to do this same concept with an Epsilon Skew Normal distrubution?

Answer 1

[Rohit Pappu]

Currently, there isn't any MATLAB function to generate Epsilon Skew Normal DIstribution, but there is a workaround for it.

Please refer to Model Skewed Residual Series example for the workaround.