Timeline for Expectation of log skew normal distribution
Current License: CC BY-SA 4.0
5 events
| when toggle format | what | by | license | comment | |
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| Sep 7, 2020 at 0:06 | history | edited | JimB | CC BY-SA 4.0 |
Changed from Erf notation to the usual cdf notation for a standard normal distribution.
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| Sep 6, 2020 at 18:51 | comment | added | JimB | I'll modify the answer to align with the notation I use the most: the cdf of the standard normal distribution: $\Phi()$. | |
| Sep 6, 2020 at 17:19 | vote | accept | J Doe | ||
| Sep 6, 2020 at 17:19 | comment | added | J Doe | You're correct in your assumptions! Thanks for forwarding that bit on the error function I have yet to come across one. I just simulated it out and your formula matches up perfectly with monte carlo simulations, thank you! Adding in the Python code to my post for anyone interested in learning (only simulated the mean but they should get the point) Just curious but how did you derive these formulas? | |
| Sep 4, 2020 at 21:05 | history | answered | JimB | CC BY-SA 4.0 |