Modelling a Cumulative distribution function for a skewed normal distribution

Otibiz

New Member
Joined
Jan 11, 2022
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2
Hi, I am trying to create a formula in excel which shows the provides the Cumulative distribution function for a skewed normal distribution giving set parameters for skewness, mean and std. dev.

I have done this for a normal distribution using the Norm.Dist (Culminative True) function, but i am having trouble doing the same for a skewed normal distribution.

Basically, the aim is to have a column which states the x value, (weeks), and based on this X value, a mean of 30, a standard deviation of 5, to be able to determine the CDF probability at intervals of x=1 to 60.

Note, I have attained the Probability density function using formula 2/w * NORM.DIST((x-u)/w, 0, 1, FALSE) * NORM.S.DIST(a*(x-u)/w,TRUE)*quantity, but i cannot work out how to do the CDF.

I am not able to use VBA. :(

I have been using Wikipedia for the formulas. Skew normal distribution - Wikipedia

Thank you for any help!
 

Excel Facts

Which lookup functions find a value equal or greater than the lookup value?
MATCH uses -1 to find larger value (lookup table must be sorted ZA). XLOOKUP uses 1 to find values greater and does not need to be sorted.

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