feat: Add Azzalini Skew-Normal Distribution - #2028
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This PR introduces the Azzalini
SkewNormaldistribution totfp.distributions, providing a continuous probability distribution that generalizes the normal distribution to allow for non-zero skewness.This distribution is critical for robust statistical modeling where data exhibits asymmetry, such as in finance, survival analysis, and signal processing.
Implementation Details:
AutoCompositeTensorDistributionand implements standard TFP broadcasting patterns.math.special.owens_t, providing numeric stability and tight compliance with SciPy baselines.SkewNormalimplementsFULLY_REPARAMETERIZEDsampling. To avoid the inefficiencies of rejection sampling, the sampler employs the precisetf.GradientTape.math.special.log_ndtrandmath.special.log1psquareinternally to ensure numerically stable computations for extreme inputs.Testing & Verification
skew_normal_test.py.scipy.stats.skewnorm.@test_util.test_all_tf_execution_regimes.Checklist:
skew_normal.pyandskew_normal_test.pySkewNormalvia__init__.pyBUILD