I'm trying to see what is the Fourier transform of the Skew normal distribution. My intuition and looking at some formulas for integrals about the error function suggests to me that it might be another Skew normal, just like the FT of a Gaussian is another Gaussian. I couldn't find any result on this question so I'm trying to derive it myself, but I want to know if this is a well know fact already.
2026-03-29 07:39:19.1774769959
What is the Fourier transform of the Skew normal distribution?
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