The Skew-Normal Distribution in Data Envelopment Analysis; The New Approach for Performance Evaluation of Decision-Making Units

In this paper, we propose a new model of Data Envelopment analysis (DEA) with stochastic data. Almost, in all of the previous researches in DEA with stochastic data have been used the stochastic data when the inputs and outputs are normal distributed. The purpose of this paper is to provide the BCC model with stochastic data in which variables of inputs and outputs are skew-normal (SN) distribution. Also, it is shown that the model encompasses BCC model assuming a normal distribution of data as well. Finally, empirical examples of the proposed model in 10 branch of Iranian bank are provided.