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  3. Multivariate Probability Distributions in R

Exercise

Parameter estimation for multivariate skew-normals

Unlike multivariate normal, where the parameters estimates can be obtained using the sample mean and sample variance-covariance matrix, the parameters of the skew-normal distribution need to be estimated by an iterative process. You can make use of existing functions in the sn packages to get the estimates.

In the previous exercise, we examined the Ht and Wt variables from the ais.female object and determined that a skew-normal distribution can model the distribution. Now, we will estimate the parameters of this distribution.

Instructions

100 XP
  • Calculate the parameters of the skew-normal distribution and assign it to object fit.ais.
  • Print only the skewness parameters.