Drawing samples from skew distributions
In this exercise, you will generate random samples from a bivariate skew-normal distribution using the rmsn() function from the sn package for specified location, scale, and skewness parameters. You will then modify the code to generate random samples from a bivariate t-distribution.
The mu.sim and sigma.sim objects are preloaded for you.
This exercise is part of the course
Multivariate Probability Distributions in R
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Generate the skew-normal samples
skewnorm.sample <- rmsn(n = ___, xi = ___, Omega = ___, alpha = ___)
# Print first six samples
head(___)