Plotting and testing of skewed-densities

To test whether a dataset follows a skew distribution, you can visualize the scatterplot and contour plot to look for non-ellipsoidal contours. You can also test whether the data follow multivariate normality.

In this exercise, you will use the skew-normal sample generated in the previous exercise and a new set of skew-\(t\) samples, generated using the same location and scale parameters, to test multivariate normality.