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. Author manuscript; available in PMC: 2016 Mar 1.
Published in final edited form as: J Am Stat Assoc. 2014 Oct 2;110(509):27–44. doi: 10.1080/01621459.2014.964404

Table 3.

Robustness of the model to departures from normality. The table shows inferred posterior mean correlations for data sets with multivariate asymmetric Laplace distributions, with varying correlation and skewness, fit using the normal model, Equation 1. Standard deviations are 0.01 or less for all values.

True
Correlation
Asymmetric Laplace data, with skewness parameters m = [m1;m2]
[0, 0] [0, −1] [0, 1] [1, −1] [1, 1] [−1, −2] [1, 2]
ψ1,2 = 0.5 0.49 0.45 0.55 0.48 0.47 0.46 0.50
ψ1,2 = 0.8 0.79 0.79 0.81 0.80 0.78 0.78 0.80
ψ1,2 = 0.9 0.90 0.90 0.91 0.90 0.89 0.90 0.89