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. Author manuscript; available in PMC: 2019 May 16.
Published in final edited form as: J Am Stat Assoc. 2018 May 16;113(521):95–110. doi: 10.1080/01621459.2017.1330202

Table 2:

Parameters for MVN and MSN cluster scenarios in the simulation study.

Multivariate Normal: MVN (μ, σ) Multivariate Skew Normal:
MSN (μ,σ,δ)
Clustering Variables

[Xlg,X2g] ~ MVN(μg, Σg) [X1g,X2g] ~ MSN(μgg,δg)
μ1 = [0.50, 4.00], Σ1=[3.000.020.020.90] μ1 = [-0.20,18.00], Σ1=[0.0110.0130.0131.42], δ1 = [2.60, 3.90]
μ2 = [14.00, 21.00], Σ2=[3.000.100.101.00] μ2 = [9.00, 23.00], Σ2=[53.500.990.990.17], δ2 = [1.40, -0.30]
μ3 = [23.00, 23.50], Σ3=[55.101.801.800.90] μ3 = [26.00, 24.50], Σ3=[21.200.240.240.13], δ3 = [-0.90, -1.10]
p1 = 0.40, p2 = 0.30, p3 = 0.20 p1 = 0.54, p2 = 0.14, p3 = 0.32

Irrelevant Variables

X3 - MVN(68.00, 287.00) X3 ~ MSN(0.40, 2.00, 31.00)
X4 - MVN(60.00, 296.00) X4 ~ MSN(62.00, 292.00,0.00)

Correlated Variables

X5 = X1 + Z1, Z1 ~ MVN(0,60) X5 = X1 + Z1, Z1 ~ MSN(0.00,60.00,3.00)
X6 = X2 + Z2, Z2 ~ MVN(0,3) X6 = X1 + Z1, Z1 ~ MSN(0.00,3.00,0.00)