Table 2:
Multivariate Normal: MVN (μ, σ) | Multivariate Skew Normal: MSN (μ,σ,δ) |
---|---|
Clustering Variables | |
[Xlg,X2g] ~ MVN(μg, Σg) | [X1g,X2g] ~ MSN(μg,Σg,δg) |
μ1 = [0.50, 4.00], | μ1 = [-0.20,18.00], , δ1 = [2.60, 3.90] |
μ2 = [14.00, 21.00], | μ2 = [9.00, 23.00], , δ2 = [1.40, -0.30] |
μ3 = [23.00, 23.50], | μ3 = [26.00, 24.50], , 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) |