Plot of the bivariate Skew-t density and Skew-Cauchy function

The location and scale parameters are kept fixed in this demostration, to (0,0) and (1,1), respectively. You can choose the others paramters, i.e. the two components of the shape parameter, the association parameter and the degrees of freedom.

Note: when both components of the shape parameter are 0, you get the bivariate t distribution. When the degrees of freedom equal 1, you get the bivariate skew-Cauchy distribution.

Choose the parameters of the distribution

Shape[1] (any number)
Shape[2]: (any number)
Association: must be inside (-1,1)
Degrees of freedom: must be positive

Go back to Skew-Normal distribution