Question: 4. In Example 3.3 try the additive skew model yi = + ui + i where ui is truncated Student t (positive values only)

4. In Example 3.3 try the additive skew model yi = μ + δui + σεi where ui is truncated Student t (positive values only) with unknown degrees of freedom, and ε is also Student t with the same df. Compare the estimated δ with that obtained taking ui and εi to be normal.

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