  For the extended skew-normal distribution, which represents an extension of
the normal (or Gaussian) distribution, we focus on the properties of the
log-likelihood function and derived quantities in the the bivariate case.
Specifically, we derive explicit expressions for the score function and the
information matrix, in the observed and the expected form; these do not appear
to have been examined before in the literature. Corresponding computing code in
R language is provided, which implements the formal expressions.
