We propose a formalism for estimating the skewness and angular power spectr
um of a general cosmic microwave background data set. We use the Edgeworth
expansion to define a non-Gaussian likelihood function that takes into acco
unt the anisotropic nature of the noise and the incompleteness of the sky c
overage. The formalism is then applied to estimate the skewness of the publ
icly available 4 yr COBE Differential. Microwave Radiometer (DMR) data. We
find that the data is consistent with a Gaussian skewness, and with isotrop
y. Inclusion of non-Gaussian degrees of freedom has essentially no effect o
n estimates of the power spectrum, if each C-iota is regarded as a separate
parameter or if the angular power spectrum is parametrized in terms of an
amplitude (Q) and spectral index (n). Fixing the value of the angular power
spectrum at its maximum-likelihood estimate, the best-fit skewness is S =
6.5 +/- 6.0 x 10(4) mu K-3; marginalizing over Q, the estimate of the skewn
ess is S = 6.5 +/- 8.4 x 10(4) mu K-3, and marginalizing over n one has S =
6.5 +/- 8.5 x 10(4) mu K-3.