(* Intermediate Correlation for Distributions 1 and 2. See Table 3. *)
0.761371;
 
Needs[“MultivariateStatistics”]
DF ;
DF ;
DF ;
 
(* S-D C-Moment Parameters Distributions and in Table 1*)
;
;
;
;
;
;
;
;
 
(* Quantile functions for (1.1) *)
;
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Piecewise
 
;
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Piecewise
 
(* Compute the specified correlation in Table 2 for Distributions 1 and 2. *)
NIntegrate[ , , , Method MultiDimensional]
 
0.70
Algorithm 2: Mathematica source code for computing intermediate correlations for specified conventional Pearson correlations. The example is for distributions and ( ) in Table 1. See also Tables 2 and 3.