(* Intermediate Correlation for Distributions 1 and 2. See Table 4. *)
;
Needs[“MultivariateStatistics”]
DF[MultinormalDistribution[ , , ], ];
DF[NormalDistribution[0, 1], ];
DF[NormalDistribution[0, 1], ];
(* S-D -moment Parameters for Distribution in Table 1*)
;
;
;
;
(* Quantile function for (1.1) *)
;
;
Piecewise[ , , ]
(* Compute the specified correlation in Table 2 for Distributions 1 and 2 *)
0.70
Algorithm 1: Mathematica source code for computing intermediate correlations for specified -correlations. The example is for distributions and ( ) in Table 1. See Tables 2 and 4.