A Method for Simulating Nonnormal Distributions with Specified L-Skew, L-Kurtosis, and L-Correlation
Figure 2
Two asymmetric - distributions pdfs and their associated cdfs. The parameters of skew () and kurtosis () are based on (A.2) in the appendix. The parameters of -skew () and -kurtosis () are based on (3.15) and (3.16). The distribution in (b) is a local pdf in the range of .
