Research Article
A Method for Simulating Nonnormal Distributions with Specified L-Skew, L-Kurtosis, and L-Correlation
Table 3
Intermediate correlations for the L-moment procedure.
(a) |
| |
1
|
2
|
3
|
4
|
|
1
|
1
| | | |
2
|
0.678043
|
1
| | |
3
|
0.678043
|
0.687374
|
1
| |
4
|
0.835100
|
0.687374
|
0.678876
|
1
|
|
|
(b) |
| |
1
|
2
|
3
|
4
|
|
1
|
1
| | | |
2
|
0.380048
|
1
| | |
3
|
0.477524
|
0.388439
|
1
| |
4
|
0.576716
|
0.487002
|
0.381013
|
1
|
|
|