Research Article
A Method for Simulating Nonnormal Distributions with Specified L-Skew, L-Kurtosis, and L-Correlation
Table 7
L-skew (
) and
L-kurtosis (
) results.
(a) |
| Dist | Parameter | Estimate | 95% bootstrap C.I. | Stand. error | Relative bias % |
| 1 | |
0.2043
| |
0.00091
|
−11.2
| |
0.2343
| |
0.00072
|
−6.3
| 2 | |
−0.1075
| |
0.00086
|
−10.4
| |
0.1942
| |
0.00058
|
−2.9
| 3 | |
0.0015
| |
0.00098
| — | |
0.2413
| |
0.00063
|
−3.5
| 4 | |
0.00116
| |
0.00070
| — | |
0.1654
| |
0.00050
|
−0.76
|
|
|
(b) |
| Dist | Parameter | Estimate | 95% bootstrap C.I. | Stand. error | Relative bias % |
| 1 | | | | | | | | | | | 2 | | | | | — | | | | | — | 3 | | | | | — | | | | | — | 4 | | | | | — | | | | | — |
|
|