Research Article
A Method for Simulating Nonnormal Distributions with Specified L-Skew, L-Kurtosis, and L-Correlation
Table 8
Correlation (strong) results for the conventional moment procedure.
| (a) |
| | Parameter | Estimate | 95% bootstrap C.I. | Standard error | Relative bias% |
| |
0.7857
| 0.7846, 0.7863 |
0.00114
|
12.24
| |
0.7528
| 0.7515, 0.7541 |
0.00148
|
7.54
| |
0.9083
| 0.9079, 0.9088 |
0.00125
|
6.86
| |
0.7277
| 0.7264, 0.7290 |
0.00141
|
3.96
| |
0.7178
| 0.7165, 0.7190 |
0.00133
|
2.54
| |
0.7185
| 0.7172, 0.7198 |
0.00138
|
2.64
|
|
|
| (b) |
| | Parameter | Estimate | 95% bootstrap C.I. | Standard error | Relative bias% |
| |
0.7145
| 0.7141, 0.7149 |
0.00044
|
2.07
| |
0.7073
| 0.7069, 0.7077 |
0.00037
|
1.04
| |
0.8615
| 0.8610, 0.8617 |
0.00067
|
1.35
| |
0.7046
| 0.7043, 0.7048 |
0.00026
|
0.66
| |
0.7009
| 0.7006, 0.7011 |
0.00022
|
0.13
| |
0.7011
| 0.7009, 0.7013 |
0.00022
|
0.16
|
|
|
