A Method for Simulating Burr Type III and Type XII Distributions through 𝐿-Moments and 𝐿-Correlations

Table 12

Cholesky decomposition on the intermediate correlations from Table 10.

𝑎11=1.0	𝑎12=0.784047	𝑎13=0.731921	𝑎14=0.579134
𝑎21=0.0	𝑎22=0.620701	𝑎23=0.170417	𝑎24=0.039301
𝑎31=0.0	𝑎32=0.0	𝑎33=0.659734	𝑎34=−0.053210
𝑎41=0.0	𝑎42=0.0	𝑎43=0.0	𝑎44=0.812544