An L-Moment-Based Analog for the Schmeiser-Deutsch Class of Distributions
Algorithm 1
Mathematica source code for computing intermediate correlations for specified -correlations. The example is for distributions and () in Table 1. See Tables 2 and 4.
(* Intermediate Correlation for Distributions 1 and 2. See Table 4. *)
;
Needs[“MultivariateStatistics”]
DF[MultinormalDistribution[, , ], ];
DF[NormalDistribution[0, 1], ];
DF[NormalDistribution[0, 1], ];
(* S-D -moment Parameters for Distribution in Table 1*)