Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 4

Cholesky decomposition for the conventional moment procedure.
(a)

𝑎 1 1 = 1 𝑎 1 2 = 0 . 8 1 5 4 6 9 𝑎 1 3 = 0 . 7 2 8 5 3 7 𝑎 1 4 = 0 . 8 9 9 0 9 9
0 𝑎 2 2 = 0 . 5 7 8 8 0 1 𝑎 2 3 = 0 . 2 9 1 6 8 9 𝑎 2 4 = 0 . 0 1 5 1 3 3
00 𝑎 3 3 = 0 . 6 1 9 8 0 0 𝑎 3 4 = 0 . 0 8 0 9 3 2
000 𝑎 4 4 = 0 . 4 2 9 9 3 3

(b)

𝑎 1 1 = 1 𝑎 1 2 = 0 . 4 4 1 5 9 4 𝑎 1 3 = 0 . 5 2 7 6 6 0 𝑎 1 4 = 0 . 6 3 6 3 1 5
0 𝑎 2 2 = 0 . 8 9 7 2 1 5 𝑎 2 3 = 0 . 2 1 9 5 4 4 𝑎 2 4 = 0 . 2 7 4 2 4 2
00 𝑎 3 3 = 0 . 8 2 0 5 9 4 𝑎 3 4 = 0 . 0 1 3 1 8 5
000 𝑎 4 4 = 0 . 7 2 0 9 1 7