Research Article

A Doubling Method for the Generalized Lambda Distribution

Table 5

Cholesky decomposition for the 𝐿 -moment procedure.
(a)

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

(b)

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