A Method for Simulating Nonnormal Distributions with Specified L-Skew, L-Kurtosis, and L-Correlation

Table 1

Specified correlation matrices for the distributions in Figure 4.

(a)

	1	2	3	4
1	1
2	0.70	1
3	0.70	0.70	1
4	0.85	0.70	0.70	1

(b)

	1	2	3	4
1	1
2	0.40	1
3	0.50	0.40	1
4	0.60	0.50	0.40	1