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

Table 2

Intermediate correlations for the conventional moment procedure.

(a)

	1	2	3	4
1	1
2	0.850758	1
3	0.781157	0.737229	1
4	0.942741	0.721594	0.720942	1

(b)

	1	2	3	4
1	1
2	0.482879	1
3	0.571693	0.428504	1
4	0.673333	0.518208	0.415569	1