Research Article
A Method for Simulating Nonnormal Distributions with Specified L-Skew, L-Kurtosis, and L-Correlation
Table 9
Correlation (strong) results for the L-moment procedure.
| (a) |
| | Parameter | Estimate | 95% bootstrap C.I. | Standard error | Relative bias% |
| |
0.7069
| 0.7053, 0.7083 |
0.00153
|
0.99
| |
0.7066
| 0.7050, 0.7081 |
0.00156
|
0.94
| |
0.8543
| 0.8535, 0.8552 |
0.00158
|
0.51
| |
0.7078
| 0.7063, 0.7092 |
0.00147
|
1.11
| |
0.7079
| 0.7065, 0.7094 |
0.00147
|
1.13
| |
0.7069
| 0.7054, 0.7083 |
0.00149
|
0.99
|
|
|
| (b) |
| | Parameter | Estimate | 95% bootstrap C.I. | Standard error | Relative bias% |
| |
0.6999
| 0.6997, 0.7002 |
0.00024
| — | |
0.7002
| 0.6999, 0.7004 |
0.00024
| — | |
0.8500
| 0.8499, 0.8502 |
0.00024
| — | |
0.6999
| 0.6997, 0.7001 |
0.00022
| — | |
0.7001
| 0.6998, 0.7003 |
0.00022
| — | |
0.7001
| 0.6999, 0.7003 |
0.00022
| — |
|
|
