A Method for Simulating Burr Type III and Type XII Distributions through 𝐿-Moments and 𝐿-Correlations

Table 11

Cholesky decomposition on the intermediate correlations from Table 9.

𝑎11=1.0	𝑎12=0.868005	𝑎13=0.823239	𝑎14=0.718908
𝑎21=0.0	𝑎22=0.496556	𝑎23=0.181704	𝑎24=0.045655
𝑎31=0.0	𝑎32=0.0	𝑎33=0.537830	𝑎34=−0.343828
𝑎41=0.0	𝑎42=0.0	𝑎43=0.0	𝑎44=0.602387