uM3: Unbiased central moment estimates

In Umoments: Unbiased Central Moment Estimates

Unbiased central moment estimates

Description

Calculate unbiased estimates of central moments and their powers and products.

Usage

uM3(m3, n)

Arguments

m3	naive biased third central moment estimate m_3 = 1/n \sum_{i = 1}^n ((X_i - \bar{X})^3 for a vector X.
n	sample size.

Value

Unbiased estimate of a third central moment.

See Also

Other unbiased estimates (one-sample): uM2(), uM2M3(), uM2M4(), uM2pow2(), uM2pow3(), uM3pow2(), uM4(), uM5(), uM6()

Examples

n <- 10
smp <- rgamma(n, shape = 3)
m <- mean(smp)
for (j in 2:3) {
  m <- c(m, mean((smp - m[1])^j))
}
uM3(m[3], n)

Umoments documentation built on Oct. 2, 2024, 9:08 a.m.