uM2: Unbiased central moment estimates

In innager/Umoments: Unbiased Central Moment Estimates

Description

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

Usage

uM2(m2, n)

Arguments

m2	naive biased variance estimate m[2] = mean((X - X-bar)^2) for a vector X.
n	sample size.

Value

Unbiased variance estimate.

See Also

Other unbiased estimates (one-sample): uM2M3, uM2M4, uM2pow2, uM2pow3, uM3pow2, uM3, uM4, uM5, uM6

Examples

n <- 10
smp <- rgamma(n, shape = 3)
m <- mean(smp)
m <- c(m, mean((smp - m[1])^2))
uM2(m[2], n) - var(smp)

innager/Umoments documentation built on June 24, 2021, 8:23 p.m.