uM3: Unbiased central moment estimates

In innager/Umoments: 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] = mean((X - X-bar)^3) for a vector X.
n	sample size.

Value

Unbiased estimate of a third central moment.

See Also

Other unbiased estimates (one-sample): uM2M3, uM2M4, uM2pow2, uM2pow3, uM2, 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)

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