uM6: Unbiased central moment estimates

In innager/Umoments: Unbiased Central Moment Estimates

Description

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

Usage

uM6(m2, m3, m4, m6, n)

Arguments

m2	naive biased variance estimate m[2] = mean((X - X-bar)^2) for a vector X.
m3	naive biased third central moment estimate m[3] = mean((X - X-bar)^3) for a vector X.
m4	naive biased fourth central moment estimate m[4] = mean((X - X-bar)^4) for a vector X.
m6	naive biased sixth central moment estimate m[6] = mean((X - X-bar)^6) for a vector X.
n	sample size.

Value

Unbiased estimate of a sixth central moment.

See Also

Other unbiased estimates (one-sample): uM2M3, uM2M4, uM2pow2, uM2pow3, uM2, uM3pow2, uM3, uM4, uM5

Examples

n <- 10
smp <- rgamma(n, shape = 3)
m <- mean(smp)
for (j in 2:6) {
  m <- c(m, mean((smp - m[1])^j))
}
uM6(m[2], m[3], m[4], m[6], n)

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