uM6: Unbiased central moment estimates

Description Usage Arguments Value See Also Examples

View source: R/unbmom1.R

Description

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

Usage

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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

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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 Aug. 11, 2018, 10:12 p.m.