M2one: Unbiased central moment estimates

In innager/edgee: Edgeworth Expansions and Higher-Order Inference

Description

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

Usage

M2one(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: M2M3one, M2M3two, M2M4one, M2M4two, M2pow2one, M2pow2two, M2pow3one, M2pow3two, M2two, M3one, M3pow2one, M3pow2two, M3two, M4one, M4two, M5one, M5two, M6one, M6two

Examples

n <- 10 
smp <- rgamma(n, shape = 3) 
for (j in 2:6) { 
  assign(paste("m", j, sep = ""), mean((smp - mean(smp))^j))
} 
M2one(m2, n)

innager/edgee documentation built on May 22, 2019, 12:42 p.m.