unbMom: Unbiased central moment estimates

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

Unbiased central moment estimates

Description

Calculate unbiased estimates of central moments and their powers and products up to specified order.

Usage

unbMom(smp, order)

Arguments

smp	sample.
order	highest order of the estimates to calclulate. Estimates of lower orders will be included.

Details

Unbiased estimates up to the 6th order can be calculated. Second and third orders contain estimates of the variance and third central moment, fourth order includes estimates of fourth moment and squared variance (\mu_2^2), fifth order - of fifth moment and a product of second and third moments (\mu_2 \mu_3), sixth order - of sixth moment, a product of second and fourth moments (\mu_2 \mu_4), squared third moment (\mu_3^2), and cubed variance (\mu_2^3).

Value

A named vector of estimates of central moments and their powers and products up to order. The highest order available is 6th. The names of the elements are "M2", "M3", "M4", "M5", "M6" for corresponding central moments, "M2M3", "M2M4" for products of the moments (second and third, second and fourth), and "M2pow2", "M2pow3", "M3pow2" for powers of the moments - corresponding to estimates of squared variance, cubed variance, and squared third moment.

See Also

unbMom2smp for two-sample pooled estimates.

Examples

smp <- rgamma(10, shape = 3)
unbMom(smp, 6)

innager/edgee documentation built on April 24, 2024, 8:14 p.m.