uM2pow2 {Umoments} | R Documentation |
Unbiased central moment estimates
Description
Calculate unbiased estimates of central moments and their powers and products.
Usage
uM2pow2(m2, m4, n)
Arguments
m2 |
naive biased variance estimate |
m4 |
naive biased fourth central moment estimate |
n |
sample size. |
Value
Unbiased estimate of squared variance \mu_2^2
, where
\mu_2
is a variance.
See Also
Other unbiased estimates (one-sample):
uM2()
,
uM2M3()
,
uM2M4()
,
uM2pow3()
,
uM3()
,
uM3pow2()
,
uM4()
,
uM5()
,
uM6()
Examples
n <- 10
smp <- rgamma(n, shape = 3)
m <- mean(smp)
for (j in 2:4) {
m <- c(m, mean((smp - m[1])^j))
}
uM2pow2(m[2], m[4], n)
[Package Umoments version 1.0.1 Index]