Umoments (version 1.0.1)

uM6pool: Pooled central moment estimates - two-sample

Description

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

Usage

uM6pool(m2, m3, m4, m6, n_x, n_y)

Value

Unbiased estimate of a sixth central moment.

Arguments

m2

naive biased variance estimate $m_2=1/(n_x+n_y)\sum _{i=1}^{n_x}((X_i-\overline{X}{)}^2+\sum _{i=1}^{n_y}((Y_i-\overline{Y}{)}^2$ for vectors X and Y.

m3

naive biased third central moment estimate $m_3=1/(n_x+n_y)\sum _{i=1}^{n_x}((X_i-\overline{X}{)}^3+\sum _{i=1}^{n_y}((Y_i-\overline{Y}{)}^3$ for vectors X and Y.

m4

naive biased fourth central moment estimate $m_4=1/(n_x+n_y)\sum _{i=1}^{n_x}((X_i-\overline{X}{)}^4+\sum _{i=1}^{n_y}((Y_i-\overline{Y}{)}^4$ for vectors X and Y.

m6

naive biased sixth central moment estimate $m_6=1/(n_x+n_y)\sum _{i=1}^{n_x}((X_i-\overline{X}{)}^6+\sum _{i=1}^{n_y}((Y_i-\overline{Y}{)}^6$ for vectors X and Y.

n_x

number of observations in the first group.

n_y

number of observations in the second group.

See Also

Other pooled estimates (two-sample): uM2M3pool(), uM2M4pool(), uM2pool(), uM2pow2pool(), uM2pow3pool(), uM3pool(), uM3pow2pool(), uM4pool(), uM5pool()

Examples

nx <- 10
ny <- 8
shp <- 3
smpx <- rgamma(nx, shape = shp) - shp
smpy <- rgamma(ny, shape = shp)
mx <- mean(smpx)
my <- mean(smpy)
m  <- numeric(6)
for (j in 2:6) {
  m[j] <- mean(c((smpx - mx)^j, (smpy - my)^j))
}
uM6pool(m[2], m[3], m[4], m[6], nx, ny)