An Expression for Fast Computation of Sample Central Moments

Saralees Nadarajah and Rui Li

The American Statistician, 2018, vol. 72, issue 2, 169-171

Abstract: An expression is provided for the expectation of sample central moments. It is practical and offers computational advantages over the original form due to Kong (The American Statistician, 65, 2011, 198–199).

Date: 2018
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/00031305.2017.1286259 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:amstat:v:72:y:2018:i:2:p:169-171

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/UTAS20

DOI: 10.1080/00031305.2017.1286259

Access Statistics for this article

The American Statistician is currently edited by Eric Sampson

More articles in The American Statistician from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().