most probable value of estimator of k-th central moment
- From: "eric" <questermocolle@xxxxxxxxxxx>
- Date: 27 Feb 2007 10:10:15 -0800
Hi all, I have a (possibly) naive question, hope someone can give me
some
references. Consider the estimator of the k-th central moment from N
i.i.d. data:
mu_k(N) = 1/N \Sum_{i=1,N} (X_i)^k
(let's assume X_i has zero mean). Is there any general result for the
N-dependence
of the pdf of mu_k, for example if the X_i are normal distributed?
Specifically
I'm interested in the most probable value of mu_k(N).
Not asking for exact results, bounds would be good...
thanks.
.
- Follow-Ups:
- Re: most probable value of estimator of k-th central moment
- From: kenneth_m_lin
- Re: most probable value of estimator of k-th central moment
- Prev by Date: Re: Klondike Solitaire Odds
- Next by Date: Re: most probable value of estimator of k-th central moment
- Previous by thread: WSJ article on application of instrument variables regression
- Next by thread: Re: most probable value of estimator of k-th central moment
- Index(es):