Xi'an's Og

Based on a (basic) question on X validated, I re-read Halmos‘ (1946) famous paper on the non-existence of centred moments of order larger than the sample size. While the exposition may sound a wee bit daunting, the reasoning is essentially based on a recursion and the binomial theorem, since expanding the kth power leads to lesser moments, all of which can be estimated from a subsample.

This entry was posted on May 16, 2020 at 12:20 am and is filed under Books, Kids, Statistics, University life with tags central moments, cross validated, Paul Halmos, unbiasedness. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.