We describe a simple technique for computing population moments of a large class of sample statistics. We assume these to be symmetric functions ofn independent observations, wheren is relatively large. This enables us to expand the results in powers of 1⋨ The algorithm is demonstrated using Mathematica.
KeywordsSymmetric Function Sampling Distribution Central Moment Moment Generate Function Symmetric Polynomial
Unable to display preview. Download preview PDF.
- Kendall M G and Stuart A (1969),The Advanced Theory of Statistics (Volume I), Hafner Publishing Company, New York.Google Scholar
- Heckman J (1976), “The common structure of statistical models of truncation, sample selection, and limited dependent variables and a simple estimator for such models”,The Annals of Economic and Social Measurement, 5, 475–492.Google Scholar