Dennis O'Dea <[EMAIL PROTECTED]> wrote:
> Let x| and s^2 be sample estimates drawn randomly from a population with
> mean mu and variance sigma^2, and finite third central moment mu3.
> Find Cov(x|,s^2)
I assume: X denotes the sample mean
s^2 denotes the 2nd sample central moment.
Then, here is a one-line solution with the new mathStatica software:
In[1]:= CentralMomentToCentral[{1,1}, {X,s2}]
Out[1]= mu_3 (n-1) / n^2
where mu_3 denotes the third central moment of the population.
Cheers
Colin
______________________________
Dr Colin Rose
mathStatica Pty Ltd
Email: [EMAIL PROTECTED]
Web: www.mathStatica.com
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