| Name : R-ConfIntVariance
| |
| Version : 1.0.2
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 10:58:22
|
| Group : Development/Libraries/Other
| Source RPM : R-ConfIntVariance-1.0.2-lp153.2.13.src.rpm
|
| Size : 0.03 MB
| |
| Packager : (none)
| |
| Summary : Confidence Interval for the Univariate Population Variance without Normality Assumption
|
Description :
Surrounds the usual sample variance of a univariate numeric sample with
a confidence interval for the population variance. This has been done
so far only under the assumption that the underlying distribution is
normal. Under the hood, this package implements the unique
least-variance unbiased estimator of the variance of the sample
variance, in a formula that is equivalent to estimating kurtosis and
square of the population variance in an unbiased way and combining them
according to the classical formula into an estimator of the variance of
the sample variance. Both the sample variance and the estimator of its
variance are U-statistics. By the theory of U-statistic, the resulting
estimator is unique. See Fuchs, Krautenbacher (2016)
< doi:10.1080/15598608.2016.1158675> and the references therein for an
overview of unbiased estimation of variances of U-statistics.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
