[英]Different moments given by R using the same library
I'm using R
along with library moments
to generate a small dataset and compute the four initial moments of my data:我使用
R
和库moments
来生成一个小数据集并计算我的数据的四个初始时刻:
The code is shown below.代码如下所示。 I set a random seed for my PRNG and generates 1000 data points using a normal distribution.
我为我的 PRNG 设置了一个随机种子,并使用正态分布生成 1000 个数据点。
Then, I print four moments two ways.然后,我以两种方式打印四个时刻。 First, I print then individually.
首先,我单独打印。 Then, I print them using the method all.moments .
然后,我使用all.moments方法打印它们。
library(moments)
set.seed(123)
x = rnorm(1000, sd = 0.02)
print(mean(x));
print(var(x));
print(skewness(x))
print(kurtosis(x))
print(moments::all.moments(x, order.max = 4))
The outputs are shown below.输出如下所示。
print(mean(x));
0.0003225573
print(var(x));
0.0003933836
print(skewness(x));
0.06529391
print(kurtosis(x));
2.925747
print(moments::all.moments(x, order.max = 4));
1.000000e+00 3.225573e-04 3.930942e-04 8.889998e-07 4.527577e-07
One may note that both the skewness and the kurtosis of both methods are different.人们可能会注意到,两种方法的偏度和峰度都是不同的。
My question is: Why they give different results?我的问题是:为什么他们给出不同的结果? Which result is the right one?
哪个结果是正确的?
Note that the third and fourth moments are NOT the skewness and kurtosis.请注意,第三和第四个时刻不是偏度和峰度。 These should be calculated afterwards
这些应该事后计算
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