表 2' のように $x\cdot f ( x )$ ,$x^{2}\cdot f ( x )$ ,$x^{3}\cdot f ( x )$ ,$x^{4}\cdot f ( x )$ を計算する。
それぞれの合計 $\nu_{1}$,$\nu_{2}$,$\nu_{3}$,$\nu_{4}$ を求める。> x <- 0:7 > f <- c(0.13533528, 0.27067057, 0.27067057, 0.18044704, 0.09022352, 0.03608941, 0.01202980, 0.00453381) > x.f <- x*f > x2.f <- x^2*f > x3.f <- x^3*f > x4.f <- x^4*f > old <- options(digits=9) > ( d <- data.frame(x, f, x.f, x2.f, x3.f, x4.f) ) x f x.f x2.f x3.f x4.f 1 0 0.13533528 0.00000000 0.00000000 0.00000000 0.00000000 2 1 0.27067057 0.27067057 0.27067057 0.27067057 0.27067057 3 2 0.27067057 0.54134114 1.08268228 2.16536456 4.33072912 4 3 0.18044704 0.54134112 1.62402336 4.87207008 14.61621024 5 4 0.09022352 0.36089408 1.44357632 5.77430528 23.09722112 6 5 0.03608941 0.18044705 0.90223525 4.51117625 22.55588125 7 6 0.01202980 0.07217880 0.43307280 2.59843680 15.59062080 8 7 0.00453381 0.03173667 0.22215669 1.55509683 10.88567781
これらより,> ( nu <- colSums(d)[3:6] ) x.f x2.f x3.f x4.f 1.99860943 5.97841727 21.74712037 91.34701091
母平均値 $= \mu = \nu_{1} = 1.99860943$
母分散 $= \sigma^{2} = \nu_{2}' = \nu_{2} - \nu_{1}^{2} = 5.97841727 - 1.99860943^{2} = 1.98397762$
また,> nu <- unname(nu) > ( mu <- nu[1] ) [1] 1.99860943 > ( sigma2 <- nu2.prime <- nu[2]-nu[1]^2 ) [1] 1.98397762
$\nu_{3}' = \nu_{3} - 3 \nu_{2} \nu_{1} + 2 \nu_{1}^{3} = 21.74712037 - 3 \cdot 5.97841727 \cdot 1.99860943 + 2 \cdot 1.99860943^{3} = 1.86820649$ $\nu_{4}' = \nu_{4} - 4 \nu_{3} \nu_{1} + 6 \nu_{2} \nu_{1}^{2} - 3 \nu_{1}^{4} = 91.34701091 - 4 \cdot 21.74712037 \cdot 1.99860943 + 6 \cdot 5.97841727 \cdot 1.99860943^{2} - 3 \cdot 1.99860943^{4} = 12.90692914$
より,> ( nu3.prime <- nu[3]-3*nu[2]*nu[1]+2*nu[1]^3 ) [1] 1.86820649 > ( nu4.prime <- nu[4]-4*nu[3]*nu[1]+6*nu[2]*nu[1]^2-3*nu[1]^4 ) [1] 12.9069291
母歪度 $= \alpha_{3} = \nu_{3}' / \sigma^{3} = 1.86820649 / 1.98397762^{1.5} = 0.66852819$
母尖度 $= \alpha_{4} = \nu_{4}' / \sigma^{4} = 12.90692914 / 1.98397762^{2} = 3.27906020$
> ( alpha3 <- nu3.prime/sigma2^1.5 ) [1] 0.66852819 > ( alpha4 <- nu4.prime/sigma2^2 ) [1] 3.2790602 > options(old)
$x$ | $f(x)$ | $x\ f(x)$ | $x^{2}\ f(x)$ | $x^{3}\ f(x)$ | $x^{4}\ f(x)$ |
---|---|---|---|---|---|
0 | 0.13533528 | 0.00000000 | 0.00000000 | 0.00000000 | 0.00000000 |
1 | 0.27067057 | 0.27067057 | 0.27067057 | 0.27067057 | 0.27067057 |
2 | 0.27067057 | 0.54134114 | 1.08268228 | 2.16536456 | 4.33072912 |
3 | 0.18044704 | 0.54134112 | 1.62402336 | 4.87207008 | 14.61621024 |
4 | 0.09022352 | 0.36089408 | 1.44357632 | 5.77430528 | 23.09722112 |
5 | 0.03608941 | 0.18044705 | 0.90223525 | 4.51117625 | 22.55588125 |
6 | 0.01202980 | 0.07217880 | 0.43307280 | 2.59843680 | 15.59062080 |
7 | 0.00453381 | 0.03173667 | 0.22215669 | 1.55509683 | 10.88567781 |
合計 | 1.00000000 | 1.99860943 | 5.97841727 | 21.74712037 | 91.34701091 |