OFFSET
1,2
COMMENTS
The variance of the n-th sample moment is exactly a(n) / k for sample size k.
For a non-standard normal r.v. X ~ N(0, sigma^2), Var(X^n) = a(n) sigma^(2n).
REFERENCES
M. G. Kendall and A. Stuart, The Advanced Theory of Statistics Volume 1, Charles Griffin & Company, 1963, page 229.
FORMULA
a(n) = M(2n) - M(n)^2, where M(n) = A123023(n) are the moments of N(0, 1).
EXAMPLE
If Z ~ N(0, 1), then Var(Z) = 1, Var(Z^2) = 2, Var(Z^3) = 15, etc.
CROSSREFS
KEYWORD
nonn
AUTHOR
Adam M. Scherlis, Oct 10 2024
STATUS
approved