Hi. I was trying to calculate 2. order moment for a loggamma sample. Also, I checked it with the function mlgamma from the package actuar, which calculates moments based on loggamma parameters. Se below - I get big deviations. Numerical integration suggests that mlgamma gets it right. What fails in my attempt to use SLLN to estimate the 2. order moments?
Code: sum(rlgamma(10^6,25,2.6)^2)/10^6 #Estimation by SLLN [1] 1.964011e+13 > mlgamma(2,25,2.6) #2.order moment by mlgamma [1] 8.328225e+15 The difference is more than a factor 100! I have tried to run the code several times but I never manage to exceed the value of mlgamma - that is, by SLLN I keep underestimating the 2. order moment. (and tried with larger samples as well, but my cpu wont accept sample larger than 10^7). Does anyone have an idea of what is happening? Michael -- View this message in context: http://www.nabble.com/SLLN-for-loggamma-fails-for-2-order-moments-tp17837233p17837233.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
