Conditions C1-C6 of Chapter 4

C5 and C6 are the ones that bind in practice: they are what make the bias and variance formulas derivable, and C6 (existence of E X, E X^2, E X^3) rules out heavy-tailed data entirely.

Usage

morie_fauzi_conditions_c1_c6(x = NULL, transform = "log", check_moments = TRUE)

Arguments

x

optional sample, to evaluate the C6 moments.

transform

"log" or "identity".

check_moments

compute the empirical C6 moments.

Value

list: conditions, C3_bijective, C6_moments, heavy_tail_warning, binding_in_practice, why, transform, method.

References

Fauzi and Maesono (2023), Ch. 4, conditions C1-C6.

Examples

set.seed(1)
morie_fauzi_conditions_c1_c6(stats::rexp(50))$binding_in_practice
#> [1] "C5" "C6"