Definition:Sheppard's Correction

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Definition

Let $S$ be a set of grouped data.

Let it be assumed that $S$ obeys a Gaussian (normal) distribution.

When calculating the moments of $S$ using the mid-interval values, it is in general necessary to apply an adjustment to the calculated values.

This is called a Sheppard's correction, and it is subtracted from the calculated moment thus:

\(\ds \hat \mu_2\) \(=\) \(\ds m_2 - \dfrac {h^2} {12}\)
\(\ds \hat \mu_3\) \(=\) \(\ds m_3\)
\(\ds \hat \mu_4\) \(=\) \(\ds m_4 - \dfrac {m_2} 2 + \dfrac {7 h^2} {240}\)

where:

$m_i$ is the $i$th moment calculated from the mid-interval values
$\hat \mu_i$ is the adjusted value of the $i$th moment
$h$ is the bin width.


Also see

  • Results about Sheppard's corrections can be found here.


Source of Name

This entry was named for William Fleetwood Sheppard.


Sources