Biased-estimations of the Variance and Skewness

Abstract

Nonlinear combinations of direct observables are often used to estimate quantities of theoretical interest. Without sufficient caution, this could lead to biased estimations. An example of great interest is the skewness $S_3$ of the galaxy distribution, defined as the ratio of the third moment $\xibar_3$ and the variance squared $\xibar_2^2$. Suppose one is given unbiased estimators for $\xibar_3$ and $\xibar_2^2$ respectively, taking a ratio of the two does not necessarily result in an unbiased estimator of $S_3$. Exactly such an estimation-bias affects most existing measurements of $S_3$. Furthermore, common estimators for $\xibar_3$ and $\xibar_2$ suffer also from this kind of estimation-bias themselves: for $\xibar_2$, it is equivalent to what is commonly known as the integral constraint. We present a unifying treatment allowing all these estimation-biases to be calculated analytically. They are in general negative, and decrease in significance as the survey volume increases, for a given smoothing scale. We present a re-analysis of some existing measurements of the variance and skewness and show that most of the well-known systematic discrepancies between surveys with similar selection criteria, but different sizes, can be attributed to the volume-dependent estimation-biases. This affects the inference of the galaxy-bias(es) from these surveys. Our methodology can be adapted to measurements of analogous quantities in quasar spectra and weak-lensing maps. We suggest methods to reduce the above estimation-biases, and point out other examples in LSS studies which might suffer from the same type of a nonlinear-estimation-bias.