The method of moments is a technique for estimating the parameters of a statistical model. It works by finding values of the parameters that result in a match between the sample moments and the population moments (as implied by the model).

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Methods of Moments Estimation

  • Martin L. Hazelton

摘要

The method of moments is a technique for estimating the parameters of a statistical model. It works by finding values of the parameters that result in a match between the sample moments and the population moments (as implied by the model).