method of moments

(1.4 hours to learn)

Summary

The method of moments is a simple method for estimating the parameters of a probability distribution from data. The parameters are chosen so that the model moments match the empirical moments.

Context

This concept has the prerequisites:

Goals

  • Understand what the method of moments estimator is and how to compute it for simple parametric models.

Core resources (read/watch one of the following)

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Supplemental resources (the following are optional, but you may find them useful)

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See also