method of moments

(1.4 hours to learn)


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.


This concept has the prerequisites:


  • 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)


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


See also