Method of Moments

GPTKB entity

Statements (23)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:appliesTo random variables
probability distributions
gptkbp:category gptkb:estimation_theory
mathematical statistics
gptkbp:contrastsWith maximum likelihood estimation
gptkbp:dependsOn population moments
sample moments
https://www.w3.org/2000/01/rdf-schema#label Method of Moments
gptkbp:introduced gptkb:Karl_Pearson
gptkbp:introducedIn 1894
gptkbp:limitation may be less efficient than maximum likelihood
may not always yield valid parameter estimates
gptkbp:relatedTo moment matching
generalized method of moments
gptkbp:requires existence of moments
gptkbp:usedFor parameter estimation
estimating parameters from data
fitting distributions
gptkbp:usedIn gptkb:probability_theory
statistics
gptkbp:bfsParent gptkb:Statistical_Inference
gptkbp:bfsLayer 7