Skip to main

Mathematics (thesaurus)

Search from vocabulary

Concept information

mathematical statistics > method of moments

Término preferido

method of moments  

Definición

  • In statistics, the method of moments is a method of estimation of population parameters. The same principle is used to derive higher moments like skewness and kurtosis. It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest. Those expressions are then set equal to the sample moments. The number of such equations is the same as the number of parameters to be estimated. Those equations are then solved for the parameters of interest. The solutions are estimates of those parameters.
    (Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Method_of_moments_(statistics))

Concepto genérico

En otras lenguas

URI

http://data.loterre.fr/ark:/67375/PSR-TJ3D0TLH-0

Descargue este concepto: