Definition:Method of Moments

Definition

The method of moments is the process of estimation of parameters of a probability distribution by equating the first $k$ sample moments and solving the resulting equations.

There are more efficient techniques for such estimation, but this is relatively simple and intuitive.

Also see

• Results about the method of moments can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): method of moments
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): moments, method of
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): method of moments
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): moments, method of