Method of Moments Algorithm

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A Method of Moments Algorithm is a parameter estimation algorithm based on the expected values (for the parameters).



References

2015

  • (Wikipedia, 2015) ⇒ http://en.wikipedia.org/wiki/method_of_moments_(statistics) Retrieved:2015-1-14.
    • In statistics, the method of moments is a method of estimation of population parameters. One starts with deriving equations that relate the population moments (i.e., the expected values of powers of the random variable under consideration) to the parameters of interest. Then a sample is drawn and the population moments are estimated from the sample. The equations are then solved for the parameters of interest, using the sample moments in place of the (unknown) population moments. This results in estimates of those parameters. The method of moments was introduced by Karl Pearson in 1894.

2014

2013