# Questions tagged [method-of-moments]

A method of parameter estimation by equating sample and population moments then solving the equations for the unknown parameters.

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### Variance of the method of moments estimator for $\mu$ of log-normal distribution

Suppose the data has originated from a log-normal distribution with parameters $\mu$ and $\sigma$ (i.e. the mean and standard deviation of the underlying normal distribution). I have only the sample ...
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### Relation between OLS, MM and ML

What is the relation between OLS, MM (method of moments) and ML (maximum likelihood)? During my studies, the three concepts got taught completely separated from each other. However, they seem to be ...
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### Poisson Process Method of Moments

Disclaimer: This is a homework problem A School of Ornithology researcher wants to estimate the number of red-tailed hawks in Ithaca. She radio tags 10 birds, and then sets up a feeding station with ...
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### Method of Moments for Mixture distribution

The restaurant owner also wants to reconfigure her seating layout, and has asked you for help in modeling her clients. She gives you a dataset of past reservations, and tells you that she gets a mix ...
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### Is this estimator biased or unbiased?

A random variable X constructed as follows: $$X = \sum_{i=1}^{N} Z_i \$$ where $N$~Poisson$(\lambda)$ with $\lambda > 0,\space$ and$\space$ {${{Z_i}}$}$^N_{i=1}$ is an independent and identically ...
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### Asymptotic distribution of mme of coefficient of variation

For random sample from unif(0,1) distribution, method of moments estimator for coefficient of variation is sample mean divided by sample standard deviation. Here, coefficient of variation theta is mu/...
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### Weighted sum of negative binomial distributions - approximate fast parameter calculation

Let's suppose we have a convolution (weighted sum) of three negative binomials (parameterised as mean and overdispersion). ...
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### Method of moments as non-parametric model

In Wikipedia article (https://en.wikipedia.org/wiki/Nonparametric_statistics) about nonparametric statistics there is "Method of moments (statistics) with polynomial probability distributions&...
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### Can we use pooled ols on dynamic panel without individual fixed effect (but with group fixed effects) and no serial correlation in error

Is it correct that dynamic panel without individual fixed effect (but with group fixed effects), no serial correlation in error can be estimated consistently through pooled ols? For example, suppose ...
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### Confusion about method of moments for linear regression

It is known that linear regression estimator can also be viewed as a method of moment estimator derived using the moment condition $E[X\epsilon]=0$. This moment condition follows from exogeneity ...
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### Method of Moment Estimator — Uniform Dist

Find the two method of moment estimators for $\theta$ given that $Y_i | \theta$ is distributed i.i.d U(0,$\theta$). We know that E($Y_1$) = $\frac{\theta}{2}$ and Var($Y_1$) = $\frac{\theta^2}{12}$ ....
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### Confidence Interval for a Uniform Distribution based on Method of Moments

Let $X_1,..,X_n$ be a random sample of $X$~$U[\theta,\theta+1]$. Given a sample $n=100$ from that distribution, the following statistic was calculated: $\sum\limits_{i=1}^n X_i = 350.492$ I need to ...
### By conditioning on $N$, show that the moment generating function of $Y$ is given by $m_Y(t)=m_N(\ln(m_X(t)))$
I am having a difficult time using moment generating function properties to prove this: (any direction or key properties will be very helpful) Let $X_1$, $X_2$, . . . be independent and identically ...