# 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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### For Gamma distribution, use MLE or MoM?

For Gamma distribution, is it better to use MLE(maximum likelihood estimation) than MoM(method of moments) to estimate the shape and scale parameters? Also, in python SciPy, does gamma.fit use MLE? I'...
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### When is the Optimal weighting matrix in GMM singular?

currently I am trying to estimate a simple linear regression: \begin{equation} y_t = X \beta + \varepsilon_t, \end{equation} where I try to find 4 coefficients and one specific predictor is an ...
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### How does the information in the problem statement and this solution align with the provided description of the method of moments?

I have the following problem: Let $Y_1, Y_2, \dots, Y_n$ be i.i.d. $\text{Uniform}(\theta, 1)$ random variables, and let an estimator be $\hat{\theta} = \min\{ Y_1, Y_2, \dots, Y_n \}$. You may find ...
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### Negative-Binomial Method of moments with an offset

Given the method-of-moments approach to estimate the parameters of the NB-2 distribution $\mu$ and $\phi$: $$\mu = \bar{y}$$ $$\phi = \frac{\bar{y}^2}{s^2 -\bar{y}}$$ How can this be extended to ...
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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). ...