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A routine exercise designed to test one's knowledge; often from a textbook, course, or test used for a class or self-study. This community's policy is to "provide helpful hints" for such questions rather than complete answers.

1 vote

Is independence assumption needed for Method of Moments estimator

As was pointed out in the comments, identically distributed data is required, otherwise, the estimate does not make sense. As for the independence assumption, I guess that the main reason for it is …
Anna's user avatar
  • 93
1 vote
0 answers
374 views

Alternative to The Elements of Statistical Learning: Data Mining, Inference, and Prediction [duplicate]

I am taking a class in statistics which uses The Elements of Statistical Learning: Data Mining, Inference, and Prediction as a textbook. However, I find this book very terse. Could anyone please rec …
Anna's user avatar
  • 93
3 votes
2 answers
1k views

Is independence assumption needed for Method of Moments estimator

I read about Method of Moments estimator (MOM) in Statistical Inference by Casella and Berger. In MOM description, I do not see the requirements that the sample should be iid. However, in the examples …
Anna's user avatar
  • 93
2 votes
1 answer
1k views

Example of Memorylessness of a Poisson process

Could someone please clarify the following example (it is taken from Introduction to Probability by Bertsekas): When you enter the bank, you find that all three tellers are busy serving other custome …
Anna's user avatar
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