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Statistics: Difference between revisions
→Estimation
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==Estimation== | ==Estimation== | ||
===Method of Moments Estimator=== | |||
Sometimes referred to as MME or MMO | |||
* Calculate your population moments in terms of your parameters | |||
** <math>E(X) = g(\theta)</math> | |||
* Then invert to get your parameters as a function of your moments | |||
** <math>\theta = g(E(X))</math> | |||
* Replace population moments with sample moments | |||
** <math>E(X) \rightarrow \bar{x}</math> | |||
** <math>E(X^2) \rightarrow \frac{1}{n}\sum(x_i - \bar{x})^2</math> | |||
===Maximum Likelihood Estimator=== | ===Maximum Likelihood Estimator=== | ||
(MLE) | (MLE) | ||