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- Note:
(a) One gets a different moment method for each choice
of f:
from maximum likelihood theorem, all of these are
asymptotically worse or perhaps just not better than maximum likelihood
method.
One must choose moment which is simple and has small
expected error.
- (b) If we have to estimate n theoretical parameters
,
then we just get n equations by taking n moments (i.e., n
different values of f).
Geoffrey Fox, Northeast Parallel Architectures Center at Syracuse University, gcf@npac.syr.edu