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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