

\subsection{\bf Method of Moments---II}

\begin{slide}
\begin{itemize}
\item Note:

\begin{description}
\item{$\bullet$} (a) One gets a different moment method for each choice
of $f$:

\item{$\bullet$} from maximum likelihood theorem, all of these are
asymptotically worse or perhaps just not better than maximum likelihood
method.

\item{$\bullet$} One must choose moment which is simple and has small
expected error.
\end{description}

\item (b) If we have to estimate $n$ theoretical parameters $\alpha$,
then we just get $n$ equations by taking $n$ moments (i.e., $n$
different values of $f$).
\end{itemize}
\end{slide}

