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11 02 2022 (THeory of Inference)
11 02 2022 (THeory of Inference)
‘a ee ate, 7 oO X18, eededd. DY, U7 0 Bok 5 We hae, Becre Bo! 5 vGine Leb, define, me 4 THe ka mye p tam? oy S = @ qn we tng, poe Howl I fok , whom So88 2 ng “ z dod. 4 a PGE Ore mene Oo ue? @ 7 sh pp oD a st eee’ w~, og hak 5 Pus he Bas fem @ fhe Fhok ip ac MMe eS- ~ 5 nd the HHE fon Gey, 5 Semple. from mc bet) . Find BM Ae ym BO Se bese Common pa ¥, . mm KELo) Se Hy fe Se ne te he ae 8 - —t .- 4 OL n OWL 1 OWafeyt Lee ~ Saw are h ot 5 CCAS pulse Xi) oho AySe ~ - oN ™ Ler vs mow define m/e 4 ThioD mod ECHR im “1 » ZZ . A MAE ue Kae, filo my! ay eR ie Bvt? Rol Py ALM, m Jyr may ot Rs 4, EO 80. ) UE, Fy %anr tm bea Sonble fem BCH). Find be HME fe & A) fy 2 SA vem EO Sonble fom BC), $9 baie Cmenon. LP 63 Quem a Ar pap 8 que A 9° ka Cin) ares Baw 85 B>0. LECw>e 2, vows kt aad GO Gata y Ler es new define an! 2 tBynk b moh blues in ' 1 de NE, wt hae, es * pew cy oh 2 Ze O54 0 7 areal) @, atl_ roe OT ae a by 8 Hew * ts & O eeapy Coun) ab oA Oe new, Bow GO othas, fron % @ bt had, me Ds x ooo — bre yond oa Sombre of 5087 is Bken fon Me dee Cine Ww Morel nad. PCasAe) > ce i e. 5 RYO @ ons dL het, 7 Find be RHE P fe wyect 4) Sine hay mr a Sowtle Bon ACAD, Common pdf 1S Gren 6 Pee kta the: eee! 4 OL KEM. hee Poa non Abel, 70 Cow. rtp it ak fv) = € C&-ye Reise itt nebo, e eee aa i pF) > Ageia, Wr ve tele, mle Me me AEC DP AME hae, gla dm ttn £.G wo Mee A ORY ak “Ba Coe, 4 Ae £4 Aged fore @Lae omnes large, numbers ahs vet GE Vue, Sor¥le Sige ineanted ) ere bare MAR of Om BT OY EQ cordon sori Bie obhrooches Weir reece QiQa Aton -‘Method of moments estimation is based solely on the law of large numbers, which we repeat here: Let Mz, Mg, ... be independent random variables having a common distribution possessing a mean jag. Then the sample means converge to the distributional mean as the number of observations increase. a LSM um an 00 a To show how the method of moments determines an estimator, we first consider the case of one parameter. We start with independent random variables X;,X2,... chosen according to the probability density fx (|) associated to an unknown parameter value 9. The common mean of the Xj, jx. is a function k(0) of 9. For example, if the X, are continuous random variables, then ex atl fy (rl6) dr = k(@) The law of large numbers states that ==OX sux ano‘Thus, ifthe number of observations n is large, the distributional mean, 1 — k(8), should be well approximated by the sample mean, ic, X =k). This caf he tured into an estimator 6 by seting and solving for 8