Method of moments (probability theory)
id:
method-of-moments-probability-theory-324-1868375
title:
Method of moments (probability theory)
text:
In probability theory, the method of moments is a way of proving convergence in distribution by proving convergence of a sequence of moment sequences. Suppose X is a random variable and that all of the moments exist. Further suppose the probability distribution of X is completely determined by its moments, i.e., there is no other probability distribution with the same sequence of moments
(cf. the problem of moments). If for all values of k, then the sequence {Xn} converges to X in distribution.
brand slug:
wiki
category slug:
encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Method_of_moments_(probability_theory)
date created:
date modified:
2020-07-30T08:12:57Z
main entity:
{"identifier":"Q6823720","url":"https://www.wikidata.org/entity/Q6823720"}
image:
fields total:
13
integrity:
13