Feasibility of the Method of Moment Estimators

Abstract

In this paper we consider the problem of feasibility of the method of moment estimators. We consider three different distributions, namely exponential, uniform and generalized Pareto. In some cases we obtain the explicit probability of the feasible method of moment estimator and other cases we estimate it through simulations. Since the method of moment estimators are always strongly consistent, it is expected that the feasibility probability should also increase to one. But some of the counter intuitive results are obtained. In some cases it is observed that the probability may even converge to zero also.

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Document Details

Document Type
Technical Report
Publication Date
May 07, 1999
Accession Number
ADA364532

Entities

People

  • Debasis Kundu
  • Rameshwar D. Gupta

Organizations

  • Pennsylvania State University

Tags

DTIC Thesaurus Topics

  • Classification
  • Computer Science
  • Data Science
  • Estimators
  • Governments
  • Information Science
  • Mathematics
  • Method Of Moments
  • Monte Carlo Method
  • Probability
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistical Samples
  • Statistics
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Statistical inference.