method of moments

简明释义

矩量法

英英释义

A statistical technique used to estimate the parameters of a probability distribution by equating sample moments with theoretical moments.

一种统计技术,通过将样本矩与理论矩相等来估计概率分布的参数。

例句

1.In statistics, the method of moments 矩量法 is often used to estimate parameters of a distribution.

在统计学中,矩量法 method of moments 通常用于估计分布的参数。

2.Researchers often prefer the method of moments 矩量法 for its computational efficiency in large datasets.

研究人员通常更喜欢使用 矩量法 method of moments,因为它在大数据集中的计算效率较高。

3.The method of moments 矩量法 provides a simple way to derive estimators from sample data.

矩量法 method of moments 提供了一种简单的方法,从样本数据中推导估计量。

4.The method of moments 矩量法 is particularly useful when maximum likelihood estimation is difficult.

当最大似然估计困难时,矩量法 method of moments 特别有用。

5.Using the method of moments 矩量法, we can estimate the mean and variance of the population.

使用 矩量法 method of moments,我们可以估计总体的均值和方差。

作文

The concept of the method of moments is a fundamental statistical technique used for estimating parameters of a probability distribution. This method relies on the idea that certain characteristics of a distribution, known as moments, can be calculated from sample data. The first moment corresponds to the mean, the second moment relates to the variance, and so on. By equating the sample moments to the theoretical moments of a distribution, we can derive estimators for the parameters of that distribution. In practical applications, the method of moments provides a straightforward approach to parameter estimation. For instance, suppose we have a set of data points representing the heights of individuals in a population. To estimate the mean height, we would calculate the average of our sample data, which serves as the first moment. Similarly, to estimate the variance, we would compute the average of the squared differences from the mean, representing the second moment. One of the advantages of using the method of moments is its simplicity. Unlike other methods, such as maximum likelihood estimation, it does not require complex optimization techniques. This makes it particularly useful in situations where computational resources are limited or when a quick estimation is desired. Additionally, the method of moments can be applied to a wide range of distributions, making it a versatile tool in statistical analysis. However, there are some limitations to the method of moments. One significant drawback is that it may not always provide estimators that are efficient or unbiased. In some cases, the estimators derived from this method can have larger variances compared to those obtained through other methods, such as maximum likelihood estimation. Moreover, if the sample size is small, the estimators may not accurately reflect the true parameters of the population. Despite these limitations, the method of moments remains a valuable technique in statistics. Researchers often use it as a preliminary step in their analysis, especially when exploring new datasets or testing hypotheses. Furthermore, the insights gained from the method of moments can guide further investigations and lead to more refined estimation techniques. In conclusion, the method of moments is an essential statistical method that provides a practical approach to parameter estimation. Its ease of use and broad applicability make it a popular choice among statisticians and researchers alike. While it may not always yield the most efficient estimators, its simplicity and versatility ensure that it will continue to play a crucial role in statistical analysis for years to come.

“矩量法”是一个基本的统计技术,用于估计概率分布的参数。该方法依赖于这样一个思想:某些分布的特征,称为矩,可以从样本数据中计算得出。第一个矩对应于均值,第二个矩与方差有关,依此类推。通过将样本矩与分布的理论矩相等,我们可以推导出该分布参数的估计量。在实际应用中,“矩量法”提供了一种简单的参数估计方法。例如,假设我们有一组数据点,代表一个人群的身高。为了估计平均身高,我们会计算样本数据的平均值,这就是第一个矩。同样,为了估计方差,我们会计算与均值的平方差的平均值,代表第二个矩。使用“矩量法”的一个优点是其简单性。与其他方法(如最大似然估计)不同,它不需要复杂的优化技术。这使得它在计算资源有限或希望快速估计的情况下特别有用。此外,“矩量法”可以应用于各种分布,使其成为统计分析中的一种多功能工具。然而,“矩量法”也存在一些局限性。一个显著的缺点是,它可能并不总是提供有效或无偏的估计量。在某些情况下,通过该方法得出的估计量可能比通过其他方法(如最大似然估计)获得的估计量具有更大的方差。此外,如果样本量较小,估计量可能无法准确反映总体的真实参数。尽管存在这些局限性,“矩量法”仍然是一种有价值的统计技术。研究人员通常将其作为分析中的初步步骤,尤其是在探索新数据集或检验假设时。此外,从“矩量法”获得的见解可以指导进一步的研究,并导致更精细的估计技术。总之,“矩量法”是一种基本的统计方法,为参数估计提供了一种实用的方法。其易用性和广泛适用性使其成为统计学家和研究人员的热门选择。虽然它可能并不总能产生最有效的估计量,但其简单性和多功能性确保它将在未来多年继续在统计分析中发挥关键作用。

相关单词

moments

moments详解:怎么读、什么意思、用法