momenttiteoreemalla
Momenttiteoreemalla is a theoretical concept in probability theory describing a formal link between the moments of a random variable and the underlying distribution within a parametric family, under mild regularity conditions. The term blends word roots for moment and theorem, underscoring its role as a result about moments rather than a specific distribution.
Informally, momenttiteoreemalla states that, if a random variable X has finite moments up to a certain order
A standard implication is the method of moments: parameters θ are estimated by solving equations Eθ[X^j] = m̂_j
Applications of momenttiteoreemalla include parameter estimation in situations where likelihood methods are difficult to apply or
See also: method of moments, cumulants, moment generating function.