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Method of Moments
Method of Moments
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The METHOD OF MOMENTS is a competing estimator. How does it differ from MLE in general?
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A.
MoM is a Bayesian estimator; MLE is frequentist. They differ by the prior choice.
B.
MoM matches sample moments to population moments; consistent but typically not asymptotically efficient.
C.
MoM and MLE are identical for every distribution; the names refer to the same estimator.
D.
MoM is asymptotically efficient and dominates MLE in finite-sample variance.
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