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6.6 (標準) 最尤推定4,モーメント法

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方針

パラメータの点推定の方法の一つに,モーメント法がある.モーメント法は,「母集団分布のモーメントと標本分布のモーメントが合うようにパラメータの推定量を決める」という方法である.最尤推定が難しい場合にモーメント法が役に立つ.以下で,ガンマ分布のパラメータalpha,betaを標本から推定する問題を考える.

知ったこと-68.jpg

答案

6. 2周目-15.jpg
6. 2周目-16.jpg

参考文献

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