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Method of moments

  1. Oct 9, 2005 #1
    ok, X_1,X_2,...,X_n are independant(and unbiased) rectangular distributed random variables over the interval [0,a]

    It is known that T(X)=max(X_1,X_2,...,X_n) is sufficient. i am supposed to find the moment estimator for a using the method of moments.

    i know i'm supposed to equate the first k sample moments to the corresponding k population moments and solve the resulting system of equations, but i have a few questions:

    1.is the rectangular distribution the same as the uniform distribution?

    2.to get me started so i understand what to do, what is the first sample and population moment?
     
  2. jcsd
  3. Oct 9, 2005 #2
    something like this:
    sample moment = the population moment:
    x_bar=a/2 -> a=2*x_bar
     
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