矩估计法的若干问题讨论

The Discussion on some Problems of Moment Estimation Method

矩估计法是参数点估计的一个重要方法.对矩估计法的基本思想、理论依据、计算步骤进行了阐述,并对矩估计法的优缺点进行了详细分析.该法简单易行,使用场合甚广,且在总体分布未知时也可使用;但存在矩估计有时会得到不合理的解、矩估计量不惟一、矩估计法不一定可行三个方面的缺点.最后通过讨论矩估计法的基本思想和矩估计不惟一时的评价标准,给出了两点说明.

Moment estimation is an important method of point estimation for parameters. The basic idea, theo- retical basis and calculation steps of the moment estimation are described, and the advantages and disadvantages are analyzed in detail. The operation of moment estimation is simple, and the applicati tion can also be used when the overall distribution is unknown. Disadvantages are on is very wide. M mainly manifested oment estima- in the follow- ing three aspects： moment estimation sometimes results in unreasonable solutions, the estimator is not unique and the moment estimation may not be feasible. Finally, two descriptions are given by discussing the basic idea of the moment estimation and evaluation criterion when the estimator is not unique.