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Thread: Method of moments

  1. Dec 13th 2009, 06:59 AM #1
    BERRY
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    Method of moments

    I'm reviewing for an exam and I'm stuck on this problem. How do I compute the moment estimator of \theta?

    f_x(x)=(\theta+1)x^{\theta}, 0<x<1, \theta>-1
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  2. Dec 13th 2009, 09:00 AM #2
    matheagle
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    First obtain E(X), then set the sample mean equal to that and solve for \theta
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