Method of moments (statistics)
Parameter estimation technique in statistics
Why this is trending
Interest in “Method of moments (statistics)” spiked on Wikipedia on 2026-02-26.
Categorised under Arts & Culture, this article fits a familiar pattern. wt.cat.arts.2
At GlyphSignal we surface these trending signals every day—transforming Wikipedia’s vast pageview data into actionable insights about global curiosity.
Key Takeaways
- In statistics, the method of moments is a method of estimation of population parameters.
- It starts by expressing the population moments (i.
- Those expressions are then set equal to the sample moments.
- Those equations are then solved for the parameters of interest.
- The method of moments was introduced by Pafnuty Chebyshev in 1887 in the proof of the central limit theorem.
In statistics, the method of moments is a method of estimation of population parameters. The same principle is used to derive higher moments like skewness and kurtosis.
It starts by expressing the population moments (i.e., the expected values of powers of the random variable under consideration) as functions of the parameters of interest. Those expressions are then set equal to the sample moments. The number of such equations is the same as the number of parameters to be estimated. Those equations are then solved for the parameters of interest. The solutions are estimates of those parameters.
The method of moments was introduced by Pafnuty Chebyshev in 1887 in the proof of the central limit theorem. The idea of matching empirical moments of a distribution to the population moments dates back at least to Karl Pearson.
Content sourced from Wikipedia under CC BY-SA 4.0