[R] method of moments estimation

hms Dreams cute_loomaa at hotmail.com
Mon Feb 16 23:10:06 CET 2015


Hi,
I'm trying to use method of moments estimation to estimate 3 unkown paramters delta,k and alpha.
so I had system of 3 non linear equations:
 
1)  [delta^(1/alpha) *gamma (k-(1/alpha)) ]/gamma(k) = xbar
2)  [delta^(2/alpha) *gamma (k-(2/alpha)) ]/gamma(k) = 1/n *sum (x^2)
3)   [delta^(3/alpha) *gamma (k-(3/alpha)) ]/gamma(k) = 1/n *sum (x^3)
where gamma is a gamma function and  n is the sample size 

 How can I solve these system , Is there a package on R can give me MOM ??
 
Thank you ,
Sara 

 
 		 	   		  
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