The Methods of moments estimation is based on the law of large numbers, which says that the sample means of i.i.d. random variables from any distribution converge to the distributional mean as the number of observations increase. But this method also uses higher order moments to estimate the parameter.. so does that mean the law of large numbers also applies to higher order sample moments? Secondly, are these sample moments also normally distributed, or are they represented by another distribution?
2026-03-29 04:34:39.1774758879
Do higher order sample moments converge to the distributional mean?
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