Chapter 4
Wald’s Method and Hsuan-Robson-Mirvaliev Test
4.1 Wald’s method and moment-type estimators
Let 
be i.i.d. random variables following a continuous family of distributions with cdf
and 
be the corresponding pdf.
Let a function 
be such that the system of s equations
where for , and is uniquely solved to obtain . Then, is the method of moments ...
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