Method of Moments to Fit Distributions from Data @Eigensteve

Uploaded October 2025 | Updated September 2026, 2 weeks ago

The method of moments is one of the simplest and most intuitive methods to fit the parameters of a probability distribution from data. In the method of moments, we approximate the moments of the distribution in terms of sample data (e.g., sample mean, sample variance, etc.), and then use these moments to solve for the unknown parameters (e.g., the decay rate lambda in a Poisson model, etc.)

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

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00:00 Intro
03:32 Example: Poisson Distribution
06:35 Example: Normal Distribution
09:51 Summary

Method of Moments to Fit Distributions from Data

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