Just as with the method of moments, we can use percentile matching to estimate multiple parameters if our distribution depends on more than one parameter. Since matching one percentile requires matching one percentile, if we want to estimate l parameters, we need match l percentiles. If your distribution depends on l parameters, what is the minimum number of sample points needed to use percentile matching for parameter estimation, without relying on interpolation between order statistics?

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
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ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section: Chapter Questions
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Just as with the method of moments, we can use percentile matching to estimate multiple parameters if our distribution depends on more than one parameter. Since matching one percentile requires matching one percentile, if we want to estimate l parameters, we need match l percentiles.

If your distribution depends on l parameters, what is the minimum number of sample points needed to use percentile matching for parameter estimation, without relying on interpolation between order statistics?

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