Chunk #124 — Discussion — Mathematical Details — A moments estimator.
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Let a = (a 1,a 2,…am) be a random vector uniformly distributed on the unit m-sphere. is Beta (1/2,(m − 1)/2)-distributed, and it follows that Let . Then
Let a = (a 1,a 2,…am) be a random vector uniformly distributed on the unit m-sphere. is Beta (1/2,(m − 1)/2)-distributed, and it follows that Let . Then