EstimatedDistribution) can use
"MethodOfMoments" as its
ParameterEstimator, but as far as I can tell it still requires you to give it the full observed data as its first argument. If I have the moments, but not the full data, is there any way to just pass the observed moments directly to
FindDistributionParameters? Or do I have to write down the system of equations for the moments myself and then use
There is an add-on for Mathematica, called MathStatica, which does exactly what you want, if I understood you right.
Find an example on www.mathstatica.com/examples and click on the left side on the item "Person Fitting." Ths is an excellent add-on which fits seamless into mma and extends its statistical capabilities.
Best regards Volker