The method of maximum likelihood as a generalization of the method of moments (Q1112496)

This paper is concerned with two classical methods of parametric estimation. In the case of several parameters to be estimated, the author gives a condition under which the method of moments and the method of maximum likelihood lead to the same system of equations. It is also pointed out that the method of maximum likelihood, for a wide class of problems of estimation, can be considered as a generalization of the method of moments.