Estimation
Many estimators measure location or scale; however, estimators for shape parameters also exist. Most simply, they can be estimated in terms of the higher moments, using the method of moments, as in the skewness (3rd moment) or kurtosis (4th moment). Estimators of shape often involve higher-order statistics (non-linear functions of the data), as in the higher moments, but linear estimators also exist, such as the L-moments. Maximum likelihood estimation can also be used.
Read more about this topic: Shape Parameter
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