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Medium · Statistics & Regression · Quant Trader interview question · statistics, estimation, method-of-moments, uniform-distribution
Suppose you are analyzing a trading algorithm that generates random trade sizes, $X$, from a Uniform distribution between 0 and an unknown parameter $\theta$. That is, $X \sim \text{Uniform}(0, \theta)$. Given a sample of trade sizes, derive the method of moments estimator for $\theta$.