7. Identifying SDR parameters

7.1 Moment method

For a very long time, due to the difficulty of carrying out large-scale calculations, the most widely used method was that of moments. This consists in calculating the successive moments of the distribution and identifying the corresponding model parameters. While this method is very simple, it must be borne in mind that it is limited and not very precise.

Experience has shown that :

• the calculation of a zero-order moment can be determined with an accuracy of ± 1% ;

• that of a 1st-order moment with an accuracy of ± 5%; that of a 2nd-order moment with an accuracy of ± 20%.

So, if we limit ourselves to calculating these three moments,...