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Quadrature method of moments EQMOM

The value of cr is determined by fixing one additional moment (a total of 21V + 1 moments, i.e. an odd number of moments). In order to distinguish between moment methods using Eq. (3.81) and those using Eq. (3.82), we will refer to the former as the quadrature moment of moments (QMOM) and the latter as the extended quadrature method of moments (EQMOM) (Yuan et al, 2012). The principal advantage of using the EQMOM instead of the QMOM is that with one additional moment it is possible to reconstruct a smooth, nonnegative NDF that exactly reproduces the first 21V + 1 moments. However, there are several... [Pg.82]

Chapter 3 provides an introduction to Gaussian quadrature and the moment-inversion algorithms used in quadrature-based moment methods (QBMM). In this chapter, the product-difference (PD) and Wheeler algorithms employed for the classical univariate quadrature method of moments (QMOM) are discussed, together with the brute-force, tensor-product, and conditional QMOM developed for multivariate problems. The chapter concludes with a discussion of the extended quadrature method of moments (EQMOM) and the direct quadrature method of moments (DQMOM). [Pg.524]


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