Statistics, finding the "Method of Moments" estimator for an unknown parameter theta.
In particular, my problem is this
The length of my understanding of this concept is that we are trying to find solutions to the equations\[\frac{ 1 }{ n }\sum_{i=1}^{n}X _{i}^{k}=E(X _{i}^{k}|\theta)\]for k=1,2,...,t and that the left hand side are sample moments, while the right hand side are theoretical moments
I've come to the conclusion that i need to take another horrible integral...\[\frac{\Gamma(2\theta) }{ [\Gamma(\theta)]^2 }\int\limits_{0}^{1}X*X^{\theta-1}(1-X)^{\theta-1}dx=\frac{\Gamma(2\theta) }{ [\Gamma(\theta)]^2 }\int\limits_{0}^{1}X^{\theta}(1-X)^{\theta-1}dx\]but i can't seem to notice what kind of substitution i can use to do the integral, i feel like it can be manipulated to look like another distribution, although i don't know which one. I am probably going to sleep right about now so any help i receive will not be responded to until morning, so i thank anyone in advance.
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