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Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution

Dai, Hongsheng and Bao, Yanchun and Bao, Mingtang (2013) 'Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution.' Statistics & Probability Letters, 83 (1). pp. 21-27. ISSN 0167-7152

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Abstract

This paper shows that the maximum likelihood estimate (MLE) for the dispersion parameter of the negative binomial distribution is unique under a certain condition. A fixed-point iteration algorithm is proposed and it guarantees to converge to the MLE, when the score function has a unique root. © 2012 Elsevier B.V.

Item Type: Article
Uncontrolled Keywords: Dispersion parameter; Fixed point; Maximum likelihood estimate; Negative binomial distribution; Score function
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science and Health
Faculty of Science and Health > Mathematical Sciences, Department of
SWORD Depositor: Elements
Depositing User: Elements
Date Deposited: 12 Feb 2013 07:53
Last Modified: 11 Apr 2022 15:28
URI: http://repository.essex.ac.uk/id/eprint/5500

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