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. DOI https://doi.org/10.1016/j.spl.2012.08.017
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. DOI https://doi.org/10.1016/j.spl.2012.08.017
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. DOI https://doi.org/10.1016/j.spl.2012.08.017
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 > Mathematics, Statistics and Actuarial Science, School of |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 12 Feb 2013 07:53 |
| Last Modified: | 30 Oct 2024 20:32 |
| URI: | http://repository.essex.ac.uk/id/eprint/5500 |