Article ID Journal Published Year Pages File Type
1152034 Statistics & Probability Letters 2013 7 Pages PDF
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.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
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