Estimation problems for the two-parameter negative binomial distribution

This note shows a major problem in the proof of Anscombe's conjecture given in Aragon et al. (1992). It also proves that the unbiased estimator of the parameter k does not exist.

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Year of publication:	1996
Authors:	Wang, Yining
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 113-114
Publisher:	Elsevier
Keywords:	Negative binomial distribution Maximum likelihood estimation Unbiasedness

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005259286