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

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.

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Year of publication:	2013
Authors:	Dai, Hongsheng ; Bao, Yanchun ; Bao, Mingtang
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 1, p. 21-27
Publisher:	Elsevier
Subject:	Dispersion parameter \| Fixed point \| Maximum likelihood estimate \| Negative binomial distribution \| Score function

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

Persistent link: https://www.econbiz.de/10010593915