Estimation problems for the two-parameter negative binomial distribution

Yining Wang

Statistics & Probability Letters, 1996, vol. 26, issue 2, 113-114

Abstract: 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.

Keywords: Negative; binomial; distribution; Maximum; likelihood; estimation; Unbiasedness (search for similar items in EconPapers)
Date: 1996
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