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

Hongsheng Dai, Yanchun Bao and Mingtang Bao

Statistics & Probability Letters, 2013, vol. 83, issue 1, 21-27

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: Dispersion parameter; Fixed point; Maximum likelihood estimate; Negative binomial distribution; Score function (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spl.2012.08.017

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