Computation of M. L. estimates for the parameters of a negative binomial distribution from grouped data. A comparison of the scoring, Newton—Raphson and E‐M algorithms

Martin Schader and Friedrich Schmid

Applied Stochastic Models and Data Analysis, 1985, vol. 1, issue 1, 11-23

Abstract: Computation of M. L. estimates for the parameters of a negative binomial distribution from grouped data is considered. For this problem the Scoring, Newton—Raphson and E‐M algorithm is derived. Using simulated data the performance of the algorithms is compared with respect to convergence, number of iterations and computing time. Finally an empirical example drawn from actuarial science is given.

Date: 1985
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https://doi.org/10.1002/asm.3150010104

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Persistent link: https://EconPapers.repec.org/RePEc:wly:apsmda:v:1:y:1985:i:1:p:11-23

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