On computing maximum likelihood estimates for the negative binomial distribution

Udika Bandara, Ryan Gill and Riten Mitra

Statistics & Probability Letters, 2019, vol. 148, issue C, 54-58

Abstract: This paper proves that starting value for the Newton–Raphson method can be chosen so that the method is guaranteed to find the maximum likelihood estimate of the parameters of a negative binomial distribution when it exists.

Keywords: Negative binomial distribution; Newton–Raphson algorithm; Fixed point; Maximum likelihood estimation (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1016/j.spl.2019.01.009

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