Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution

Jorge Aragón, David Eberly and Shelly Eberly

Statistics & Probability Letters, 1992, vol. 15, issue 5, 375-379

Abstract: Given a sample with mean x and second moment s2, Anscombe in 1950 conjectured that the maximum likelihood equations for the two-parameter negative binomial distribution have a unique solution if and only if s2 > x. We give a proof of his conjecture.

Keywords: Maximum; likelihood; estimator; negative; binomial; distribution; Newton's; method (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (5)

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