06130760

j

Dai, Hongsheng Bao, Yanchun Bao, Mingtang Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution. Stat. Probab. Lett. 83, No. 1, 21-27 (2013). 2013 Elsevier Science B.V. (North-Holland), Amsterdam EN 62 dispersion parameter fixed point maximum likelihood estimate negative binomial distribution score function

doi:10.1016/j.spl.2012.08.017

Summary: 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.