Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution
| Autor: | Shelly Eberly, David Eberly, Jorge Aragon |
|---|---|
| Rok vydání: | 1992 |
| Předmět: |
Statistics and Probability
Binomial distribution Beta negative binomial distribution Beta-binomial distribution Taylor's law Binomial approximation Statistics Negative binomial distribution Applied mathematics Multinomial distribution Statistics Probability and Uncertainty Negative multinomial distribution Mathematics |
| Zdroj: | Statistics & Probability Letters. 15:375-379 |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/0167-7152(92)90157-z |
| Popis: | Given a sample with mean x and second moment s 2 , Anscombe in 1950 conjectured that the maximum likelihood equations for the two-parameter negative binomial distribution have a unique solution if and only if s 2 > x. We give a proof of his conjecture. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|