Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution
AbstractGiven 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.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 15 (1992)
Issue (Month): 5 (December)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Wang, Yining, 1996. "Estimation problems for the two-parameter negative binomial distribution," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 113-114, February.
- Ferreri, Carlo, 1997. "On the ML-estimator of the positive and negative two-parameter binomial distribution," Statistics & Probability Letters, Elsevier, vol. 33(2), pages 129-134, April.
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