Advanced Search
MyIDEAS: Login to save this article or follow this journal

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


Author Info

  • Aragón, Jorge
  • Eberly, David
  • Eberly, Shelly
Registered author(s):


    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.

    Download Info

    If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
    File URL:
    Download Restriction: Full text for ScienceDirect subscribers only

    As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

    Bibliographic Info

    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 15 (1992)
    Issue (Month): 5 (December)
    Pages: 375-379

    as in new window
    Handle: RePEc:eee:stapro:v:15:y:1992:i:5:p:375-379

    Contact details of provider:
    Web page:

    Order Information:

    Related research

    Keywords: Maximum likelihood estimator negative binomial distribution Newton's method;


    No references listed on IDEAS
    You can help add them by filling out this form.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as in new window

    Cited by:
    1. Wang, Yining, 1996. "Estimation problems for the two-parameter negative binomial distribution," Statistics & Probability Letters, Elsevier, vol. 26(2), pages 113-114, February.
    2. 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.


    This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.


    Access and download statistics


    When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:15:y:1992:i:5:p:375-379. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If references are entirely missing, you can add them using this form.

    If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.