Existence and uniqueness of the maximum likelihood estimator for the two-parameter negative binomial distribution
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.
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Volume (Year): 15 (1992)
Issue (Month): 5 (December)
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