Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
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.
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Volume (Year): 83 (2013)
Issue (Month): 1 ()
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- L. Willson & J. Folks & J. Young, 1986. "Complete sufficiency and maximum likelihood estimation for the two-parameter negative binomial distribution," Metrika- International Journal for Theoretical and Applied Statistics, Springer, vol. 33(1), pages 349-362, December.
- Kuan, Pei Fen & Chung, Dongjun & Pan, Guangjin & Thomson, James A. & Stewart, Ron & KeleÅŸ, SÃ¼ndÃ¼z, 2011. "A Statistical Framework for the Analysis of ChIP-Seq Data," Journal of the American Statistical Association, American Statistical Association, vol. 106(495), pages 891-903.
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