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.
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.
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.
Volume (Year): 83 (2013)
Issue (Month): 1 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- L. Willson & J. Folks & J. Young, 1986. "Complete sufficiency and maximum likelihood estimation for the two-parameter negative binomial distribution," Metrika, Springer, vol. 33(1), pages 349-362, December.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:83:y:2013:i:1:p:21-27. 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 references are entirely missing, you can add them using this form.