On computing maximum likelihood estimates for the negative binomial distribution

Publication date: Available online 8 January 2019Source: Statistics & Probability LettersAuthor(s): Udika Bandara, Ryan Gill, Riten MitraAbstractThis paper proves that starting value for the Newton–Raphson method can be chosen so that the method is guaranteed to find the maximum likelihood estimate of the parameters of a negative binomial distribution when it exists.

Source: Statistics and Probability Letters - January 9, 2019 Category: Statistics Source Type: research