On computing maximum likelihood estimates for the negative binomial distribution

DOI10.1016/J.SPL.2019.01.009MaRDI QIDQ1726917zbMATH OpenOpenAlexWikidataFDO

Authors Udika Bandara, R. S. Gill, Riten Mitra

Publication date 20 February 2019

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2019.01.009

zbMATH Keywords

maximum likelihood estimationNewton-Raphson algorithmfixed pointnegative binomial distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Point estimation (62F10)

Recommendations

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Cites work

• Compound multinomial likelihood functions are unimodal: Proof of a conjecture of I. J. Good
• Correction to “On the solution of a maximum-likelihood equation of the negative binomial distribution”
• Estimation problems for the two-parameter negative binomial distribution
• Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
• On the solution of a maximum-likelihood equation of the negative binomial distribution
• SAMPLING THEORY OF THE NEGATIVE BINOMIAL AND LOGARITHMIC SERIES DISTRIBUTIONS

Cited in

(13)

• Conditional maximum likelihood estimation in negative binomial INGARCH processes with known number of successes when the true parameter is at the boundary of the parameter space
• scientific article; zbMATH DE number 4030705 (Why is no real title available?)
• Maximum likelihood estimate for the dispersion parameter of the negative binomial distribution
• scientific article; zbMATH DE number 4064255 (Why is no real title available?)
• The MM algorithm for estimating parameters of negative binomial distribution
• scientific article; zbMATH DE number 2143411 (Why is no real title available?)
• Estimation of the Negative Binomial Parameter κ by Maximum Quasi -Likelihood
• On maximum likelihood estimation of the binomial parameter n
• Skewness for maximum likelihood estimators of the negative binomial distribution
• Confidence intervals and prediction intervals for two-parameter negative binomial distributions
• scientific article; zbMATH DE number 3928319 (Why is no real title available?)
• Parameter estimation of the negative binomial-new weighted Lindley distribution by the method of maximum likelihood
• Complete sufficiency and maximum likelihood estimation for the two- parameter negative binomial distribution

Describes a project that uses

Uses Software

• DEseq
• edgeR
• Bioconductor

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