EXISTENCE AND UNIQUENESS OF THE MAXIMUM-LIKELIHOOD ESTIMATOR FOR THE 2-PARAMETER NEGATIVE BINOMIAL-DISTRIBUTION

被引：13

作者：

ARAGON, J ^{[1
]}

EBERLY, D ^{[1
]}

EBERLY, S ^{[1
]}

机构：

[1] UNIV TEXAS,DIV MATH COMP SCI & STAT,SAN ANTONIO,TX 78285

来源：

STATISTICS & PROBABILITY LETTERS | 1992年 / 15卷 / 05期

基金：

美国国家卫生研究院; 美国国家科学基金会;

关键词：

MAXIMUM LIKELIHOOD ESTIMATOR; NEGATIVE BINOMIAL DISTRIBUTION; NEWTON METHOD;

D O I：

10.1016/0167-7152(92)90157-Z

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Given a sample with mean xBAR 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 > xBAR. We give a proof of his conjecture.

引用

页码：375 / 379

页数：5

共 29 条

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