Australian & New Zealand Journal of Statistics

Theory & Methods: An EM algorithm for estimating negative binomial parameters

Journal Article

An EM algorithm is proposed for computing estimates of parameters of the negative bi‐nomial distribution; the algorithm does not involve further iterations in the M‐step, in contrast with the one given in Schader & Schmid (1985). The approach can be applied to the corresponding problem in the logarithmic series distribution. The convergence of the proposed scheme is investigated by simulation, the observed Fisher information is derivedand numerical examples based on real data are presented.

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.