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.

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