Abstract:How to calculate the maximum likelihood estimates of the unknown parameters for the negative binomial distribution is not easy. In this paper, we derive the MM iterations for the unknown parameters of the negative binomial distribution by employing the Assembly-Decomposition method proposed by Tian, Huang & Xu, and the convergence rate of the proposed technique is also discussed. Results of simulation study indicate that the MM estimations of converge to their maximum likelihood estimates, and the estimation accuracy and precision as well as the convergence rate are improved as the sample size increases.
刘 寅. 负二项分布参数估计的MM算法[J]. 华中师范大学学报(自然科学版), 2019, 53(3): 319-323.
LIU Yin. The MM algorithm for estimating parameters of negative binomial distribution. journal1, 2019, 53(3): 319-323.