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A Rapid and Efficient Estimation Procedure for the Negative Binomial Distribution
Author(s) -
Kemp A. W.,
Kemp C. D.
Publication year - 1987
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710290718
Subject(s) - mathematics , statistics , maximum likelihood , negative binomial distribution , moment (physics) , binomial distribution , biometrics , method of moments (probability theory) , l moment , order statistic , computer science , poisson distribution , artificial intelligence , physics , classical mechanics , estimator
This paper presents a new noniterative procedure for estimating the parameters of a negative binomial distribution. The procedure uses the first moment equation and an equation based on the weighted sample mean, with weights ω x ∝ α z . The selection of a value for α is examined. A simulation study has been carried out and also the method has been applied to the 35 data sets analysed by Martin and Katti (1965, Biometrics) in order to compare it with the method of moments and with the method of maximum likelihood (ML). We conclude that the new procedure has greater relative efficiency than the method of moments; it gives estimates which are consistently close to ML and are easy to calculate.