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Bounds for the variance of an inverse binomial estimator
Author(s) -
Sahai Ashok,
Buhrman J. M.
Publication year - 1979
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1979.tb00676.x
Subject(s) - mathematics , variance (accounting) , estimator , negative binomial distribution , binomial (polynomial) , upper and lower bounds , binomial distribution , minimum variance unbiased estimator , statistics , bias of an estimator , inverse , combinatorics , poisson distribution , mathematical analysis , geometry , accounting , business
Summary B est [1] found the variance of the minimum variance unbiased estimator of the parameter p of the negative binomial distribution. M ikulski and Sm [2] gave an upper bound to it, easier to calculate than B est's expression and a good approximation for small values of p and large values of r (the number of successes). In this paper both lower bounds and closer upper bounds are derived.