An EM algorithm for estimating negative binomial parameters

Australian and New Zealand Journal of Statistics

Volumn 41, Issue 2, 1999, Pages 213-221

  Adamidis, Konstantinos ^a  

^a UNIVERSITY OF IOANNINA   (Greece)

Author keywords

EM algorithm; Logarithmic series distribution; Negative binomial distribution; Poisson negative binomial distribution; Zero truncated negative binomial distribution

Indexed keywords

EID: 0033453632     PISSN: 13691473     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-842X.00075     Document Type: Article

References (7)

1. DEMPSTER, A.P., LAIRD, N.M. & RUBIN, D.B. (1977). Maximum likelihood from incomplete data via the EM algorithm (with discussion). J. Roy. Statist. Soc. Ser. B 39, 1-38.
2. JOHNSON, N.L., KOTZ, S. & KEMP, A.W. (1992). Univariate Discrete Distributions. New York: John Wiley & Sons.
3. LOUIS, T.A. (1982). Finding the observed information matrix when using the EM algorithm. J. Roy. Statist. Soc. Ser. B 44, 226-233.
4. McLACHLAN, G.J. & KRISHNAN, T. (1997). The EM Algorithm and Extensions. New York: Wiley.
5. QUENOUILLE, M.H. (1949). A relation between the logarithmic, Poisson and negative binomial series. Biometrics 5, 162-164.
6. ROSS, G.J.S. & PREECE, D.A. (1985). The negative binomial distribution. The Statistician 34, 323-336.
7. SCHADER, M. & SCHMID, F. (1985). Computation of ML estimates for the parameters of a negative binomial distribution from grouped data. A comparison of the scoring, Newton-Raphson and EM algorithms. Applied Stochastic Models and Data Analysis 1, 11-23.