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Computation of M. L. estimates for the parameters of a negative binomial distribution from grouped data. A comparison of the scoring, Newton—Raphson and E‐M algorithms

 

作者: Martin Schader,   Friedrich Schmid,  

 

期刊: Applied Stochastic Models and Data Analysis  （WILEY Available online 1985）
卷期: Volume 1, issue 1  

页码: 11-23

 

ISSN:8755-0024

 

年代: 1985

 

DOI:10.1002/asm.3150010104

 

出版商: John Wiley&Sons, Ltd.

 

关键词: Data analysis;Negative binomial distribution;Maximum likelihood estimation;Grouped data;Method of scoring;Expectation‐maximization algorithm;Newton—Raphson algorithm

 

数据来源: WILEY

 

摘要:

AbstractComputation of M. L. estimates for the parameters of a negative binomial distribution from grouped data is considered. For this problem the Scoring, Newton—Raphson and E‐M algorithm is derived. Using simulated data the performance of the algorithms is compared with respect to convergence, number of iterations and computing time. Finally an empirical example drawn from actuarial science is gi

 

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