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Hi,

I am trying to estimate variance for negative Binomial distribution using

maximum likelihood estimation and Expected (Fisher's) information to determine its variance. I know what variance is for this distrubution but I cannot derive it.

Here is my solution. Any comments and suggestions are much appreciated

Thanks!

Solution: http://img825.imageshack.us/img825/7545/ndist.png [Broken]

I am trying to estimate variance for negative Binomial distribution using

maximum likelihood estimation and Expected (Fisher's) information to determine its variance. I know what variance is for this distrubution but I cannot derive it.

Here is my solution. Any comments and suggestions are much appreciated

Thanks!

Solution: http://img825.imageshack.us/img825/7545/ndist.png [Broken]

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