Negative binomail distribution and its variance

  • Thread starter _joey
  • Start date
  • #1
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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]
 
Last edited by a moderator:

Answers and Replies

  • #2
44
0
I think I know what the problem is. I've been solving problems for many hours and I need a break. :)
 
  • #3
Have you tried putting it into the form of the exponential family first?

Your MLE = x bar is incorrect. What did you get for your log-likelihood function?
 

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