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Activity Number: 336
Type: Contributed
Date/Time: Tuesday, July 31, 2007 : 2:00 PM to 3:50 PM
Sponsor: IMS
Abstract - #309884
Title: Maximum Likelihood Estimation of the Dispersion Parameter of Negative Multinomial Distribution
Author(s): Soumi Lahiri*+
Companies: GlaxoSmithKline
Address: 1250 South Collegeville Road, Collegeville, PA, 19426,
Keywords: negative Multinomial Distribution ; Maximum Likelihood Estimator ; EM Algorithm
Abstract:

The negative multinomial sampling plans are widely used in the biomedical field, especially modeling rare events. A major drawback to the use of this distribution is the difficulty in estimating the shape parameter k. The maximum likelihood estimator (MLE) of k cannot be obtained by directly solving the likelihood equation for the negative multinomial distribution. This paper describes a maximum likelihood method using the EM algorithm to estimate k. The efficiency of this method has been illustrated with simulation results.


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Revised September, 2007