Suppose y„ is a random sample from a distribution for which we only know the firs two moments E(y) = m and Var(y) = m(1 -F mc). (i) Find the quasi-likelihood Q(y,m)for m given c. Obtain the ma,mum quasi-likelihood estimate of m. Hems using Pearson Statistic obtain an estimate of c. Find a method of moment estimate of .
(a) The probability function of discrete random variable y This distribution, denoted by NB(m,), caned a negative binomial distribution with mean m and dispersion parameter c. (b) Suppose a,, • • • , — tae(,,, ) Show how You would nod maximum likelihood estimates a m. and c. Do you get explicit solution for any […]