An Approximation Of Fisher's Information For The Negative Binomial Parameter K

Abstract

The negative binomial distribution is a versatile distribution in describing dispersion. The negative binomial parameter k is considered as a measure of dispersion. The aim of this paper is to present an approximation of Fisher's information for the parameter k which is used in successive approximation to the maximum likelihood estimate of k. The approximation utilized a relationship between a convergent series and a convergent improper integral.