Best and Gipps (1974) showed that the negative binomial distribution can be approximated closely by a gamma distribution. Using the moment estimators for the parameters in the gamma distribution, we use the approach of Best and Gipps to propose an alternative estimator for the shape parameter a which, while biased, appears to perform better in many situations, both in terms of mean square error and percentile measure, than its key competitor, namely the method of moments estimator.
|Number of pages||9|
|Journal||The Mathematical Scientist|
|Publication status||Published - Jun 2013|