This paper shows that the maximum likelihood estimate (MLE) for the dispersion parameter of the negative binomial distribution is unique under a certain condition. A fixed-point iteration algorithm is proposed and it guarantees to converge to the MLE, when the score function has a unique root.

Fiducial quantities are proposed to construct approximate tolerance limits and intervals for functions of some discrete random variables. Using established fiducial quantities for binomial proportions, Poisson rates, and negative binomial proportions, an approach is demonstrated to handle...

Purpose – The purpose of this paper is to introduce the zero-modified distributions in the calculation of operational value-at-risk. Design/methodology/approach – This kind of distributions is preferred when excess of zeroes is observed. In operational risk, this phenomenon may be due to the...

Multiple imputation of missing data continues to be a topic of considerable interest and importance to applied researchers. In this article, the ice package for multiple imputation by chained equations (also known as fully con- ditional specification) is further updated. Special attention is...

In this paper we deal with a Bayesian analysis for right-censored survival data suitable for populations with a cure rate. We consider a cure rate model based on the negative binomial distribution, encompassing as a special case the promotion time cure model. Bayesian analysis is based on Markov...

In many cases of modeling bivariate count data, the interest lies on studying the association rather than the marginal properties. We form a flexible regression copula-based model where covariates are used not only for the marginal but also for the copula parameters. Since copula measures the...

This paper has a focus on non-stationary time series formed from small non-negative integer values which may contain many zeros and may be over-dispersed. It describes a study undertaken to compare various suitable adaptations of the simple exponential smoothing method of forecasting on a...