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Bayesian Estimation in a Generalized Negative Binomial Distribution
Authors:M. N. Islam  P. C. Consul
Abstract:A generalized negative binomial (GNB) distribution was introduced by JAIN and CONSUL (1971) and was modified by NELSON (1975). The probability function of the distribution is defined by the function p(x; m, β, θ)= θx (1 - θ)mx—x for x=0, 1, …, and zero otherwise, where m>0, 0<θ<1 and β=0 or 1≦β<θ?1. The Bayes estimators for a number of parametric functions of θ when m and β are known are derived. The prior information on θ may be given by a beta distribution, B(a, b), to which no subjective significance is attached. It has been illustrated that the parameters in the prior distribution can be assigned by a computer. Comparisons are made of the Bayes estimate of P(X=k) to the corresponding ML estimate and the MVU estimate for any given sample to the order n?1 for different values of k..
Keywords:Squared error loss function  Bayes' estimator  Beta distribution as prior  Determination of parameters of prior distribution
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