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seen Jan 31 '13 at 16:33

Jan
28
comment Distribution of the sum of iid Beta-Negative-Binomial random variables
Is there a clever way of solving this integral? I tried many ways but always failed. Your help would be greatly appreciated.
Dec
6
awarded  Supporter
Dec
5
comment Distribution of the sum of iid Beta-Negative-Binomial random variables
@did Thank you for noticing, I corrected my mistake. If I understand correctly, all that is left is find the solution to the product of the integrals.
Dec
5
revised Distribution of the sum of iid Beta-Negative-Binomial random variables
deleted 287 characters in body
Dec
5
revised Distribution of the sum of iid Beta-Negative-Binomial random variables
deleted 287 characters in body
Dec
4
awarded  Editor
Dec
4
revised Distribution of the sum of iid Beta-Negative-Binomial random variables
added 330 characters in body
Dec
4
comment Distribution of the sum of iid Beta-Negative-Binomial random variables
@did: I will add the pmf of the BNB distribution too so it will be more obvious why i tried it this way. Trying to find the characteristic function when using the textbook definition of the pmf has proven to be too hard for me.
Dec
4
comment Distribution of the sum of iid Beta-Negative-Binomial random variables
@MichaelHardy : That is obviously correct. I will correct that in my question.
Dec
4
asked Distribution of the sum of iid Beta-Negative-Binomial random variables
Oct
31
comment Sufficient statistic for the Negative-Binomial Distribution
$r$ is being estimated in an Maximum-Likelihood Estimation approach. This is what irritates me. The sum can only be the sufficient statistic if $r$ is known but at the same time $r$ is being estimated with MLE. What am I not seeing here?
Oct
29
awarded  Student
Oct
29
asked Sufficient statistic for the Negative-Binomial Distribution