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I'm using Fader's BG/NBD model for customer LTV calculations. The log likelihood is the following:

$$ \sum_{i=1}^{N} \ln L(r, \alpha, a, b|X_i=x_i, t_{x_i}, T_i) = \frac{B(a, b + x)}{B(a, b)}\frac{\Gamma(r + x)\alpha^r}{\Gamma(r)(\alpha + T)^{r+x}} + \delta_{x>0}\frac{B(a+1, b + x-1)}{B(a, b)}\frac{\Gamma(r + x)\alpha^r}{\Gamma(r)(\alpha + T)^{r+x}} $$

It's trivial to use any solver to find estimates for $(r,\alpha, a, b)$ that minimize the log likelihood. However, I'm interested in the variance around each estimate. Short of running an MCMC, can anyone point me to how I could derive or simulate the variance for each estimate?

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