Accession Number:

AD0775243

Title:

Maximum Likelihood Estimation in the Birth-and-Death Process

Descriptive Note:

Technical rept.

Corporate Author:

STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-11-28

Pagination or Media Count:

26.0

Abstract:

Maximum likelihood estimation of the parameters lambda and mu of a simple linear birth-and-death process observed continuously over a fixed time interval is studied. Asymptotic distributions for large initial populations and for large periods of observation are derived and some nonstandard results appear. The related problem of estimation from the discrete skeleton of the process is also discussed.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE