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Fisher Information for a partially observable simple birth process.

Authors :
Bean, Nigel G.
Eshragh, Ali
Ross, Joshua V.
Source :
Communications in Statistics: Theory & Methods. 2016, Vol. 45 Issue 24, p7161-7183. 23p.
Publication Year :
2016

Abstract

In this paper, we study the Fisher Information for the birth rate of a partially observable simple birth process involvingnobservations. We suppose that at each observation time, each individual in the population can be observed independently with known fixed probabilityp. Finding an analytical form of the Fisher Information in general appears intractable. Nonetheless, we find a very good approximation for the Fisher Information by exploiting the probabilistic properties of the underlying stochastic process. Both numerical and theoretical results strongly support the latter approximation and confirm its high level of accuracy. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
03610926
Volume :
45
Issue :
24
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
118094284
Full Text :
https://doi.org/10.1080/03610926.2014.978024