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|Title:||Fisher Information for a partially-observable simple birth process|
|Citation:||Communications in Statistics: Theory and Methods, 2016; 45(24):7161-7183|
|Publisher:||Taylor & Francis|
|Nigel G. Bean, Ali Eshragh, and Joshua V. Ross|
|Abstract:||In this paper, we study the Fisher Information for the birth rate of a partially-observable simple birth process involving n observations. We suppose that at each observation time, each individual in the population can be observed independently with known fixed probability p. 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.|
|Keywords:||Continuous-Time Markov Chains; Fisher Information; Simple Birth Process|
|Rights:||© 2016 Taylor & Francis Group, LLC|
|Appears in Collections:||Aurora harvest 3|
Mathematical Sciences publications
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