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Type: Journal article
Title: Fisher Information for a partially-observable simple birth process
Author: Bean, N.
Eshragh, A.
Ross, J.
Citation: Communications in Statistics: Theory and Methods, 2016; 45(24):7161-7183
Publisher: Taylor & Francis
Issue Date: 2016
ISSN: 0361-0926
Statement of
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
DOI: 10.1080/03610926.2014.978024
Grant ID:
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Mathematical Sciences publications

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