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Fisher Information for a partially observable simple birth process

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  • Nigel G. Bean
  • Ali Eshragh
  • 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.

Suggested Citation

  • Nigel G. Bean & Ali Eshragh & Joshua V. Ross, 2016. "Fisher Information for a partially observable simple birth process," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(24), pages 7161-7183, December.
    • Handle: RePEc:taf:lstaxx:v:45:y:2016:i:24:p:7161-7183
    DOI: 10.1080/03610926.2014.978024
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