IDEAS home Printed from https://ideas.repec.org/a/taf/lstaxx/v46y2017i3p1202-1217.html
   My bibliography  Save this article

Non parametric confidence intervals for the extinction probability of a Galton–Watson branching process

Author

Listed:
  • Steven G. From

Abstract

It is demonstrated that the confidence intervals (CIs) for the probability of eventual extinction and other parameters of a Galton–Watson branching process based upon the maximum likelihood estimators can often have substantially lower coverage when compared to the desired nominal confidence coefficient, especially in small, more realistic sample sizes. The same conclusion holds for the traditional bootstrap CIs. We propose several adjustments to these CIs, which greatly improves coverage in most cases. We also make a correction in an asymptotic variance formula given in Stigler (1971). The focus here is on implementation of the CIs which have good coverage, in a wide variety of cases. We also consider expected CI lengths. Some recommendations are made.

Suggested Citation

  • Steven G. From, 2017. "Non parametric confidence intervals for the extinction probability of a Galton–Watson branching process," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(3), pages 1202-1217, February.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:3:p:1202-1217
    DOI: 10.1080/03610926.2015.1014108
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1080/03610926.2015.1014108
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1080/03610926.2015.1014108?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:taf:lstaxx:v:46:y:2017:i:3:p:1202-1217. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/lsta .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.