Title of article :
Locally optimal designs for the simple death process
Author/Authors :
D.E. Pagendam c، نويسنده , , D.E. and Pollett، نويسنده , , P.K.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2010
Pages :
10
From page :
3096
To page :
3105
Abstract :
We demonstrate the existence and uniqueness of optimal observation schedules for discrete observation of the simple death process. Optimality is framed in the sense of observing the process at times that maximise the Fisher information for the death rate. We examine the relationship of our designs with those obtained by other authors for the simple birth process. A number of interesting properties are uncovered. Practical considerations in the application of these designs in an experimental setting are investigated, and we examine the performance of some approximately optimal designs that are usually simpler to implement. We will show that our optimal designs are highly robust to mis-specification of the death rate.
Keywords :
Observation , sampling , Death process , Markov chain , Optimal design , Fisher Information
Journal title :
Journal of Statistical Planning and Inference
Serial Year :
2010
Journal title :
Journal of Statistical Planning and Inference
Record number :
2220948
Link To Document :
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