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The Estimation of the Parameters of a Birth and Death Process

P. A. P. Moran
Journal of the Royal Statistical Society. Series B (Methodological)
Vol. 15, No. 2 (1953), pp. 241-245
Published by: Wiley for the Royal Statistical Society
Stable URL: http://www.jstor.org/stable/2983770
Page Count: 5
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The Estimation of the Parameters of a Birth and Death Process
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Abstract

In a previous paper the estimation of the sum λ + μ of the parameters of a simple birth and death process was considered. In the present paper we consider the estimation of λ(λ + μ)-1. This problem is equivalent to the problem of estimating the probabilities of steps to the right and left from an observed realization of a random walk which has one absorbing boundary and which is terminated, if necessary, after a preassigned number of steps. The properties of various estimators are considered.

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