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Small-sample results for maximum-likelihood estimation in branching processes
Authors:Jean-Pierre Dion  Gilbert Labelle  Alain Latour
Abstract:In this article, small sample properties of the maximum-likelihood estimator (m.l.e.) for the offspring distribution (pk) and its mean m are considered in the context of the simple branching process. A representation theorem is given for the m.l.e. of (Pk) from which the m.l.e. of m is obtained. The case where p0 + p1 + p2 = 1 is studied in detail: numerical results are given for the exact bias of these estimators as a function of the age of the process; a curve fitting analysis expresses the bias of m? as a function of the mean and the variance of the offspring distribution and finally an “approximate m.l.e.” for (pk) is given.
Keywords:Small-sample results  Galton-Watson process  maximum likelihood estimation  offspring distribution  Harris estimator  bias of estimators
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