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Locally optimal designs for the simple death process
Authors:DE Pagendam  PK Pollett
Institution:Department of Mathematics, University of Queensland, Qld 4072, Australia
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:Markov chain  Optimal design  Fisher information  Sampling  Observation  Death process
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