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REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH |
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| Authors: | I. V. Basawa Niels Becker |
| Affiliation: | Department of Mathematical Statistics, La Trobe University, Melbourne |
| Abstract: | Use of a suitable stopping rule yields exact uniformly most powerful tests and minimum variance unbiased estimators of various parameters of a Markov branching model with or without immigration. The population model discussed includes the pure birth, simple epidemic, immigration-death, M/M/ 1 queue, linear birth-death and a branching diffusion process, among others, as special cases. |
| Keywords: | Branching-diffusion Galton-Watson process Markov-branching process Minimum variance unbiased estimation Nuisance parameters Stopping rules Threshold theorem Uniformly most powerful tests |