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Bayesian inference for linear growth birth and death processes

✍ Scribed by J.-Y. Dauxois

Publisher: Elsevier Science
Year: 2004
Tongue: English
Weight: 299 KB
Volume: 121
Category: Article
ISSN: 0378-3758
DOI: 10.1016/s0378-3758(02)00520-7

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✦ Synopsis

In this paper, we are interested in Bayesian inference for two kinds of birth and death Markov processes those of linear growth with immigration (see Karlin and Taylor (A First Course in Stochastic Processes, 2nd Edition, Academic Press, New York)) and linear growth with limited population (see Kleinrock (Queueing Systems, Volume 1: Theory, Wiley, New York)). The Gauss-hypergeometric distribution (Armero and Bayarri, The Statistician 43 (1994b) 139) is used to introduce conjugate priors. Bayesian estimates of some measures of performance are obtained.

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