TY - JOUR
T1 - Statistical Inference on a Stochastic Epidemic Model
AU - Fierro, Raúl
AU - Leiva, Víctor
AU - Balakrishnan, N.
N1 - Publisher Copyright:
© 2015 Copyright Taylor & Francis Group, LLC.
PY - 2015/10/21
Y1 - 2015/10/21
N2 - In this work, we develop statistical inference for the parameters of a discrete-time stochastic SIR epidemic model. We use a Markov chain for describing the dynamic behavior of the epidemic. Specifically, we propose estimators for the contact and removal rates based on the maximum likelihood and martingale methods, and establish their asymptotic distributions. The obtained results are applied in the statistical analysis of the basic reproduction number, a quantity that is useful in establishing vaccination policies. In order to evaluate the population size for which the results are useful, a numerical study is carried out. Finally, a comparison of the maximum likelihood and martingale estimators is conducted by means of Monte Carlo simulations.
AB - In this work, we develop statistical inference for the parameters of a discrete-time stochastic SIR epidemic model. We use a Markov chain for describing the dynamic behavior of the epidemic. Specifically, we propose estimators for the contact and removal rates based on the maximum likelihood and martingale methods, and establish their asymptotic distributions. The obtained results are applied in the statistical analysis of the basic reproduction number, a quantity that is useful in establishing vaccination policies. In order to evaluate the population size for which the results are useful, a numerical study is carried out. Finally, a comparison of the maximum likelihood and martingale estimators is conducted by means of Monte Carlo simulations.
KW - Asymptotic normality
KW - Chi-squared test
KW - Markov chains
KW - Martingale estimators
KW - Maximum likelihood estimators
KW - SIR epidemic model
UR - http://www.scopus.com/inward/record.url?scp=84933055060&partnerID=8YFLogxK
U2 - 10.1080/03610918.2013.835409
DO - 10.1080/03610918.2013.835409
M3 - Article
AN - SCOPUS:84933055060
SN - 0361-0918
VL - 44
SP - 2297
EP - 2314
JO - Communications in Statistics: Simulation and Computation
JF - Communications in Statistics: Simulation and Computation
IS - 9
ER -