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Maximum likelihood estimation for stochastic rth -order reactions

Published online by Cambridge University Press:  14 July 2016

John P. Mullooly
John P. Mullooly*
Affiliation:
Oregon State University
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Abstract

In this paper we derive the probability distributions of the number of molecules and of the lifetime of a molecule in a stochastic rth-order system by direct evaluation of probabilities, avoiding the use of differential-difference equations. Maximum likelihood estimation of the rate constant is based on an observation of the level of the system at time t > 0. We find the asymptotic solution of the likelihood equation for a large initial number of molecules. By comparison with the numerical solution of the likelihood equation, the asymptotic estimator is shown to be a satisfactory approximation for second order reactions which are far from completion.

Keywords

STOCHASTIC KINETICSPARAMETER ESTIMATIONSURVIVAL TIME DISTRIBUTION
Type
Research Papers
Information
Journal of Applied Probability , Volume 9 , Issue 1 , March 1972 , pp. 32 - 42
Copyright
Copyright © Applied Probability Trust 1972 

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References

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