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# World appl. programming, Vol(5), No (12), December, 2015. pp.

162-168

TI Journals

ISSN:

## World Applied Programming

2222-2510

www.tijournals.com

## The Simulation of Conditional Least Squares Estimators and Weighted

Conditional Least Squares Estimators for the Offspring Mean in a
Subcritical Branching Process with Immigration
Hossein Samimi *
Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.

Neda Emami
Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.
*Corresponding author: smimi@guilan.ac.ir

Keywords

Abstract

Generation-dependent immigration
Subcritical branching process
CLSE estimator
WCLSE estimator

In this paper, we simulate CLSE and WCLSE for the offspring mean in a subcritical branching process with
immigration, in the case Poisson distribution and then we compare them.

1.

Introduction

We consider a discrete time branching process Z n , n 0 , Z (0) 0 with immigration which is called Galton-Watson process . This process
can be defined recursively by
z (n 1)

Z n

ni

(1.1)

n 1.

i 1

Assuming that X ni , n , i 1 and n ,n 1 are independent sequences of nonnegative integer valued random variables with finite means a and
n and finite variances b and n respectively. Two families

X ni , n , i

1 and

## n ,n 1 are independent. Assume also

X ni have a

common distribution for all n and i. We can interpret X ni as the number of offspring of the ith individual in the (n1)th generation and n is the
number of immigrating individuals in the nth generation. Also Z(n) can be considered as the size of nth generation of the population. The
branching process (1.1) is called subcritical, critical, and supercritical if a < 1; a = 1; and a > 1, respectively. The independent assumption of
families X ni and n means that reproduction and immigration processes are independent. Immigration rate may depend on the time of
immigration. This makes the process Z(n) inhomogeneous in time. In this article, we investigate the conditional least squares estimators (CLSE)
and the weighted CLSE of the offspring mean in the case when the process is subcritical which have obtained in Rahimov , using
numerical method by R package. Finally, we compare their behavior from each other.

2.

Preliminary

We assume that A (n), B2 (n) are mean and variance of Z(n), respectively, and they are finite for each n 1.We also assume that the immigration
flow is inhomogeneous, i.e., the random variables n ,n 1 have different distributions and, furthermore, n E [ n ] and n var[ n ] are
finite for each n 1. Variables n and n , as n are assumed to be regularly varying of the form
n n L n , n n L n ,

(2.1)

## where , 0 , L (n) , and L (n) are slowly varying functions.

We estimate offspring mean a based on observations of the population sizes

## Z (1), Z (2),..., Z(n) only, assuming that immigrants are not

observable. We assume that the immigrating individuals k , k 0 follow known distributions. Let (n) for each n 0 be -algebra generated
by Z (k), k 0,1,..., n . We obtain from (1.1)
E (Z(n) | (n 1)) aZ(n 1) (n), n 1.

(2.2)

By using this almost sure equality we can represent Z(n) by the following stochastic regression equation:
(2.3)

## Z(n) aZ(n 1) (n) (n),

where the error term (n) has zero mean, i.e., E (n) | (n 1) 0 . Also, Using (1.1), we obtain that
var (n) | (n 1) Z (n 1) b (n).

The conditional variance of the error is effected by Z (n) and the immigration variance. To overcome this, we used WCLSE . If we assume
that the immigration mean n is known, then CLSE of a will minimize sum of squared errors
n

i 1

a(n)

n
i 1

## (Z(i) (i)) Z(i 1)

n
i 1

Z 2 (i 1)

(2.4)

163

The Simulation of Conditional Least Squares Estimators and Weighted Conditional Least Squares Estimators for the Offspring Mean in a Subcritical Branc...
World Applied Programming Vol(5), No (12), December, 2015.

The estimator (2.4) minimizes the sum of squares of (n) which is defined from stochastic regression equation
Z(n) aZ(n 1) (n) (n),
by choosing Z (i 1) as the weight, we have on the set Z n 0, n 1
Z (n)

Z (n 1)

1
2

aZ (n 1) (n)
1

(n),

Z (n 1) 2

## where (n) (n)

Z (n1) . Clearly, we still have E (n) | (n 1) 0 , but now the variance is equal to b (n) . If the immigration
Z (n 1)

## variance is uniformly bounded, then var (n) | (n 1) b on the set Z (n) .

Taking this into account, we derive the following WCLSE of the offspring mean when the immigration mean is known
n

a(n)

(Z(i) (i)) ,
Z (i 1)
i 1

n 2.

i 1

Now we state the main result concerning the consistency and the asymptotical normality of the WCLSE. We assume that there exist finite or
infinite limit
c lim

n
.
n

We denote
b
,
1 a
n
2
1
n
E k k n B (n) ,

nB (n) k 1

where k k k , 0 and A denotes the indicator of event A. Rahimov et. al.  proved the flowing theorem.
Theorem 2.1. Let a 1 , b 0, , (n) and n o ( 2 (n)) .
(a) (n) is strongly consistent estimator for the offspring mean a.
(b) If, in addition, n 0 as n for any 0 , then
n A (n)
d
N (0, d 2 ),
a(n) a
B (n)
d2

(1 )2 b (1 a) c (1 a 2 )

1
1

3.

Simulation

To study the behavior of estimators, defined above, we apply a number of simulations of discrete time branching processes with known offspring
mean. Then we used the computational procedure, to obtain an estimated value of the offspring mean. At first we simulate discrete time
branching stochastic process Z n , n 0, Z (0) 0 which is defined in (1.1). To investigate behavior of the offspring mean estimator, simulation
was conducted with the following specifications:
(1) Offspring distribution is Poisson with parameter a = 0.7 i.e. the process is subcritical.
(2) Immigration distribution is Poisson with parameter, (k) k .
Then we simulate WCLSE and CLSE of offspring mean.
Table 1 shows the population size of the process Z (n), n 0 is 345, in 100th generation. Table 2 and figure 1 show the results of the
conditional variance of error for above branching process.
Table 1. Population size of process after 100 generation, in the case the number of offspring of the each
individual X ni , n, i 1 and n are poisson distribution with parameters a=0.7 and (n) n respectively.
Generation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Population
size
2
6
11
9
13
10
20
17
23
24
17
29
34
34
33
42
39
46
50
59

Generation
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Population
size
76
66
68
62
87
94
94
88
79
94
112
110
114
102
113
135
119
131
124
135

Generation
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

Population
size
124
126
126
115
121
101
110
127
129
126
131
134
129
169
186
199
199
216
211
193

Generation
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

Population
size
184
200
197
189
225
210
220
208
221
218
241
241
244
237
252
283
291
287
280
290

Generation
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

Population
size
293
314
268
280
311
313
290
281
316
317
298
318
323
314
310
310
290
316
317
345

164

Generation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Conditional
variance
1.0
2.7
4.4
6.1
7.8
11.6
14.7
17.1
19.5
25.4
33.4
40.0
48.7
51.1
48.6
50.3
58.3
48.8
60.3
1.0

Generation
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Conditional
variance
76.0
70.0
71.0
65.0
70.2
69.1
73.6
74.6
83.3
96.2
95.1
95.4
95.0
107.2
114.5
111.3
110.9
106.3
110.1
110.4

Conditional
variance
117.0
113.1
126.0
134.7
135.7
143.0
149.6
145.7
146.7
153.3
164.8
165.8
172.4
164.3
166.7
165.6
179.2
191.4
192.4
204.6

Generation
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

Generation
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

Conditional
variance
204.9
205.9
209.0
214.9
210.3
209.9
217.9
207.7
212.9
231.4
233.8
227.8
242.8
244.5
273.5
252.8
252.4
239.4
248.1
273.6

Generation
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

Conditional
variance
278.4
268.2
257.3
254.8
278.9
282.0
285.8
283.3
275.9
265.7
274.4
274.0
282.0
286.5
295.2
317.9
312.6
331.8
339.8
328.2

## Figure 1. Conditional variance of error of process Z (n), n 0 , when n=100.

It is clear that by increasing generation, the conditional variance of error is increasing too. By choosing Z (i 1) as the weight, we obtain
(n)
bZ (n 1)
(n)
(n)
var (n) | (n 1) var
| (n 1)

b
Z (n 1)
Z
(n

1)

Z (n 1) Z (n 1)

## So the conditional variance of error tends to b as n . (b is a constant value.)

3.1. Comparison estimators
We consider the branching process Z n when n=5 and then generate m=100 simulations of Z n . Table 3 shows WCLSE of offspring mean
in each branching process.
Table 3. WCLSE for offspring mean in process Z (n), n 5.
m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Estimator
0.6842105
0.5714286
0.9047619
0.4166667
0.1818182
1.0370370
0.6153846
0.8947368
0.5294118
0.6666667
1.0500000
-0.1111111
0.2000000
1.0434783
0.4615385
0.6818182
0.8421053
0.9166667
-0.5000000
1.2083333

## Figure 2 shows these estimates.

m
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Estimator
0.7500000
0.2307692
0.7000000
0.8571429
0.7500000
0.8333333
0.7222222
0.8235294
1.0833333
1.1923077
-0.2222222
0.6470588
0.7777778
0.4166667
0.8928571
0.7222222
0.8611111
0.2727273
0.7931034
0.9500000

m
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

Estimator
0.1250000
0.7741935
0.8235294
0.8666667
1.0000000
0.3636364
1.2000000
0.3000000
0.6842105
0.2142857
0.4444444
1.1428571
0.7333333
1.2142857
1.1724138
0.4000000
0.7727273
0.8461538
0.9047619
0.6400000

m
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

Estimator
0.3529412
0.5714286
1.0400000
0.3333333
1.3333333
0.7333333
0.1428571
0.5000000
0.7222222
1.2333333
0.7500000
1.0000000
-0.1111111
0.8125000
0.5833333
0.7857143
1.2857143
1.2307692
0.5789474
0.6956522

m
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

Estimator
0.6842105
0.8095238
0.6666667
0.4285714
0.8750000
0.5833333
0.4615385
0.5000000
0.4444444
-0.4285714
0.7894737
0.8333333
0.8800000
0.6666667
0.6250000
1.2727273
0.8636364
0.6363636
0.3000000
0.9600000

165

The Simulation of Conditional Least Squares Estimators and Weighted Conditional Least Squares Estimators for the Offspring Mean in a Subcritical Branc...
World Applied Programming Vol(5), No (12), December, 2015.

Figure 2.WCLSE for offspring mean of process Z (n), n 5. (from 100 simulations)

According to the figure 2, estimators are in interval [-0.5,1.33] and WCLSE estimator dose not estimate the exact value of offspring. Table 4
shows CLSE of offspring mean in each branching process.
Table 4. CLSE of offspring mean in process Z (n), n 5.
m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Estimator
0.53488372
0.57575758
0.83240223
0.40697674
0.22641509
0.95278970
0.65079365
0.66666667
0.38961039
0.95121951
1.05084746
-0.17241379
0.21428571
0.98285714
0.49230769
0.53608247
0.63184080
0.76515152
-0.42857143
1.11111111

m
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Estimator
0.60674157
0.15686275
1.00000000
0.92682927
0.65079365
0.56834532
0.66666667
0.78160920
0.95967742
1.13461538
-0.26086957
0.52482270
1.29032258
0.44000000
0.68421053
0.56896552
0.68000000
0.39622642
0.62660944
0.74157303

m
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

Estimator
0.41666667
0.56749311
0.70400000
0.90099010
0.85714286
0.10169492
1.11255411
0.52173913
0.57723577
0.14285714
0.68965517
1.06060606
0.69369369
0.97297297
1.00958466
0.32911392
0.64705882
0.94845361
0.80141844
0.41104294

m
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

Estimator
0.13253012
0.58064516
0.98907104
2.60000000
1.30973451
0.66101695
0.52380952
0.39705882
0.59183673
1.17197452
0.59183673
0.96753247
0.02857143
0.76811594
0.56818182
0.81818182
1.27179487
1.07627119
0.36697248
0.49693252

m
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

Estimator
0.42990654
0.69465649
0.81081081
0.39393939
0.87179487
0.52941176
0.45333333
0.26153846
0.80000000
-0.33333333
0.72000000
1.08000000
0.74011299
0.62337662
0.43478261
1.36000000
0.76543210
0.83050847
0.52173913
0.79274611

## Figure 3 shows the results of this simulation.

Figure 3. CLSE for offspring mean of process Z (n), n 5. (from 100 simulations)

Figure 3 shows estimators are in interval [-0.428,2.6] and CLSE estimator dose not estimate the true value of offspring mean. Now we compare
behavior of these estimators.
Table 5. Comparison between WCLSE and CLSE of offspring mean in process Z (n), n 5 .
Mean
Variance
Minimum
Maximum
MSE

CLSE
0.66640
0.1546
-0.4282
2.6000
1540.0

WCLSE
0.6830
0.1280
-0.5000
1.3333
1270.0

We consider the branching process Z n when n=1000 and then generate m=100 simulations of Z n . Table 6 shows WCLSE of offspring
mean in each branching process.

166

m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Estimator
0.6990256
0.7003019
0.6997570
0.7004337
0.7009131
0.6999060
0.6998742
0.6988545
0.6995835
0.6991291
0.7012415
0.6992730
0.7000331
0.6999814
0.7013616
0.6993818
0.7003141
0.6994516
0.7004601
0.6999984

m
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Estimator
0.7004998
0.6984579
0.6993844
0.7000426
0.6999592
0.7008784
0.7008152
0.6996649
0.6990598
0.7001634
0.7003149
0.7002103
0.7022974
0.7000129
0.6993251
0.7004083
0.6992261
0.7002838
0.6994177
0.7000287

m
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

Estimator
0.6991117
0.6997690
0.7000919
0.7002506
0.7001549
0.7004367
0.6995767
0.6990765
0.6995254
0.7003695
0.7011788
0.6996698
0.7002001
0.6989998
0.7000650
0.7001743
0.6991969
0.6994784
0.6989646
0.6990692

m
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

Estimator
0.7002165
0.7004876
0.7003610
0.6999838
0.7005713
0.6999416
0.7002857
0.6994377
0.7014634
0.7006525
0.6990392
0.7000828
0.7002303
0.6998042
0.6998279
0.7001710
0.6997215
0.7002638
0.6995332
0.6997596

m
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

Estimator
0.7015747
0.7015014
0.7013668
0.6998179
0.6998254
0.7013401
0.6995560
0.7000568
0.7005608
0.7003955
0.6990901
0.7003916
0.7006321
0.7010765
0.6999474
0.6994453
0.7009078
0.7007193
0.7002488
0.7012894

## Figure 4 shows the results of this simulation.

Figure 4. WCLSE for offspring mean of process Z (n), n 1000. (from 100 simulations)

According to the figure 4, estimators are in interval [0.6984,0.7022] and WCLSE estimator is correct and very close to the true value. Table 7
shows CLSE of offspring mean in each branching process.
Table 7. CLSE of offspring mean in process Z (n), n 1000.
m
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20

Estimator
0.6991201
0.7004499
0.6989473
0.7001467
0.7008292
0.7001821
0.6996539
0.6992182
0.7000698
0.6995649
0.7011370
0.6985814
0.7002251
0.7003713
0.7015441
0.6997397
0.7008023
0.6991474
0.7001589
0.6998773

m
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40

Estimator
0.6987908
0.6995482
0.6997619
0.6994819
0.7006255
0.7011260
0.6994767
0.6989743
0.7002381
0.7004117
0.7006797
0.7023530
0.6998834
0.6988572
0.7005806
0.6995218
0.7009119
0.6999050
0.7002009
0.6987908

m
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60

Estimator
0.6992529
0.6992938
0.7003483
0.7002145
0.7002460
0.7004181
0.6994865
0.6990554
0.6993561
0.7005090
0.7008764
0.6995922
0.7003249
0.6992967
0.7001937
0.7008288
0.6991569
0.6998325
0.6985137
0.6993128

m
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80

Estimator
0.7002998
0.7001329
0.7003547
0.6997684
0.7007078
0.6998983
0.7002949
0.6997725
0.7017657
0.7012172
0.6996542
0.7004307
0.7007013
0.6995736
0.6992675
0.7001672
0.6996045
0.7003807
0.6991838
0.6997979

m
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100

Estimator
0.7013553
0.7018311
0.7011115
0.6997741
0.6999352
0.7014095
0.6996042
0.7000216
0.7010455
0.7007435
0.6991696
0.7002680
0.7008469
0.7006862
0.6999745
0.6998211
0.7007357
0.7010149
0.7001507
0.7012116

## Figure 5 shows the results of this simulation.

According to the figure 5, estimators are in interval [0.6985,0.7023]. CLSE estimator is correct and very close to the true value. Now we
compare behavior of these estimators.
Table 9 illustrate that by increasing of generation size, estimators approach to the true value of offspring mean.

167

The Simulation of Conditional Least Squares Estimators and Weighted Conditional Least Squares Estimators for the Offspring Mean in a Subcritical Branc...
World Applied Programming Vol(5), No (12), December, 2015.

Figure 5. CLSE for offspring mean of process Z (n), n 1000. (from 100 simulations)
Table 8. Comparison between WCLSE and CLSE of offspring mean in process Z (n), n 1000.
CLSE
0.70001
0.0000051
0.6985
0.7023
0.000005

Mean
Variance
Minimum
Maximum
MSE

WCLSE
0.7000
0.0000051
0.6984
0.7022
0.000005

Table 9. Average and mean square of error(MSE) for WCLSE and CLSE estimator. (from 100 simulations)

CLSE
n
5
10
50
100
1000

Ave
0.66640
0.66791
0.69840
0.69993
0.70001

WCLSE
MSE

0.1540
0.0206
0.0003
6.570248e-05
5.000781e-05

Ave
0.6830012
0.6859120
0.6989908
0.7002092
0.7000001

MSE
0.1270
0.0204
0.0003
5.602685e-05
5.000685e-05

Figure 6 shows results of estimators when offspring mean is 0.7 and immigration rates are (n) n and (n) log(n) . Although the WCLSE and
CLSE can be negative for lower generations, from figure 6, the estimator places around 0.7 (for the subcritical case) for larger generations
according to the rate of immigration.

## 3.2. Asymptotical normality of the WCLSE

As we present in part 2, WCLSE has asymptotically normal distribution and Shapiro-Wilk normality test confirms this assertion (p-value=0.15).
If we note
D (n)

n A (n)
d
N (0, d 2 ),
a(n) a
B (n)

168

## Figure 7. Histogram of D(n) when Z (n), n 100. (from 10000 simulations)

4.

Concluding remark

In this paper, we simulate CLSE and WCLSE for offspring mean in a subcritical branching process in the case poisson process. The results show
both of them, estimate the parameter correctly especially when the generations increase.

Acknowledgment
The authors would like to thank University of Guilan for supporting this paper.

References





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