ACCURATE PIVOTALS FROM RECAPTURE EXPERIMENTS WITH TIME-VARIATION

Testing and confidence interval construction for a parameter are achie ved by constructing a pivotal. In this paper we study construction of approximate pivotals from recapture models where capture probabilities possibly vary from occasion to occasion. We compare the asymptotic st andard normality of various pivotals including analogues of the classi cal maximum likelihood/Wald, score and likelihood ratio statistics. So me bias adjustments are developed and indicate that the score pivotal has smaller bias than the pivotal of Chao (1989). The score and likeli hood ratio pivotals both provide intervals with accurate two-sided cov erage, but one-sided coverage accuracy varies. Chao's pivotal appears to be slightly conservative but is the simplest to compute. Classical pivotals based directly on the estimator are inadequate.