S. Straja, PARAMETERS ESTIMATION FOR A 1ST-ORDER IRREVERSIBLE REACTION - A STOCHASTIC APPROACH, Chemical engineering communications, 124, 1993, pp. 165-175
A first order irreversible reaction is investigated using a stochastic
model in order to account for the perturbations inherent to any chemi
cal process. The main conclusion is that the concentration is distribu
ted according to a lognormal law rather than to a normal one. This app
roach leads to a maximum likelihood estimate of the kinetic constant w
hich is different with respect to the usual least squares estimate. Mo
reover, the stochastic model allows us to predict not only the expecte
d value of the concentration, but to get a confidence interval, too. S
tatistical tests are provided in order to detect outliers, high-levera
ge and influential points.