The Mayfield method: a mathematical analysis.

The Mayfield method of estimating nest success:

a mathematical analysis.

Arthur R.A. Kalverboer, Vriescheloo (The Netherlands).

July 2006

Abstract.
Purpose of this article is to give insight in the Mayfield method of estimating the daily survival
rate. We find from literature that little is known of the statistical behaviour of the Mayfield
method and its use is mainly ground on experiences and simulations.
This article provides the mathematical framework for the Mayfield method. The concept of
observation interval plays a central role in the statistical model. During this interval we observe
a clutch. At the end of each observation interval we decide if the clutch is destroyed or not.
In terms of the statistical model we define two Mayfield estimators: F = 1 - B/A and G = A/(A
+B). We investigate two variants of each estimator. We show that the Mayfield estimator has
approximately a normal distribution. We give equations for the expectation and variance. We
analyse the behaviour of the Mayfield estimator and we compare the various variants. We also
give the exact probability distribution of the Mayfield estimator and equations to calculate the
exact expectation and variance. It turns out that the Mayfield estimator has a bias: on average
the result has a bias with regard to the real daily survival rate. Mostly the bias is negligible.
Especially for small daily survival rates the bias can have a significant influence on the
estimate.
The Mayfield method aims to estimate the nest success or hatch rate. For each Mayfield
variant we define an estimator for the hatch rate. These estimators also have approximately a
normal distribution. The bias of the daily survival rate implies a bias for estimating the hatch
rate. The bias is largest if the hatch rate is small.
We present an alternative estimator for the daily survival rate and for the hatch rate. This
estimator has approximately a normal distribution. The benefit with regard to the Mayfield
estimator is that this estimator is (asymptotically) unbiased. We find that this alternative
estimator performs better than the Mayfield estimator.

Key words.
Mayfield method, estimator, daily survival rate, nesting success, hatch rate, breeding bird,
reproduction, sample size, survivorship, central limit theorem, probability distribution,
expectation, variance, bias, confidence interval, statistics.

1. Introduction.

Ornithologists are interested in estimating the nest success. One of the methods for estimating nest
success is the Mayfield method. The daily survival rate plays a key role. (Mayfield 1961) formulates an
estimator for the daily survival rates of nests. This estimator is widely used because of its simplicity.
In this article we formulate characteristic properties of the Mayfield estimator. We present formulas for
the expectation and the variance of the (asymptotic) probability distribution of the Mayfield estimator. The
mathematical details are worked out in the appendix.
This article aims to give insight in the behaviour of the Mayfield estimator and in estimating nest success.
In practice one uses a number of variants of the Mayfield estimator. We compare four different variants
and give an alternative estimator.

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 The Mayfield method: a mathematical analysis.

2. Definitions.

2.1 Concepts.
A nest in the stage of first egg laying until the hatching of the first young we call a clutch. The nest
success or hatch rate of a clutch is the probability that the clutch is successful; that is the probability
that the first young leaves the egg. The hatch rate is dependent of the species and the influence of
predators. Also other factors such as disturbance or weather influence the hatch rate.

The daily survival rate is the probability that a clutch survives the period of one day. The Mayfield
method assumes that the daily survival rate is the same for all the days the bird is incubating. The
duration of incubation includes the laying stage.
If p is the daily survival rate, then the hatch rate is: pH = pL. The variable L is the duration of incubation.
The value of L is for every bird species roughly the same. It varies from 20 days for small birds until 40
days for large birds. Sometimes one includes the nestling stage; then L is larger.

2.2 Statistical model.

We ground the mathematical analysis on the following statistical model. The concept of observation
interval plays a central role.
A clutch is choosen at random from a population with constant daily survival rate. During some time
interval we observe the clutch. At the beginning we establish that the clutch is undamaged. At the end of
such an observation interval we record the status of the clutch: survived, hatched or destroyed.
Observation intervals have the following general properties:
 at the start of the observation interval the clutch is found to be undamaged.
 at the end of the observation interval the clutch is found to be survived, hatched or destroyed.
 different observation intervals for one clutch are disjunct
A random sample of observation intervals is taken. We distinguish two sample types depending whether
the observation interval lies completely within the incubation period.
Type a: the end date of each observation interval is before the expected hatch date of the clutch.
Type b: the end date of each observation interval is not before the expected hatch date of the clutch.
In other words:
An observation interval of a sample of type a has two possible results at the end: survived or destroyed.
An observation interval of a sample of type b has two possible results at the end: hatched or destroyed.
Both sample types are in principle suitable for estimating the daily survival rate. These samples have
information about the ratio of survived and destroyed clutches, which is representative for the daily
survival rate. The problem with type b samples is the unknown hatch date. This article deals only with
samples of type a. In appendix G we outline the consequences of mixed samples.

We divide the observation intervals of a sample in groups of equal length. We use the following notation:
N: the number of groups (N≥1).
m[i]: the length of the observation interval (days) of group i (i = 1..N and 1≤ m[i] ≤ L)
n[i]: the number of observation intervals of group i (i = 1..N)
S[i]: the random variable of the number of observation intervals of group i for which we have found no
destruction (i = 1.. N and 0 ≤ S[i] ≤ n[i]).
We use bold capitals to indicate random variables.

S[i] has the binomial distribution ß(n[i];pm[i]); i = 1..N with expectation E(S[i]) = n[i].pm[i] and variance
Var(S[i]) = n[i].pm[i].(1− pm[i]).

2.3 Definition of the Mayfield estimator.

We define two Mayfield estimators. Estimator F is introduced by (Mayfield 1961), the estimator G is
introduced by (Beintema, 1992). We define these estimators as follows:
B A
(2.1) F= 1 − and G=
A A+ B

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 The Mayfield method: a mathematical analysis.

A is the total number of survival days of the examined clutches and B is the number of clutches that are
destroyed. In terms of the preceding statistical model we can write:
N
(2.2) A = ∑ ( m[i] S[i] + r(m[i]) ( n[i] − S[i] ) )
i= 1
N
(2.3) B = ∑ ( n[i] − S[i] )
i= 1
The value r(m) of the function r is the estimate of the number of survival days of a destroyed clutch if m
is the length of the observation interval. The case r(m) = ½ m is called the “midpoint assumption”.

The random variable A is the sum of:

the number of survival days of non-destroyed clutches ( = m[i] S[i] ).
the number of survival days of destroyed clutches ( = r(m[i]) (n[i] - S[i]) ).
We investigate four variants of the Mayfield estimator:
 F1: estimator F with r(m) = 0.5 m (introduced by (Mayfield 1961))
 F2: estimator F with r(m) = 0.4 m (introduced by (Johnson 1979))
 G1: estimator G with r(m) = 0.5 m (see for example (Beintema 1992))
 G2: estimator G with r(m) = 0.33 m (here proposed to investigate).

As an illustration we show the data of a fictitious research to the daily survival rate. The values of A and
B are calculated with the midpoint assumption. The result of F1 is 0.951 and the result of G1 is 0.954.

Table 1: Data of a fictitious research project to nest success. Number of groups: N=3.
The results of S[i] are random generated and based on a daily survival rate of 0.95.
Calculation with r(m) = 0.5m.
Design of experiment Random Calculation
i n[i] m[i] S[i] m[i]S[i]+0.5m[i](n[i]-S[i]) n[i]-S[i]
1 110 5 90 500 20
2 120 7 93 745.5 27
3 100 10 50 750 50
A = 1995.5 B = 97

3. Results.

3.1 The asymptotic probability distribution of the Mayfield estimator.

If we know the asymptotic probability distribution, we are able to discover important characteristics of the
Mayfield method.
An important property is:
If the size of the sample of observation intervals is large enough,
then the Mayfield estimator has a normal distribution.
The mathematical proof of this property and the equations for the asymptotic expectation μ and variance
σ2 are worked out in the appendices C and D.
If N=1 (all observation intervals have the same length), then the equations are:
2
1 - pm 1  m  m
 p (1− pm )
μF = 1 − σ =2
(3.1)
m pm + r(m) (1- pm )
F
 (
n  mp + r(m) (1- pm )
m
) 2 

2
m pm + r(m) (1- pm ) 1  m  m
 p (1− pm )
μG = σ =
2
(3.2)
m pm + (r(m) + 1) (1- pm )
G
 (
n  mp + ( r(m) + 1) (1- pm )
m
) 2 


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 The Mayfield method: a mathematical analysis.

We notice that the variance decreases if n increases. As we shall see also an increasing m-value leads
to a decreasing variance. The asymptotic expectations µF and µG are independent of n.

3.2. The asymptotic expectation of the Mayfield estimator.

We can proof that the asymptotic expectations µF en µG are unequal to the real daily survival rate p
(except for a finite number of p-values). In other words: the Mayfield estimator is not (asymptotically)
unbiased. This is an undesirable property. On average the results of the Mayfield estimator vary around
a value that is unequal the true daily survival rate. If the bias is small enough, the use of the Mayfield
estimator can be justified. To get an impression of the development of the asymptotic expectation as a
function of p, we have made graphs (see figure 1).
F1(5), F1(10), F1(20) F2(5), F2(10), F2(20) G1(5), G1(10), G1(20) G2(5), G2(10), G2(20)
1 1 1 1

0.8 0.8 0.8 0.8

0.6 0.6 0.6 0.6

0.4 0.4 0.4 0.4

0.2 0.2 0.2 0.2

0 0 0 0
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1

Figure 1:
Graphs of the asymptotic expectation µ of the Mayfield estimators F1, F2, G1 and G2 as a function of p.
Each graph shows three curves: for m=5, 10, 20 (the larger m the larger µ). Parameters: N=1; n=100.

To reduce the number of parameters, we have chosen N=1 in figure 1. We assume that this gives a
representative picture of the general case with N>1. Calculations show that this is correct.
Figure 1 shows the development of the expectations of the estimators F and G as a function of the real
daily survival rate. The difference with the straight sloping line is the bias with regard to the real daily
survival rate p. We see the bias is smaller according as p is closer to one. It attracts attention that as p is
smaller, the estimator differs more from the real p. The estimator reaches its minimum as a limit for p→0.
In spite of this one uses the Mayfield estimator because small daily survival rates occurs not frequently.
If the daily survival rate is 0.9 and the duration of incubation is 30 days, then the hatch rate is 0.9 30 =
0.042. Mostly this hatch rate is too small for a population of birds to survive. Yet we have to take into
account with small daily survival rates, for example if increasing predation takes place temporary or
local.

3.3 The precision of estimating the daily survival rate.

Because the estimator F is normal distributed (for n large enough), 95% of the results of F are inside the
interval: [µF - 1,96σF , µF + 1,96σF]. We can calculate the 95% upper and lower bounds with the equations
for µF and σF. In the same manner we calculate 95% upper and lower bounds for the results of the
estimator G.
Figure 2 gives an illustration of upper and lower bounds. We notice that the upper and lower bounds are
closer together according as the daily survival rate is closer to one. Figure 2 shows the bias in more
detail.
Important to know: how far are the 95% upper and lower bounds separated. In other words: how far are
the results of the estimator spread around the expectation. If the spread is small then the precision is
large. The standard deviation σ is a measure for the precision: the smaller σ, the larger the precision. So
the precision increases according as the upper and lower bounds are closer together.

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 The Mayfield method: a mathematical analysis.

F1(20,100) F2(20,100) G1(20,100) G2(20,100)

1 1 1 1

0.95 0.95 0.95 0.95

0.9 0.9 0.9 0.9

0.85 0.85 0.85 0.85

0.85 0.9 0.95 1 0.85 0.9 0.95 1 0.85 0.9 0.95 1 0.85 0.9 0.95 1

Figure 2:
Graphs of the 95% upper and lower bounds of the asymptotic probability distribution of F1,F2,G1 and G2 as
a function of the real daily survival rate p. The broken line between the bounds is the asymptotic expectation.
The straight broken line is the real daily survival rate p. Parameters: m=20; n=100; N=1.

Figure 3 gives an illustration of upper and lower bounds of the estimator G1 as a function of the real daily
survival rate p. The length of the observation interval m varies for each graph.

G1(5,100) G1(10,100) G1(15,100) G1(20,100)

1 1 1 1

0.95 0.95 0.95 0.95

0.9 0.9 0.9 0.9

0.85 0.85 0.85 0.85

0.85 0.9 0.95 1 0.85 0.9 0.95 1 0.85 0.9 0.95 1 0.85 0.9 0.95 1

Figure 3:
Graphs of the 95% upper and lower bounds of the asymptotic probability distribution of G1 as a function of
the real daily survival rate p. The broken line between the bounds is the asymptotic expectation. The straight
broken line is the real daily survival rate p. Parameters: m=5, 10, 15 and 20; n=100; N=1.

We notice in figure 3 that the precision increases if the length of the observation interval m increases.
The graphs in figure 3 are made for n=100 observation intervals. The precision increases if n increases.
It follows from the equations of the asymptotic variance of the Mayfield estimator that we can write (for n
large enough): σ2 = τ2/n, where τ2 is independent of n. So the standard deviation is inversely proportional
to the square root of n.
For example: if we choose the number of observation intervals 4 times as large, the standard deviation
becomes 2 times as small. The distance between the 95% upper and lower bounds becomes 2 times as
small.
In figure 3 we notice an other asymptotic property: the bias increases according as the length of the
observation interval m increases.
The interval [F - 1,96σF , F + 1,96σF] is a 95% confidence interval for the parameter µF (if n is large
enough). We replace the unknown p in the equation of σF by the result of F. This is not a 95% confidence
interval for p because µF ≠ p. Only if the bias is sufficient small, it is a confidence interval for p. This
argument applies also to the estimator G.

3.4 Estimating the hatch rate: asymptotic properties.

Because the goal of the Mayfield estimator is to estimate the hatch rate, the question arises: what is a
good estimator for the hatch rate? A self-evident choice is the estimator FL with L the duration of
incubation.

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 The Mayfield method: a mathematical analysis.

For this estimator applies the rule:

If the size of the sample of observation intervals is large enough, the estimator FL has
a normal distribution with expectation µFL and standard deviation σ = L µFL - 1 σF.
So the estimator FL has approximately a normal distribution. An analogous property applies to the
estimator GL. The proof is given in appendix D.
Table 2 shows that estimating the hatch rate there is a bias: as m is larger and as p is smaller, the bias
with regard to the real hatch rate pL is larger. For example: if m=20 and p=0.92 then the estimator F1L
has on average 50% larger results than the real hatch rate. In all cases the estimator G1L has the largest
bias. We notice that if L=30 then m=30 is the (theoretical) maximum of m and will not occur in practice.

Table 2: Asymptotic expectation of the hatch rate µL of the estimators F1L, F2L, G1L and G2L. Also the
expectation of an unbiased estimator QL is calculated (=pL). Results are calculated for various values of p
and m with fixed values for L=30 and N=1.
p (m=5) p (m=15) p (m=20) p (m=30)
0.92 0.95 0.98 0.92 0.95 0.98 0.92 0.95 0.98 0.92 0.95 0.98
F1L 0.076 0.208 0.542 0.100 0.222 0.545 0.120 0.234 0.547 0.174 0.267 0.552
F2L 0.068 0.199 0.539 0.074 0.197 0.534 0.085 0.201 0.533 0.120 0.218 0.532
G1L 0.094 0.224 0.549 0.118 0.239 0.551 0.138 0.251 0.553 0.192 0.282 0.559
G2L 0.079 0.210 0.543 0.073 0.196 0.534 0.078 0.194 0.530 0.101 0.199 0.524
QL 0.082 0.215 0.545 0.082 0.215 0.545 0.082 0.215 0.545 0.082 0.215 0.545

We make a further analysis of the estimate of the hatch rate.

If we estimate the hatch rate by FL, then 95% of its results fall in the interval [a,b] = [ µFL - 1,96σ , µFL +
1,96σ ] with σ = L µFL - 1 σF.
We have made graphs of the relative error of the hatch rate with regard to the real hatch rate p L as a
function of pL. These graphs gives a good insight in the size of the bias. The graphs are included in
appendix A. Each graph has three curves:
1. a curve for the relative error in the 95% lower bound a, calculated by: (a - pL) / pL.
2. a curve for the relative error in the 95% upper bound b, calculated by: (b - pL) / pL.
3. a curve for the relative error in the expectation, calculated by: (µFL - pL) / pL.
We have taken N=1 for all graphs in appendix A. We generalise the conclusions to the case N>1. The
effect of the parameters m[k] for N>1 is mainly restricted to that m[k] for which n[k] is largest. For
example: if N=2 then for combinations m=(10,20) and n=(50,500) the second m-value (=20) will have the
greatest effect.

The graphs are grouped as a matrix. Each row relates to one of the estimators for the hatch rate. Each
column relates to the length of the observation interval (m=3, 10, 20 and 30). The parameters n=200 and
L=30 are fixed. On top of each graph a code indicates which parameters are used. For example:
G2(10,200,30) means an estimate of G2L with parameters m=10, n=200 and L=30.
To compare we show the graphs of an alternative estimator QL. The estimator QL is asymptotically
unbiased. The definition of this estimator is given in appendix F.
The relative error on the vertical axis has a range from -1 until 3 (read: -100% until 300%).

The graphs in appendix A tell us much about the asymptotic behaviour of the Mayfield estimator.
From these graphs we can draw the following conclusions:
>1. The relative error (bias) of the hatch rate is largest for small hatch rates and decreases if the hatch
rate increases.
>2. It is desirable that the relative error is zero (broken zero line). This is only the case if the estimator is
asymptotically unbiased. See graphs of the estimator QL.
>3. In general we can conclude that the relative error for small hatch rates increases if the length of the
observation interval m increases.

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 The Mayfield method: a mathematical analysis.

>4. A remarkable but pleasant property applies to the graphs. The shape of the graph does not change
hardly if we increase or decrease L provide that we hold the proportion m/L constant. This is only true if L
is large enough: roughly L>15. For example: the graph for m=20 and L=30 has roughly the same shape
as the graph for m=40 and L=60. In this case m/L=0.6666. We will call the proportion m/L the relative
length of the observation interval. The columns of graphs in appendix A have a relative length of
respectively 0.1; 0.3333; 0.6666; 1.
>5. The precision in the estimate of the hatch rate increases if m increases. Because the standard
deviation decreases if m increases. The precision decreases if L increases while n and m remaining the
same.
>6. The precision of QL is somewhat smaller than those of the Mayfield estimator, especially for small
hatch rates. This advantage of the Mayfield estimator is cancelled by the large bias for small hatch rates.
>7. Whether the bias in estimating the hatch rate is acceptable depends of the desired precision. If the
precision is large we expect a proportionally smaller bias. If n increases then the precision increases
while the bias does not change. So with increasing n the influence of the bias becomes more important.
>8. The range of the horizontal axis in the graphs of appendix A (the real hatch rate) is limited by 0.5.
For values greater than 0.5 the trend continues: a larger precision and a smaller bias.

3.5 Estimating the hatch rate with a small number of observation intervals.
The equations which describe the asymptotic behaviour are useful to formulate properties of the Mayfield
estimator. In principle they apply only for infinite large n and they apply only approximately for finite n.
Only if n is large enough we have a good approximation of the asymptotic behaviour.
In appendix E (approximation criteria) we present equations to calculate the exact distribution function,
expectation and variance of the Mayfield estimator for any number of observation intervals. Comparing
the exact distribution with the asymptotic distribution, we calculate minimum values of n for which the
approximation is acceptable (table 3 of appendix E).
Especially for small hatch rates n must be large to give a good approximation. This n is hardly to realise
in practise. So it is interesting to investigate the exact behaviour of the bias for small hatch rates and
small values of n. We don't use the asymptotic distribution but the exact distribution of the Mayfield
estimator.
The graphs in appendix B tell us much about the exact behaviour of the Mayfield estimator for small
values of n. The graphs are grouped as a matrix. Each row relates to one of the estimators for the hatch
rate. Each column relates to the number of observation intervals (n=5, 15, 25 and 35). Each graph
shows two curves which belongs to different lengths of the observation interval.

From the graphs in appendix B we can draw the following conclusions:

>1. See the conclusion 1 of the previous section with regard to the graphs in appendix A.

>2. Now for small values of n the estimator QL is not unbiased. The bias is largest for small hatch rates.
The bias decreases if n increases. For small hatch rates n must be very large to make the bias almost
zero. So we have the same problematic as for the Mayfield estimator: we can't prevent the bias for small
hatch rates. The difference is that the bias for Q decreases when n increases and becomes zero in the
limit. The Mayfield estimator has a bias that remains existing for increasing n.

>3. Each estimator has a large bias for small hatch rates if the number of observation intervals is small.
Especially the combination of a small number of observation intervals and a small length of the
observation interval causes a large bias. For example if n=5 and m=0.2L, then for a real hatch rate of 0.1
the relative error is more than 100%.

>4. See the conclusion 4 of the previous section with regard to the graphs in appendix A.

>5. Roughly we can derive from the graphs of appendix B that: the larger n the smaller the bias. So the
asymptotic behaviour is in a way an optimum state.

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 The Mayfield method: a mathematical analysis.

4. Discussion.

We have included in the definition of the Mayfield estimator the function r(m). We remark: having F with
some function r(m) is equivalent to having G with the function r(m)-1.
We have investigated some variants of r(m). It turns out that the choice r(m) = 0.33m for the estimator G
is more or less an optimum. So we can't diminish the bias with some other choice of r(m). We can proof
that it is not possible to choose a function r(m) such that the bias completely disappears. So we can't
make the Mayfield estimator (asymptotically) unbiased.
The graphs in the appendices A and B give a good survey of the quality of the various estimators.
Considering the bias for small hatch rates we can conclude that among the Mayfield variants G1 is the
poorest and G2 is the best choice. (Johnson 1979) advised to take F1 for small m (m<15) and for large
m to take F2. This choice can be explained if we compare the graphs for F1 and F2 in appendix A. But
from the graphs in appendix B we can conclude that F2 has always the smallest bias. With this kind of
discussions it is necessary to make use of the concept of "relative length" of an observation interval.
Johnson did not investigate the estimator G.
The structural bias inherent in using the Mayfield method is a tedious factor. Mostly the bias is
negligible. Especially for small daily survival rates the bias can have a significant influence on the
estimate. If we want to minimise the bias, we can consider to use the alternative estimator Q from
appendix F. It performs well if the number of observation intervals is large (see for example table 4 in
appendix F) and the length of the observation intervals is as large as possible.

The variance of Johnson.

(Johnson 1979) formulated an estimator for the variance of F1 in the case that the number of
observation intervals is large. The derivation is mathematically incorrect. His equation is widely used to
make a confidence interval for F1.
The equation for the estimator of Johnson is:
( A − B) B
(4.1) VarJ =
A3
We compare the standard deviation of F1 according to Johnson with the (asymptotic) standard deviation
of F1 according to equation (3.1). We compare the standard deviations graphically in figure 4.
We conclude: the larger the length of the observation interval and the smaller the real daily survival rate,
the larger the error in the standard deviation according to Johnson. For example: if p=0.9 and m=15,
then the relative error is about 25%. If m=5 the relative error is practically zero.
F1(5,100) F1(15,100) F1(25,100)
0.02 0.02 0.02 1.2

0.9

0.6
0.01 0.01 0.01
0.3

0 0 0 0.3
0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1 0.8 0.85 0.9 0.95 1

Figure 4:
Left: the three utmost left graphs shows the SDJ (broken curve) and SDA (solid curve) as a function of the
real daily survival rate p. Parameters: N=1, n=100, m=5, 15 and 25.
Right: graph of the relative error (SDJ-SDA) / SDA as a function of the real daily survival rate p. Parameters:
N=1, n=100, m=5, 15 and 25 (the larger m the larger the relative error).
Abbreviations:
SDA: standard deviation σF of the asymptotic distribution of F1 (equation (3.1)).
SDJ: asymptotic expectation of the estimator for the standard deviation of F1 according to Johnson.

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 The Mayfield method: a mathematical analysis.

General conclusions.
In this article we have tried to give insight in the properties of the Mayfield estimator and we have
presented an alternative estimator. We can draw a number of general conclusions:

>1. We can now study the Mayfield method better and more precise thanks to the presented equations.
Especially the equations for the asymptotic behaviour are very useful. They only apply if the number of
observation intervals is large enough.

>2. All variants of the Mayfield estimator have a bias which is largest for small daily survival rates. The
bias decreases according as the daily survival rate is closer to one.

>3. The bias in the estimate of the daily survival rate implies a bias in the estimate of the hatch rate. The
bias is largest for small hatch rates.

>4. We can't eliminate the bias in the Mayfield estimator. We can arrange the Mayfield variants in
sequence of increasing bias as follows: G2, F2, F1 and G1.

>5. We can enlarge the precision of the Mayfield estimator by enlarging the number of observation
intervals or by enlarging the length of the observation intervals.

>6. The estimator Q is a better alternative for the Mayfield estimator. This estimator is asymptotically
unbiased and has a similar precision as the Mayfield estimator. Also its non-asymptotic behaviour
performs better. For small samples the estimator Q performs the best if we choose the length of the
observation intervals as large as possible.

>7. Until so far we have investigated only samples of type a. In appendix G we show that all estimators
perform badly for samples of type b. For mixed samples the bias is difficult to quantify. To minimize the
bias for mixed samples: try to keep the size of type b samples small and choose the length of the
observation interval small.

5. Acknowledgements.
I am grateful to Martijn van de Pol (Centre for Ecological and Evolutionary Studies, University of
Groningen) for a review in march 2006.

6. References.

[1] Bart J. & Robson D.S. 1982. Estimating survivership when the subjects are visited
periodically. Ecology 63:1078-1090.
[2] Beintema A. 1992. Mayfield moet: oefeningen in het berekenen van uitkomstsucces.
Limosa 65:155-162.
[3] Beintema A.J. 1996. Inferring nest success from old records. Ibis 138:568-570.
[4] Bickel P.J. & Doksum K.A. 1977. Mathematical Statistics: basic ideas and selected topics.
1.5:28-34. Holden Day Inc, San Francisco.
[5] Hensler G.L., Nichols J.D. 1981. The Mayfield method of estimating nesting success: a model,
estimators and simulations results. Wilson Bull. 93:42-53.
[6] Johnson D.H. 1979. Estimating nest success: the Mayfield method and an alternative.
Auk 96:651-661.
[7] Miller H.W. & Johnson D.H. 1978. Interpreting the results of nesting success. J.Wildl.Mgmt.
42:471-476.
[8] Mayfield H. 1961. Nesting success calculated from exposure. Wilson Bull. 73: 255 261.

©A.R.A.Kalverboer 9 of 19 Dec 2007 (V2A)

 The Mayfield method: a mathematical analysis.

Appendix A: the asymptotic relative error of the estimated hatch rate.

F1(3;200;30) F1(10;200;30) F1(20;200;30) F1(30;200;30)
3 3 3 3

2 2 2 2

1 1 1 1

0 0 0 0

1 1 1 1
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5

F2(3;200;30) F2(10;200;30) F2(20;200;30) F2(30;200;30)

3 3 3 3

2 2 2 2

1 1 1 1

0 0 0 0

1 1 1 1
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5

G1(3;200;30) G1(10;200;30) G1(20;200;30) G1(30;200;30)

3 3 3 3

2 2 2 2

1 1 1 1

0 0 0 0

1 1 1 1
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5

G2(3;200;30) G2(10;200;30) G2(20;200;30) G2(30;200;30)

3 3 3 3

2 2 2 2

1 1 1 1

0 0 0 0

1 1 1 1
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5

Q(3;200;30) Q(10;200;30) Q(20;200;30) Q(30;200;30)

3 3 3 3

2 2 2 2

1 1 1 1

0 0 0 0

1 1 1 1
0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5 0 0.1 0.2 0.3 0.4 0.5

Figure 5:
Graphs of the relative error of the asymptotic expectation of the estimated hatch rate with regard to the real hatch
rate pL as a function of pL. Including the relative error of the expected 95% upper and lower bounds. Each row
relates to one of the estimators F1, F2, G1, G2 and Q. Each column relates to the length of the observation interval
(m=3, 10, 20, 30). Code G2(10,200,30) means: G2 with m=10, n=200 and L=30. Parameters: N=1,n=200,L=30.
.

©A.R.A.Kalverboer 10 of 19 Dec 2007 (V2A)

 The Mayfield method: a mathematical analysis.

Appendix B: the exact relative error of the estimated hatch rate.

Figure 6:
Graphs of the relative error of the exact expectation of the estimated hatch rate with regard to the real hatch rate p L
as a function of pL. Each row relates to one of the estimators of F1, F2, G1, G2 and Q. Each column relates to the
number of observation intervals (n=5, 15, 25, 35). The broken curve is made with m=0.2L and the solid curve with
m=0.6L. Code G1(15) means: estimator G1 with n=15. Parameters: N=1 and L=30.
.

©A.R.A.Kalverboer 11 of 19 Dec 2007 (V2A)

 The Mayfield method: a mathematical analysis.

Appendix C: the central limit theorem.

Theorem C1 (central limit theorem).

Let X[1],..,X[n] be an independent sample from a population with expectation µ and variance σ2 (0 < σ2 <
∞). Suppose the function h:R → R is differentiable in µ such that h’(µ) ≠ 0.
If X = (X[1] + .. + X[n]) / n then:
n (h( X) − h(μ)) L
(C.1)  → Z Z ~ N(0,1) n→ ∞
τ
Where: τ = h’(µ).σ
Proof: see (Bickel P.J. et al. 1977) ▲

The next variant of the central limit theorem is a generalisation of theorem C1. It is the multidimensional
form of this theorem.

Theorem C2 (multidimensional central limit theorem).

Consider N samples, each with n[i] individuals: X[i,1],..,X[i,n[i]], (i=1..N).
Each sample is independent and from a population with expectation µ[i] and variance σ[i]2 (0 < σ[i]2 < ∞).
Let: X[i] = (X[i,1] + .. + X[i,n[i]]) / n[i].
Define the row of numbers c[1], ..., c[N] as follows: n[i] = c[i].n, i = 1..N where n = Σi n[i] and such that
0 < c[i] ≤ 1. So: Σic[i] = 1. So we have defined the integer n. With this we formulate the asymptotic
behaviour.
Define the vectors: µ = (µ[1],..,µ[N]); σ = (σ[1],..,σ[N]); X = (X[1],..,X[N]).
Suppose the partial derivative of the function h:RN → R exists in µ and the kth partial derivative hk’(µ) ≠ 0
(k = 1..N). Then:
n (h( X ) − h(μ)) L
(C.2)  → Z Z ~ N(0,1) n→ ∞
τ
Where:

∑ ( h (μ))
N
2 σ[k] 2
(C.3) τ2 = /
k
k= 1 c[k]

Proof:
In an analogous manner as the proof of theorem C1. ▲

Appendix D: asymptotic properties of the Mayfield estimator.

We proof the asymptotic properties for the estimator F; an analogous proof applies to the estimator G.
To investigate the asymptotic behaviour we define a row of estimators Fn. We define the integer n as
follows. Define the row of numbers c[1], ..., c[N] by:
n[i] = c[i].n, i = 1..N with n = Σi n[i] and 0 < c[i] ≤ 1. So: Σi c[i] = 1.
By rewriting the equations (2.2) and (2.3) we get the equations:
N  S[i]  S[i]  
(D.1) An = n ∑ c[i]  m[i]
n[i]
+ r(m[i])  1 -
 n[i]
 

i= 1 

 N
S[i] 
(D.2) Bn = n 1−
 ∑ c[i]
n[i] 
 i= 1 

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 The Mayfield method: a mathematical analysis.

Now we define the row of estimators Fn by:

Bn
(D.3) Fn = 1 −
An
Important to notice that Fn = F for a certain combination of c[1],...,c[N].
We can define Fn in terms of the random variable D[i]:
n[i]
∑ D[i, j]
(D.4) S[i] j= 1
D[i] = =
n[i] n[i]

Define the vectors µD = (µD[1],...,µD[N]) and σD2 = (σD2[1],...,σD2[N]) by:

(D.5) µD[i] = E(D[i,j]) = pm[i].
(D.6) σD2[i] = Var(D[i,j]) = pm[i].(1 − pm[i]).
Now we can apply the central limit theorem to the row of estimators Fn.

Theorem D1:
There exists a function h: RN → R and a function τ: (0,1) → R, such that:

(D.7) n ( Fn − h(μD ) ) L
 → Z Z ~ N(0,1) n→ ∞
τ (p)
The values τ(p) and h(µD) are independent of n. See the proof for the equations of h and τ.

Proof:
We apply to the row of estimators Fn the multidimensional central limit theorem(theorem C2).
For that purpose we define the function h: RN → R such that:
 S[1] S[N] 
(D.8) Fn = h  , ... , 
 n[1] n[N] 

Call t = (t[1], .. ,t[N]) ∈ RN. Then we can write h as:

g(t)
(D.9a) h(t) = 1 −
f(t)
For the estimator G we can write h as::
f(t)
(D.9b) h(t) =
f(t) + g(t)
We have used the functions f, g: RN → R for the sake of a orderly manner of writing. These are defined
as follows:
N
(D.10) f(t) = ∑ c[i] ( m[i] t[i] + r(m[i]) (1 - t[i]))
i= 1
N
(D.11) g(t) = 1 − ∑ c[i] t[i]
i= 1
It appears from the equation of h that h(µD) is independent of n.
The partial derivatives of h are:
∂ h(t) g(t) (m[k] - r(m[k])) + f(t)
(D.12) = c[k] (k = 1.. N)
∂ t[k] ( f(t)) 2
The partial derivatives of h(t) exist and are unequal 0 for t = µD.

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 The Mayfield method: a mathematical analysis.

For f(t) > 0 and g(t) ≥ 0 if 0 ≤ t[i] ≤ 1 (i= 1.. N).

Applying theorem C2 we find for p ≠ 0 and p ≠ 1:
2
N
 ∂ h(μD )  σ D [k] 2
(D.13) τ(p) =2
∑  
k= 1  ∂ t[k]  c[k]
So τ(p)2 is independent of n. ▲

So for n large enough it applies approximately that F ~ N( µF; σF2) and G ~ N( µG; σG2).
For the sake of a clear formulation of the asymptotic expectation and variance we define two functions
a, b :R→R as follows:

( m[i] p )
N
(D.14) a(p) = ∑ c[i] m[i]
+ r(m[i]) (1 - p m[i] )
i= 1
N
(D.15) b(p) = 1 − ∑ c[i] p m[i]
i= 1
Then the equations for the expectation and variance are:
 b(p) ( m[k] - r(m[k]) ) + a(p)  pm[k] (1− pm[k] )
2
b(p) 1 N
(D.16) μF = 1 − σ =
2
F ∑
n k= 1

a(p)2

c[k]
a(p)  

 b(p) ( m[k] - r(m[k]) ) + a(p)  pm[k] (1− pm[k] )

2
a(p) 1 N
(D.17) μG =
a(p) + b(p)
σ =2
G ∑
n k= 1

(a(p) + b(p))2

c[k]
 

Theorem D2:
If F ~ N(µF;σF2) approximately for n large enough.
Then FL ~ N(µFL ; (L µF L - 1)2σF2) approximately for n large enough.
Proof:
We apply theorem D1 to the composition (h1◦h2)(t) of the functions h1(t)=tL and h2(t)=h(t).
Then we use the chain rule to the partial differentation in equation D13. ▲

Appendix E: approximation criterion for the Mayfield estimator.

The question is: how can we apply the equations of the asymptotic probability distribution of the Mayfield
estimator as a approximation for the behaviour with a finite number of observation intervals n. Then we
have to define what we mean by a "good approximation". As an example we consider the estimator FL of
the hatch rate.
Let dfFe(x) the distribution function of the exact distribution of the estimator FL with a finite number of
observation intervals.
Let dfFa(x) the distribution function of the asymptotic (normal) distribution of the estimator FL.
Now we define that the exact distribution is a good approximation of the asymptotic distribution if it meets
three requirements:
>1. |dfFe(x) - dfFa(x)| < 0.1 for all x.
>2. the relative error of the exact expectation with regard to the asymptotic expectation is smaller than
0.5 times the asymptotic standard deviation.
>3. the relative error of the exact standard deviation with regard to the asymptotic standard deviation is
smaller than 0.1.
With this definition (which is subjective) we calculate the minimum n for which the exact distribution is a
good approximation of the asymptotic distribution. All values greater than the minimum n we call "large
enough". We have calculated the minimum values of n in table 3.

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 The Mayfield method: a mathematical analysis.

Table 3: The minimum number of observation intervals for which the exact distribution of F2L is
roughly equal to the asymptotic distribution of F2L. The values are calculated for various hatch rates u
and various relative length of the observation interval m.
The code ++ means: n>170 Number of groups: N=1.
m/L
u 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
0.01 ++ ++ ++ ++ ++ ++ ++ ++ 100 110
0.05 ++ ++ ++ ++ ++ ++ ++ ++ 91 37
0.10 ++ ++ ++ ++ ++ ++ 158 90 49 30
0.15 ++ ++ ++ ++ 139 94 62 39 24 20
0.20 ++ ++ 125 83 57 40 27 18 15 15
0.30 127 56 33 21 20 15 15 15 15 15
0.40 60 35 25 20 15 15 15 10 10 10
0.50 75 35 30 25 15 15 15 10 10 10
0.60 80 50 30 30 20 20 15 15 15 15
0.70 120 65 40 30 20 20 20 15 15 15
0.80 130 85 45 35 30 25 20 20 20 20
0.90 ++ 135 75 55 45 40 35 30 25 25
0.99 ++ 125 85 65 50 45 40 35 30 30

The values of table 3 are practically independent of the duration of incubation L.

For example we can derive from table 3 that if 0.2 ≤ u ≤ 0.9 and m/L=0.6 , than n ≥ 40 is "large enough"
for F2. If N > 1, then all groups of observation interval had to apply the minimum n.
To make table 3, we have to calculate dfFe(x). The rule of calculation is:

[if h(s) ]
n[1]
(E.1) dfFe(x) = ∑ L
≤ x then P( S[1] = s ) otherwise 0 (N = 1)
s= 0

[if h(s1, s2) ]

n[1] n[2]
dfFe(x) = ∑ ∑ L
≤ x then P( S[1] = s1) P( S[2] = s2 ) otherwise 0 (N = 2)
s1 = 0 s2 = 0

An analogous rule applies for N>2. The function h:RN → R is defined in appendix D. We calculate the
probabilities for S[i] with the binomial distribution ß(n[i];pm[i]); i = 1..N.
If L=1, then of course (E.1) is the distribution function of F.

To compare the moments of the exact distribution of FL with the moments of the asymptotic distribution
we give the equations for the exact moments:

[ (h(s)) ]
n[1]
(E.2) E(F L ) = ∑ L
P( S[1] = s ) (N = 1)
s= 0

[ h(s1, s2) ]
n[1] n[2]
E(FL ) = ∑ ∑ L
P( S[1] = s1) P( S[2] = s2 ) (N = 2)
s1 = 0 s2 = 0

Analogous equations for N>2.

If L=1, then of course (E.2) is the exact expectation of F.
We can calculate the exact variance of FL with: Var(FL) = E(F2L) - (E(FL))2.
In an analogous manner we can make calculations for the Mayfield estimator G.

©A.R.A.Kalverboer 15 of 19 Dec 2007 (V2A)

 The Mayfield method: a mathematical analysis.

Appendix F: the alternative estimator Q.

Definition.
For the given statistical model we introduce the estimator Q as an alternative for the Mayfield estimator.

N
∑ w[k] U [k]
(F.1) k= 1 S [k]
Q= N
with U [k] = m[k] and w[k] = n[k] m[k]
n[k]
∑ w[k]
k= 1

So the estimator Q is the weighted average of the random variables U[k] with weight factors w[k].
In the same manner as with the Mayfield estimator, we can proof that Q has approximately a normal
distribution with expectation p (asymptotically unbiased). This applies in spite of the choice of the weight
factors. We use the freedom to choose the weight factor to make the variance as small as possible. The
used weight factor is found experimental. The equation for the asymptotic variance of Q is:
N
(
w[k] 2 1− pm[k] )
∑ n[k] m[k] 2 pm[k] − 2
(F.2) σ Q2 =
k= 1
2
 N 
 ∑ w[k] 
 k= 1 
 

We estimate the hatch rate for a duration of incubation of L days by QL.

We can proof that this estimator has approximately a normal distribution with expectation pL
(asymptotically unbiased) and variance (L p L - 1)2 σQ2.

Precision of the estimator Q.

For Q as well as for the Mayfield estimator the same applies: the precision increases if the number of
observation interval n increases. From equation (F.2) we can derive that the variance of Q can be written
as: σ2 = τ2/n, where τ2 is independent of n.
For example: if we choose the number of observation intervals 4 times as large, the standard deviation
becomes 2 times as small. The distance between the 95% upper and lower bounds becomes 2 times as
small.
The interval [Q - 1,96σQ , Q + 1,96σQ] is a 95% confidence interval for the daily survival rate (if n is large
enough). We replace the unknown p in the equation of σQ by the result of Q.
A 95% confidence interval for the hatch rate is: [QL - 1,96σ , QL + 1,96σ], where σ = L pL - 1 σQ and in
which we replace the unknown p in the equation of σ by the result of Q.

(Bart J. et al. 1982) describes an alternative estimator for the daily survival rate. It is the maximum
likelihood estimator of our statistical model. This estimator is asymptotically unbiased. Disadvantage is
the complex computation.
In the theory of estimation it is proofed that the maximum likelihood estimator of Bart & Robson has the
smallest (asymptotic) variance among all unbiased estimators for p with the given statistical model.
We use the term UMVU estimator (Uniformly Minimum Variance Unbiased). So the estimator Q has a
larger variance than that of Bart & Robson. Computations show that this difference between the
variances is small (a few percents). If N=1 then the variances are even equal. So the estimator Q is
approximately an UMVU estimator.

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 The Mayfield method: a mathematical analysis.

Approximation criterion for Q.

The question is: how can we apply the equations of the asymptotic probability distribution of Q as a
approximation for the behaviour with a finite number of observation intervals n. To do so we have to
define what we mean by a "good approximation". We consider the estimator QL of the hatch rate.
Let dfQe(x) the distribution function of the exact distribution of the estimator QL with a finite number of
observation intervals.
Let dfQa(x) the distribution function of the asymptotic (normal) distribution of the estimator QL.
Now we define that the exact distribution is a good approximation of the asymptotic distribution if it meets
three requirements:
>1. |dfQe(x) - dfQa(x)| < 0.1 for all x.
>2. the relative error of the exact expectation with regard to the asymptotic expectation is smaller than
0.5 times the asymptotic standard deviation.
>3. the relative error of the exact standard deviation with regard to the asymptotic standard deviation is
smaller than 0.1.
With this definition (which is subjective) we calculate the minimum n for which the exact distribution is a
good approximation of the asymptotic distribution. All values greater than the minimum n we call "large
enough". We have calculated the minimum values of n in table 4.

Table 4: The minimum number of observation intervals for which the exact distribution of QL is roughly
equal to the asymptotic distribution of QL. The values are calculated for various hatch rates u and
various relative length of the observation interval m.
The code ++ means: n>170 Number of groups: N=1.
m/L
u 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
0.01 ++ ++ ++ ++ ++ ++ ++ ++ ++ 160
0.05 ++ ++ ++ ++ ++ ++ ++ ++ 74 60
0.10 ++ ++ ++ ++ ++ 133 75 35 25 55
0.15 ++ ++ ++ 114 71 43 24 15 15 30
0.20 ++ 152 85 50 31 19 15 15 15 30
0.30 114 48 26 20 15 15 15 15 15 15
0.40 65 35 25 20 15 15 15 15 15 15
0.50 70 40 25 20 15 15 15 15 15 15
0.60 85 40 35 25 15 15 15 15 15 15
0.70 100 50 40 30 25 25 20 15 15 15
0.80 115 65 45 35 30 25 25 20 20 15
0.90 ++ 135 75 55 45 40 35 30 25 25
0.99 ++ 125 85 65 50 45 40 35 30 30

The values of table 4 are practically independent of the duration of incubation L.

For example we can derive from table 4 that if 0.2 ≤ u ≤ 0.9 and m/L=0.6 , than n ≥ 40 is "large enough"
for Q. If N > 1, then all groups of observation interval had to apply the minimum n.
To make table 4, we have to calculate dfQe(x). The rule of calculation is:

[if h(s) ]
n[1]
(F.3) dfQe(x) = ∑ L
≤ x then P( S[1] = s ) otherwise 0 (N = 1)
s= 0

[if h(s1, s2) ]

n[1] n[2]
dfQe(x) = ∑ ∑ L
≤ x then P( S[1] = s1) P( S[2] = s2 ) otherwise 0 (N = 2)
s1 = 0 s2 = 0

An analogous rule applies for N>2. We calculate the probabilities for S[i] with the binomial distribution
ß(n[i];pm[i]); i = 1..N. If L=1, then of course (F.3) is the distribution function of Q.

©A.R.A.Kalverboer 17 of 19 Dec 2007 (V2A)

 The Mayfield method: a mathematical analysis.

The function h:RN → R is defined as follows:

N
∑ w[k] u[k]
k= 1 t[k]
(F.4) h(t[1], ..., t[N]) = N
with u[k] = m[k] and w[k] = n[k] m[k]
n[k]
∑ w[k]
k= 1

To compare the moments of the exact distribution of QL with the moments of the asymptotic distribution
we give the equations for the exact moments:

[ (h(s)) ]
n[1]
(F.5) L
E(Q ) = ∑ L
P( S[1] = s ) (N = 1)
s= 0

[ h(s1, s2) ]
n[1] n[2]
E(Q L ) = ∑ ∑ L
P( S[1] = s1) P( S[2] = s2 ) (N = 2)
s1 = 0 s2 = 0

Analogous equations for N>2.

If L=1, then of course (F.5) is the exact expectation of Q.
We can calculate the exact variance of QL with: Var(QL) = E(Q2L) - (E(QL))2.

We can calculate the exact expectation of Q more efficient with the equation:
N n[k]
s
∑ ∑ w[k] m[k]
n[k]
P( S[k] = s)
k = 1 s= 0
(F.6) E(Q ) = with w[k] = n[k] m[k]
N
∑ w[k]
k= 1

Appendix G: mixed samples of observation intervals.

The preceding mathematical analysis is based on samples of type a (see 2.2, Statistical model).
For these samples the observation intervals lies completely within the incubation period. In practice we
have mixed samples of type a and type b. To select only observation intervals of type a, we have to
know the hatch date of the clutch. Mostly the hatch date is not known and cannot be derived. So in
practice we cannot separate type a and type b samples.
Let us consider mixed samples of observation intervals which have the same length m (so N=1).
We define the random variables:
Sa: number of observation intervals of a sample of type a of which the clutch has survived.
Sb: number of observation intervals of a sample of type b of which the clutch is hatched.
Ta: number of observation intervals of a sample of type a of which the clutch is destroyed.
Tb: number of observation intervals of a sample of type b of which the clutch is destroyed.
In practice we observe Sa, Sb and the sum Ta+Tb. We cannot count Ta or Tb separately. Because the
hatch date is unknown, we have to guess the number of survival days of hatched clutches. If we assume
the hatch date averages midway the observation interval, the number of survival days is ½ m Sb. For the
general case we let the number of survival days of hatched clutches q(m) Sb. So the total number of
survival days is: A = m Sa + q(m) Sb + r(m)( Ta+Tb). And B = Ta+Tb is the total number of destroyed
clutches. With this A and B we can define the Mayfield estimator for mixed samples as before (see 2.2,
Statistical model).
For further analysis we make the assumption that Sb is binomial distributed with probability of success
pαm (0<α<1). A reasonable choice is α = ½ if the hatch dates are centered around the middle of the
observation intervals.
As showed in the main text we can formulate an equation of the asymptotic expectation as follows.

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 The Mayfield method: a mathematical analysis.

Let: a(p) = ca m pm + cb q(m) pαm + ca r(m) (1-pm) + cb r(m) (1- pαm).

b(p) = 1 - ca pm - cb pαm.
Here ca and cb are defined by: na = ca n and nb = cb n with ca + cb = 1. Where na resp. nb is the size of the
type a sample resp. the type b sample and n = na+nb.

b(p) a(p)
(G.1) μF = 1− and μG =
a(p) a(p) + b(p)

Let us look at the (theoretical) case of samples of type b. So all clutches hatch within the observation
interval and therefore we let Sa=0 and Ta=0.

Table 5: Asymptotic expectation of the hatch rate µL of the estimators F1L, F2L, G1L and G2L using a
sample of type b. Also the real expected result pL is calculated. Results are calculated for various values
of p and m with fixed values for L=30 and N=1.
p (m=5) p (m=15) p (m=20) p (m=30)
0.92 0.95 0.98 0.92 0.95 0.98 0.92 0.95 0.98 0.92 0.95 0.98
F1L 0.096 0.228 0.550 0.147 0.271 0.567 0.174 0.293 0.575 0.232 0.335 0.590
F2L 0.087 0.219 0.547 0.120 0.247 0.557 0.138 0.262 0.563 0.180 0.293 0.573
G1L 0.113 0.244 0.557 0.165 0.286 0.573 0.192 0.307 0.581 0.248 0.348 0.595
G2L 0.098 0.230 0.551 0.119 0.247 0.557 0.131 0.256 0.560 0.161 0.277 0.566
pL 0.082 0.215 0.545 0.082 0.215 0.545 0.082 0.215 0.545 0.082 0.215 0.545

Table 5 shows the results of the asymptotic expectation of the Mayfield estimator using a sample of type
b. Comparing the results of table 5 with table 2, we conclude the bias for type b samples is larger than
the bias of type a samples. For example: If p=0.92 and m=0.5L then the real hatch rate is 0.082. The
expectation of the estimator F1L is 0.147 for type b samples (bias 80%) and 0.100 for type a samples
(bias 20%). The bias is still larger if α < ½ : hatch dates particularly at the first half of the observation
interval. If we have luck then α > ½ and the bias will be smaller.
So there is a great risk that the bias for type b samples is large. This is explicable. The number of
survival days of non destroyed clutches of type a is exactly the length of the observation interval. While
for non destroyed clutches of type b the number of survival days must be guessed because of the
unknown hatch date falling within the observation interval. A guess of q(m) = ½ m seems reasonable but
is not always the best choice. A guess of q(m) = 0 (omitting hatched clutches) is reasonable if clutches
hatch particularly at the start of the observation interval. This is mostly not the case. In fact we cannot
formulate a suitable rule for q(m).
In the case of mixed samples the effect of type b samples will depend on the size of the type b sample in
proportion to the total size of the sample.
Estimating the daily survival rate we conclude:
 The bias of type b samples is on an average larger than the bias of type a samples.
 The bias of type b samples is difficult to quantify because of the unknown hatch date.
 If possible we had to keep the size of the type b samples small in order to minimize the bias. Another
way that helps to minimize the bias is to keep the length of observation intervalls small.

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©A.R.A.Kalverboer 19 of 19 Dec 2007 (V2A)