| Literature DB >> 18571203 |
Hsiuying Wang1, Yun-Huei Tzeng, Wen-Hsiung Li.
Abstract
The current variance estimators for Jukes and Cantor's one-parameter model and Kimura's two-parameter model tend to underestimate the true variances when the true proportion of differences between the two sequences under study is not small. In this paper, we developed improved variance estimators, using a higher-order Taylor expansion and empirical methods. The new estimators outperform the conventional estimators and provide accurate estimates of the true variances.Mesh:
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Year: 2008 PMID: 18571203 PMCID: PMC2580800 DOI: 10.1016/j.jtbi.2008.04.034
Source DB: PubMed Journal: J Theor Biol ISSN: 0022-5193 Impact factor: 2.691