Ecological Modelling 161 (2003) 239–248

A simple saddlepoint approximation for the equilibrium

distribution of the stochastic logistic model of population growth
James H. Matis a,∗ , Thomas R. Kiffe b , Eric Renshaw c , Janet Hassan d
a Department of Statistics, Texas A&M University, College Station, TX 77843-3143, USA
bDepartment of Mathematics, Texas A&M University, College Station, TX 77843-3368, USA
c Department of Statistics and Modelling Science, University of Strathclyde, Glasgow, Scotland G1 1XH, UK
d Science Academy of South Texas, 900 Med. High Dr., Mercedes, TX 78570, USA

Abstract
The deterministic logistic model of population growth and its notion of an equilibrium ‘carrying capacity’ are widely used in
the ecological sciences. Leading texts also present a stochastic formulation of the model and discuss the concept and calculation
of an equilibrium population size distribution. This paper describes a new method of finding accurate approximating distributions.
Recently, cumulant approximations for the equilibrium distribution of this model were derived [Biometrics 52 (1996) 980], and
separately a simple saddlepoint (SP) method of approximating distributions using exact cumulants was presented [J. Math. Appl.
Med. Biol. 15 (1998) 41]. This paper proposed using the SP method with the new approximate cumulants, which are readily
obtained from the assumed birth and death rates. The method is shown to be quite accurate with three test cases, namely on a
classic model proposed by Pielou [Mathematical Ecology, New York, Wiley, p. 304] and on two African bee models proposed
previously by the authors [Biometrics 52 (1996) 980; Theor. Popul. Biol. 53 (1998) 16]. Because the new method is also relatively
simple to apply, it is expected that its use will lead to a more widespread utilization of the stochastic model in ecological modeling.
© 2002 Elsevier Science B.V. All rights reserved.
Keywords: Stochastic logistic model; Cumulant truncation; Saddlepoint approximations; Carrying capacity; African bees; Skewness

1. Introduction well-known solution have a rich history dating back

Population growth models are central in modern
ecological theory. One of these fundamental theoret-
ical models is the logistic growth model (see e.g.
Pielou, 1977). Letting N and Ṅ denote the population
size and its derivative, this deterministic model may
be expressed as
Ṅ = N(a − bN),
with a, b > 0, which is also known as the
Verhulst–Pearl logistic equation. The equation and its
∗ Corresponding author. Tel.: +1-979-845-3141;
fax: +1-979-845-3144.
E-mail address: matis@stat.tamu.edu (J.H. Matis).
to 1838 (Renshaw, 1991). Our present interest focuses
on the equilibrium solution, N ∗ , obtained by setting
Ṅ = 0. Clearly, the single positive root is
a
N∗ = , (2)
b
where N ∗ is called the “carrying capacity” of the
environment. This concept is widely used in manag-
(1) ing natural populations. There are numerous deter-
ministic extensions of this classic model, including
for example generalized logistic growth models for
coupled fisheries systems (Hastings et al., 1996),
for photosynthetic growth (Invernizzi and Terpia,
1997), and for tropic chains (Dilao and Domingos,
2000).

0304-3800/02/$ – see front matter © 2002 Elsevier Science B.V. All rights reserved.
PII: S 0 3 0 4 - 3 8 0 0 ( 0 2 ) 0 0 3 4 4 - 7
240 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248
In an alternative deterministic formulation of the
basic model in (1), one assumes birth and death rate
functions, B(N ) and D(N) respectively, of
B(N ) = N(a1 − b1 N ), D(N ) = N (a2 + b2 N ),
(3)
with a1 , a2 , b1 , b2 > 0. The “per-capita” rates,
B(N )/N and D(N )/N, are called “density-dependent,”
as both are functions of N , one decreasing and the
other increasing with N . The deterministic model is
then
Ṅ = B(N ) − D(N ) = N[(a1 − a2 ) − (b1 + b2 )N].
(4)
Defining
a = a1 − a2 and b = b1 + b2 , (5)
Eq. (4) reduces to Eq. (1), with carrying capacity as
in Eq. (2).
There are two distinct approaches to stochasti-
cize the model. One of these is based on general
‘environmental’ stochasticity, introducing random er-
ror terms in equations such as (1). An illustration
is a model for local extinction in a metapopulation
(Grasman and HilleRisLambers, 1997). The other ap-
proach is based on ‘demographic’ stochasticity. This
research follows the latter approach.
A stochastic logistic model analogous to (4), in
which the population size N is a random variable, was
proposed by Bartlett et al. (1960). The model envi-
sions unit increases and decreases in population size,
following probability laws that are density-dependent,
analogous to Eq. (3). Bartlett et al. show how one may
obtain an equilibrium distribution for N numerically,
using simple probability arguments. The procedure is
illustrated with simple numerical examples in leading
texts such as Pielou (1977, p. 31) and Renshaw (1991,
p. 58). Yet surprisingly, the stochastic model does not
appear to be widely utilized despite its theoretical ap-
peal of (1) a more realistic conceptual foundation of
unit changes instead of a differential equations formu-
lation such as Eq. (1), and (2) a solution for a distribu-
tion for the equilibrium size rather than a single point
solution such as Eq. (2). Undoubtedly, one reason for
its limited use in practice is that the solution proce-
dure, whilst relatively easy to comprehend, requires
tedious calculations which are prohibitive in practice
without computer implementation.
This paper develops a simple approximation for the
equilibrium distribution of population size. The ap-
proximation is expressed analytically, and is shown to
be quite accurate for the cases investigated. We ex-
pect that its simplicity and accuracy will lead to its
widespread application in practice in stochastic popu-
lation modeling.
The practical application which motivates this re-
search relates to the equilibrium density of African-
ized honey bee (AHB) colonies in an area of specified
size. We have previously developed predictive mod-
els for the arrival of the leading edge of the AHB in-
vasion (Matis et al., 1992; Rowell et al., 1992) and,
based on parameter values observed in French Guiana,
for short-term changes in population size in given ar-
eas (Matis et al., 1994). Approximations for the mean,
variance and skewness, i.e. first three “cumulants,”
have also been previously derived for equilibrium dis-
tributions and applied to AHB modeling (Matis and
Kiffe, 1996). This research extends the previous work
to include simple approximations of the equilibrium
distribution of AHB colonies based on our assumed
population growth parameters.
In addition to the AHB application, we will also
illustrate the work with Pielou’s (1979) classic text-
book model of a stochastic logistic model. Section 2
reviews the exact distribution result given in Bartlett
et al. (1960), and also several approximations for
its cumulants. Section 3 describes saddlepoint (SP)
methods (Renshaw, 1998) which may be used to
approximate distributions based on their exact cu-
mulants. Section 4 discusses combining cumulant
approximations with the SP methodology to yield
approximations to the equilibrium distributions of in-
terest. Possible theoretical extensions to the procedure
are discussed in Section 4.4.
2. On the exact equilibrium size distribution
and its cumulant approximations
2.1. The stochastic model and its equilibrium
solution
Consider first the stochastic logistic model proposed
by Bartlett et al. (1960). The probabilities of a single
 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248 241

birth and single death, respectively, for population size
N = n in a small time interval of length t are, using
Eq. (3), B(n)t and D(n)t for n ≤ a1 /b1 . Note that
the upper limit for the population size is
 
a1
u = 1 + integer part , (6)
b1
as the birth rate in Eq. (3) is 0 for n = a1 /b1 . This
birth–death model does not have a true equilibrium
distribution for N because ultimate extinction is cer-
tain. However, a quasi-equilibrium distribution, con-
ditioned upon N > 0, is “effectively a true equilib-
rium distribution over ecologically relevant periods of
time” (Renshaw, 1991, p. 51, see also Pielou, 1977,
p. 32). Let N ∗ now be a random variable, the popula-
tion size when the process is in equilibrium.
Bartlett et al. note that the equilibrium probabili-
ties, denoted by Prob[N ∗ = n] = P (n), satisfy the
recurrence relationship
D(n)P (n) = B(n − 1)P (n − 1), for n > 1.
These are known as the “balance equations,” implying
that the probability of population size n − 1 with an
increase to n is equal to the probability of population
size n with a decrease to n − 1. This property rules
out any “drift” in the mean size.
Following the development in Renshaw (1991),
Eq. (7) yields
from whence
  −1
P (1) = 1 + ci , (11)
with the other P (n) following from Eq. (10). This
algorithm requires calculating all ci . Though one can
obtain them recursively using Eq. (9), the calculations
are extensive. Renshaw (1977, p. 59) illustrates this
process with a simple example.
In some applications, P (1) is extremely small.
Pielou (1977) outlines a helpful variation which pivots
about the probability of some size close to n = a/b,
rather than size n = 1 as in Eq. (8). For example,
Pielou in her simple illustration develops an analog
to Eq. (11) based on P (100).
2.2. Bartlett et al. cumulant approximations
The Bartlett et al. (1960) paper also derives well-
known approximations for the first three cumulants,
(7) namely the mean μ, the variance of σ 2 , and the
skewness κ3 , of the equilibrium distribution. With
P (n), n = 1, 2, . . . denoting individual probabilities,
these cumulants are defined as
 
μ= nP(n), σ2 = (n − μ)2 P (n), and
n n

κ3 = (n − μ)3 P (n). (12)
n

B(n − 1) Clearly, these three cumulants form a concise set of

P (n) = P (n − 1), summary measures of a distributions, by describing
D(n)
its center, spread, and asymmetry. Two dimensionless
and, by recursion, measures are also widely used for describing relative
  spread and asymmetry. One is the coefficient of vari-
B(1)B(2) · · · B(n − 1)
P (n) = P (1). (8) ation,
D(2)D(3) · · · D(n)
σ
CV = ,
Let μ
B(1) · · · B(i − 1) and the other is the index of skewness,
ci = , for i > 1, (9)
D(2) · · · D(i) κ3
α= .
whereupon Eq. (8) may be written as (μ2 )3/2
P (n) = cn P (1) for n ≥ 2. (10) Higher order cumulants may be also defined as func-
tions of the moments (see e.g. Johnson et al., 1992),
Summing the probabilities, using Eq. (10), one has but they are not of present interest.
Let

u
P (1) + ci P (1) = 1, ab
c = a1 + a2 , d = b1 − b 2 , and γ = .
i=2 c−d
242 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248
The Bartlett et al. approximations for the mean, vari-
ance, and skewness measures are
a bσ̂ 2
μ̂ = − ,
b a
aγ
σ̂ 2 = 2 ,
2b
and
d σ̂ 2
κ̂3 = − . (15)
b of course are still easy to use.
One key theoretical concept obtained by comparing
Eq. (13) to Eq. (2) is that the mean equilibrium pop-
ulation size of the stochastic model is less than the
carrying capacity solution of the corresponding de-
terministic model. These measures are widely calcu-
lated in practice due to their simplicity. However, it
has not been clear previously how one might use them
to approximate the distribution, aside from assum-
ing a skewness of 0 with an approximating Normal
distribution.
2.3. Improved cumulant approximations
Matis and Kiffe (1996) derive differential equations
for cumulant functions for all t > 0. Exact equations
for the present stochastic logistic model are
κ̇1 (t) = [a − bκ1 (t)]κ1 (t) − bκ2 (t),
κ̇2 (t) = [c − dκ1 (t)]κ1 (t)
+ [2a − d − 4bκ1 (t)]κ2 (t) − 2bκ3 (t),
κ̇3 (t) = [a − bκ1 (t)]κ1 (t)
+ [3c − b − 6dκ1 (t) − 6bκ2 (t)]κ2 (t)
+ [3a − 3d − 6bκ1 (t)]κ3 (t) − 3bκ4 (t).
These equations describe the so-called transient be-
havior, over time, of the mean, variance, and skewness
of the population size distribution.
Cumulant approximations for the equilibrium dis-
tribution may be obtained by setting the derivatives
equal to 0, and solving the three equations in three un-
knowns (with κ4 (t) = 0). For the sake of simplicity,
however, consider solving only the first two equations,
with the skewness set to Eq. (15). The analytical so-
lution for these equations is
(3a + d + γ2 )
μ̃ = ,
4b
(13)
σ̃ 2 = [a 2 − d 2 + 4(a2 b1 + a1 b2 ) − (a + d)γ2 ]/8b2 ,
with γ2 = [a 2 + d 2 − 2(a1 b1 + a2 b2 )
(14)
− 6(a2 b1 + a1 b2 )]1/2 . (17)
These new approximations for the mean and variance
tend to be more accurate than Eqs. (13) and (14), and
2.4. Illustrations
2.4.1. Pielou’s classic example
Pielou (1977, p. 33) investigates the hypothetical
model with parameters a1 = 0.7, b1 = 0.0045, a2 =
0.2, and b2 = 0.0005. The deterministic carrying ca-
pacity using Eqs. (2) and (5) is immediately N ∗ =
100. The equilibrium distribution calculated using
Eqs. (9)–(11) (and also illustrated in Pielou) is given
in Fig. 1 (also given in Pielou as Fig. 2.5). The exact
cumulants calculated from these probabilities using
Eq. (12) are:
μ = 99.4907, σ 2 = 50.6731, and
κ3 = −41.1556. (18)
As previously noted, these are based on extensive cal-
culations. The overall objective of the present method-
ology is to avoid such calculations.
The Bartlett et al. approximations, on the other
hand, are simple to calculate from Eqs. (13)–(15).
Their values, with percent approximation errors in
parentheses, are
μ̂ = 99.50(< 0.01), σ̂ 2 = 50.00(−1.33), and
κ̂3 = −40.00(2.81). (19)
(16) The comparative new approximations from Eq. (17)
are
μ̃ = 99.4907(< 0.01), and σ̃ 2 = 50.6668(−0.01),
(20)
which compare favorably with Eq. (19).
2.4.2. First African bee model
One of our African bee models, Matis and Kiffe
(1996), has parameter values a1 = 0.30, b1 = 0.015,
 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248 243

Fig. 1. Equilibrium distribution for the Pielou example, together with a SP approximation.

a2 = 0.02, and b2 = 0.001. The deterministic carry- whilst the new approximations from Eq. (17) are
ing capacity from Eq. (2) is N ∗ = 17.5. The exact
equilibrium probabilities for the stochastic model are μ̃ = 17.3565(< 0.01) and
2
listed in Table 1 and illustrated in Fig. 2. The exact cu- σ̃ = 2.48985(−0.07). (23)
mulants for this distribution calculated from Eq. (12)
are 2.4.3. A second African bee model
It is also instructive to consider an alternative bee
μ = 17.3564, σ 2 = 2.49169, and model, from Matis et al. (1998), with assumed pa-
κ3 = −2.2100. (21) rameter values a1 = 0.30, b1 = 0.0117, a2 = 0.02,
and b2 = 0.0043. These retain the ai “intrinsic rates”
The Bartlett et al. approximations are
and the N ∗ = 17.5 carrying capacity of the first bee
μ̂ = 17.3661(0.06), σ̂ 2 = 2.3440(−5.90), and model, but using Eq. (6) give u = 26. This is not as
constraining on the upper tail of the equilibrium dis-
κ̂3 = −2.051(7.20), (22) tribution, and in some applications is more realistic.

Table 1
Equilibrium distribution for the first bee model, with exact probabilities, P (n), and error rates, e(n), for the Normal and for three SP
approximations
n P (n) e(n) for Normal e(n) for SP with μ, σ 2 , κ3 e(n) for SP with μ̃, σ̃ 2 , κ̂3 e(n) for SP with μ̂, σ̂ 2 , κ̂3
9 <0.00001 −99.5 −43.5 −51.9 −63.6
10 0.0002 −97.5 −31.4 −39.1 −51.8
11 0.0008 −91.1 −19.8 −26.3 −39.1
12 0.0033 −75.8 −9.9 −14.6 −26.4
13 0.0110 −49.3 −2.2 −5.1 −14.9
14 0.0316 −16.7 2.6 1.4 −5.5
15 0.0759 9.3 4.5 4.6 0.8
16 0.1482 17.9 4.1 4.8 4.2
17 0.2261 9.0 3.1 3.5 5.5
18 0.2529 −8.0 6.4 4.9 10.1
19 0.1843 – – – –
20 0.0657 – – – –
244 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248

Fig. 2. Equilibrium distribution for the first bee model, together with a SP approximation.

The exact equilibrium distribution is given in Table 2 as compared to the new approximations from Eq. (17)
and is illustrated in Fig. 3. Its exact cumulants of
are
μ̃ = 17.1334(< 0.01) and σ̃ 2 = 6.2659(0.07).
2
μ = 17.1346, σ = 6.2613, and (26)
κ3 = −2.9922. (24) These three examples, as well as all our experience,
indicate that the mean is always quite accurate. The
The Bartlett et al. approximations are new variance approximation in Eq. (17) is at least an
order of magnitude more accurate than the approxima-
μ̂ = 17.1598(0.15), σ̂ 2 = 5.9531(−4.92), and tion in Eq. (14). The skewness approximation avail-
κ̂3 = −2.7532(−7.99), (25) able numerically from Eq. (16) also tends to be far

Table 2
Equilibrium distribution for the second bee model, with exact probabilities, P (n), and error rates, e(n), for the Normal and for three SP
approximations
n P (n) e(n) for Normal e(n) for SP with μ, σ 2 , κ3 e(n) for SP with μ̃, σ̃ 2 , κ̂3 e(n) for SP with μ̂, σ̂ 2 , κ̂3
10 0.0039 −29.3 1.1 −1.4 −15.3
11 0.0095 −17.4 0.1 −1.4 −12.2
12 0.0209 −7.3 −0.3 −0.9 −8.9
13 0.0406 0.2 −0.2 −0.3 −5.6
14 0.0695 4.6 0.1 0.3 −2.5
15 0.1046 5.9 0.5 0.8 0.2
16 0.1375 4.7 0.8 1.1 2.2
17 0.1568 1.6 1.0 1.1 3.4
18 0.1537 −2.2 1.1 0.8 3.7
19 0.1280 −5.6 1.1 0.5 3.0
20 0.0891 −7.2 1.2 0.2 1.4
21 0.0508 −4.9 1.8 0.7 −0.6
22 0.0230 4.7 4.2 3.0 −2.2
23 0.0079 29.6 13.7 10.2 1.7
 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248
Fig. 3. Equilibrium distribution for the second bee model, together with a SP approximation.
more accurate than Eq. (15), but it is not pursued for
the sake of simplicity.
3. On a simple saddlepoint approximation
for a probability distribution
SP approximations, based on (full) cumulant gen-
erating functions (cgf), have been a useful theoreti-
cal tool for describing distributions (Daniels, 1954,
1987; Goutis and Casella, 1999; Huzurbazar, 1999).
Renshaw (1998) proposes and investigates SP approx-
imations based on truncated cgfs. For present pur-
poses, we consider only his SP approximation based
on third-order truncation, which may be expressed in
analytical form as
4. Approximating the equilibrium distribution
2 −1/4 (σ 6 − 3σ 2 ψ+2ψ 3/2 )
f (x) = (4π ψ) exp −
(6κ32 )
where
ψ = σ 4 + 2κ3 (x − μ).
This approximation gives a totally general (i.e.
family free) probability density function based solely
on known cumulants. In addition to its generality,
this approximation is easy to apply. One limitation of
Eq. (27), however, is that it exists only for ψ ≥ 0,
which in turn restricts the range of x. Clearly, from
Eq. (28), the range for which this SP approximation
245
exists is
σ4
x >μ− for κ3 > 0,
2κ3
(29)
σ4
x <μ− for κ3 < 0.
2κ3
As an illustration, Renshaw (1998) investigates this
approximation for the Poisson distribution with λ =
10. Because all cumulants of a Poisson distribution
equal its parameter λ (Johnson et al., 1992), substitu-
tion of μ = σ 2 = κ3 = 10 into Eq. (29) shows that
the approximation exists for x > 5. Renshaw (1998)
shows that Eq. (27) is far more accurate than the Nor-
mal approximation in this range.
using saddlepoint methods with approximate
,
cumulants
(27) 4.1. General considerations
The SP approximation in Eq. (27) is most useful
(28)
in applications where the exact cumulants, but not
the complete distribution, are readily available. The
present application to population modeling is novel,
in that cumulant approximations are available based
directly on assumed birth and death rate functions.
Our specific research interest is focused on how well
Eq. (27) describes the equilibrium distribution of the
stochastic logistic model, when Eq. (27) is based on
246 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248

cumulant approximations. To our knowledge, this
question, which relates to a potential valuable ad-
dition to current practice, has not previously been
investigated.
The three previous examples are used to illustrate
the accuracy of this approximation. Let the percent
approximation error, e(n), be defined as
[P̂ (n) − P (n)]
e(n) = × 100,
P (n)
where P (n) and P̂ (n) represent the exact and approx-
imate probability of population size n. These approxi-
mation errors are calculated for all n, provided it exists,
in the range μ±3σ first for the Normal approximation
with the new cumulant approximations in Eqs. (15)
and (17). The errors are then calculated using the SP
approximation Eq. (27) with three different sets of cu-
mulants, namely (1) the exact cumulants, (2) the cu-
mulant approximations in Eqs. (15) and (17), and (3)
the Bartlett et al. approximations in Eqs. (13)–(15). In
the present application of interest, the exact cumulants
would not be available in practice, however this case
is given for comparative purposes.
4.2. Case studies
4.2.1. Pielou’s example
For Pielou’s example, the approximation in Eq. (27)
based on cumulant approximations μ̃ and σ̃ 2 in
Eq. (20) and κ̂3 in Eq. (19) is illustrated in Fig. 1.
This approximation exists for all x < 132, which
includes the complete range of practical interest. The
approximation is obviously quite accurate.
Table 3 lists the maximum errors, e(n), in absolute
value in different segments of length σ for the various
approximations. The Normal approximation has error
rates of about 22% (and 43%) for n roughly 3σ below
(and above) the mean. Approximation Eq. (27) with
the exact cumulants has relatively small error rates,
with e(n) < 1% over this whole range. Eq. (27) with
the new cumulant approximations is almost as accu-
rate. It is clearly superior to Eq. (27) with the Bartlett
et al. approximations, which has error rates in the tails
of about 5%.
(30)
4.2.2. First African bee model
The approximation in Eq. (27) based on μ̃ and σ̃ 2
in Eq. (20) and κ̂3 in Eq. (19) for our initial bee pop-
ulation model is illustrated in Fig. 2. The approxima-
tion exists only for x < 19. This restricted range is
due primarily to the tight population bound, u = 20,
which is close to μ = 17.36 and thus constrains the
variance of N ∗ .
Table 1 contains the approximation error rates for
all four approximations. As expected, the Normal ap-
proximation, because of its symmetry, has extremely
large error rates in the tail. For example, for n = 13,
a distance of about 3σ below μ, the error rate for
the Normal approximation is about 50%, whereas for
Eq. (27) with the exact cumulants the error rate drops
to about 2%. Eq. (27) with the new cumulant approx-
imations in Eq. (17) is not quite as accurate, but is
within about 5% for all n ≥ 13. The SP approxima-
tion with the Bartlett et al. approximations is not as
accurate, with error rates typically half again as large
as with the new approximations.
4.2.3. Second African bee model
The SP approximation based on Eq. (27) for the
second bee model is illustrated in Fig. 3. The approxi-
mation exists for all n < 24, which covers the range of

Table 3
Maximum absolute approximation errors, |e(n)|, in given range of n for Pielou’s example with the Normal approximation and three SP
approximations
Range of n Normal SP approximation SP approximation SP approximation
approximation with μ, σ 2 , κ3 with μ̃, σ̃ 2 , κ̂3 with μ̂, σ̂ 2 , κ̂3
79 ≤ n < 86 21.90 0.43 1.04 5.09
86 ≤ n < 93 3.71 0.37 0.41 1.49
93 ≤ n < 100 3.72 0.27 0.36 0.80
100 ≤ n < 107 3.79 0.40 0.27 0.82
107 ≤ n < 114 3.87 0.94 0.93 0.75
114 ≤ n < 121 42.68 0.96 1.13 5.61
 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248
primary interest. The equilibrium distribution has a rel-
atively small index of skewness, α = 0.19, and hence
the Normal approximation from Table 3 is more ac-
curate for this model than for the first bee model. The
error rates for the Normal approximation are <30%
for all n within 3σ of μ, and are <7% within 2σ . The
SP approximation with the exact cumulants, however,
is still far more accurate, with error rates of <2% over
the entire range except for the right tail where it goes
up to 14%. Approximation Eq. (27) with the new cu-
mulant approximations has comparable accuracy, with
a better fit in the right tail and a lower mean abso-
lute error rate. The approximation with the Bartlett
et al. values is less accurate as a rule for all n, ex-
cept in the far right tail where the error rate is only
e(23) = 1.7.
4.3. Conclusions from comparisons
Even with just these three examples, it is apparent
that the SP approximation in Eq. (27), combined with
the new cumulant approximations in Eq. (17) and the
skewness approximation in Eq. (15), may provide a
very accurate description of the equilibrium distribu-
tion of this model. The SP approximation is clearly
more accurate than the Normal approximation, even
when the skewness is relatively small, as it is in
examples one and three with indices of α = 0.11
and 0.19, respectively. In cases of larger relative
skewness, as in the second example and Renshaw’s
(1998) Poisson example (with α = 0.56 and 0.32,
respectively), the SP approximation has obviously
an even greater competitive advantage as it incor-
porates the skewness. As arguably “most population
data and other ecological measurements do have
markedly skewed distributions” (Young and Young,
1998, p. 1), the SP approximation is very appealing
theoretically.
Moreover, in the present application to equilibrium
distributions, the methodology is relatively easy to
apply as it is based on only a few analytical formu-
las. One could argue that the use of the deterministic
carrying capacity, N ∗ , in Eq. (2) is so widespread
as compared to the more realistic equilibrium popu-
lation size distribution because of the computational
difficulty in obtaining the latter. Hence, the use of
the simple SP approximation should lead to more
widespread utilization of the stochastic model with its
247
inherent concept of an equilibrium distribution rather
than a single equilibrium size.
4.4. Summary and possible extensions
SP methods which have been developed for the
approximation of distributions in general have been
shown to be particularly useful for approximating
the equilibrium distribution of the stochastic logistic
model. This stochastic model has explicit parameters
defining the birth and death rate functions, and hence
is a useful tool in managing natural populations. The
paper illustrates its direct application to modeling
African bee density, and the paper demonstrates the
practical utility of the method in this case. Clearly
other case studies with differing parameter values
are required to define the general applicability of the
methodology with this specific model.
The research could be extended to many related
models. One immediate generalization is to the equi-
librium distribution of the power-law logistic model,
where the rates in Eq. (3) would have a polynomial
of order >2, which also has also been proposed for
African bees (Matis et al., 1998). Another is to the lo-
gistic model with immigration. There are many such
practical applications, including our use of such mod-
els for describing muskrat dispersal Matis and Kiffe
(1999). For this model, a constant term would be added
to Eqs. (7) and (16). The theory generalizes readily, but
one loses the simplicity of analytical solutions. More
broadly, the SP approximations could also be utilized
to give approximations for transient distributions, for
any t > 0, of these population size models. The cu-
mulants for the transient distributions are given by the
solutions to the differential equations in Eq. (16), as
illustrated in Matis and Kiffe (1996).
Further research is also needed for improved SP
approximations which would retain a relative ease of
application. This paper is based on the analytical ap-
proximations μ̃ and σ̃ 2 in Eq. (17)and κ̂3 in Eq. (15).
An improved estimator of κ3 , say κ̃3 , is obtained in
Matis and Kiffe (1996) by setting the three derivatives
in Eq. (16) to 0, and solving for the equilibrium cumu-
lant approximation numerically. Also, this procedure
may be used to produce approximations for higher
order cumulants (Matis et al., 1998). Renshaw (1998)
presents SP approximations based on higher order
cumulants, and illustrates using SP approximations
248 J.H. Matis et al. / Ecological Modelling 161 (2003) 239–248
for the Poisson (10) distribution using cumulants up
to the sixth order. For any SP approximation based on
a cgf truncated above the third order, one would find
certain required roots numerically and insert them
into relatively simple formulae. Along another line,
the present restriction on the range in Eq. (29), and
in corresponding approximations, may be removed
through a modification proposed by Wang (1992) and
is under study for practical implementation. Research
is also in progress to extend these methods to multidi-
mensional ecosystem models. Many such applications
are described in Matis and Kiffe (2000). Renshaw
(2000) describes the general multivariate truncated
SP approach and illustrates the bivariate case by
examining specific situations in population biology.
Acknowledgements
This paper was inspired by the enthusiastic partic-
ipation of 10 students at a workshop at the Science
Academy of South Texas from July 31 to August 4,
2000. Three students, Carl Ledbetter, Mark Chen,
and Alan Rubink, wrote computer programs for, and
completed a report on the saddlepoint approximations
developed in this paper. The workshop was sup-
ported in part by Texas Advanced Research Grants
010366-0346-1999 and 000517-0371-1999. We are
grateful to William Rubink (USDA, Weslaco, TX)
for his long-term expert assistance on bee and mite
population dynamics and to Ben Onofa (UT–Pan
American) for his help with the workshop. We also
express our appreciation to the editor and anonymous
referees who made helpful suggestions.
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