where m i~Ri ( X k j~1 p j N i{j ) [21] . Maximization of this likelihood with respect to R i and p yields estimates of these parameters. To further simplify this process and create a more parsimonious model, we parameterize p by allowing it to follow a traditional parametric form for a serial interval (for instance a Weibull, Gamma, Log Normal, or Exponential distribution). Then the p j are functions of the parameters of the density (for instance in the case of the Gamma distribution, the p j only depend on the shape and rate parameters of the Gamma).