Sampling-through-time in birth–death trees

I consider the constant rate birth–death process with incomplete sampling. I calculate the density of a given tree with sampled extant and extinct individuals.This density is essential for analyzing datasets which are sampled through time. Such datasets are common in virus epidemiology as viruses in infected individuals are sampled through time. Further, such datasets appear in phylogenetics when extant and extinct species data is available.I show how the derived tree density can be used (i) as a tree prior in a Bayesian method to reconstruct the evolutionary past of the sequence data on a calender-timescale, (ii) to infer the birth- and death-rates for a reconstructed evolutionary tree, and (iii) for simulating trees with a given number of sampled extant and extinct individuals which is essential for testing evolutionary hypotheses for the considered datasets.