Theorems for a finite sequence from a two-state,first-order markov chain with stationary transition probabilities |
| |
Authors: | Richard S Bogartz |
| |
Institution: | (1) University of Iowa, USA |
| |
Abstract: | Various theorems are obtained forN-trial sample sequences from the general two-state, first-order Markov chain with stationary transition probabilities. Four lemmas which facilitate the derivations are given. A brief discussion of applications to binary data, estimation, and evaluation is given, including a maximum-likelihood procedure for estimating transition probabilities which are restricted by inequalities. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|