The imbedding problem for finite Markov chains
β Scribed by J. F. C. Kingman
- Publisher
- Springer
- Year
- 1962
- Tongue
- English
- Weight
- 574 KB
- Volume
- 1
- Category
- Article
- ISSN
- 1432-2064
No coin nor oath required. For personal study only.
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The method of finite Markov chain imbedding developed by Fu and Koutras (1994) has become a popular and useful tool for studying runs and patterns-related problems. In this article, their approach is used as an alternative for obtaining the exact conditional distribution of the success runs statisti
Bayesian approach to inference for Markov chains (MC) has many advantages over classical approach. This paper discusses how tests for one-sided and two-sided hypotheses involving two or more parameters of ΓΏnite Markov chains can be carried out. The posterior probabilities (Pvalues), Bayes factors, h