Estimation, Hypothesis Testing and Parameter Correlation for Markov Chains
Estimation, Hypothesis Testing and Parameter Correlation for Markov Chains
复制标题
马尔可夫链的估计、假设检验和参数相关性
DOI：
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发表时间：
1963
期刊：
影响因子：
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通讯作者：
M. Tainiter
中科院分区：
文献类型：
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作者：
M. Tainiter
本文将讨论马尔可夫链统计推断中的四个问题。具体地，描述了用于进行以下操作的技术：1）估计一阶和二阶平稳马尔可夫链的转移概率; 2）测试平稳马尔可夫链是一阶的假设与链是二阶的备择假设;（3）第一个假设是：阶马尔可夫链的转移概率是平稳的，而转移概率不是平稳的。还开发了一种技术，该技术可用于测试以确定单个电子元件的两个参数是否彼此独立地漂移。这些测试的结果被用来得出一些关于连续时间马尔可夫过程的推论。
In this report we will discuss four problems in statistical inference for Markov chains. Specifically, techniques are described to do the following: 1) estimate the transition probabilities of first- and second-order stationary Markov chains; 2) test the hypothesis that a stationary Markov chain is of first order against the alternate hypothesis that the chain is of second order; and 3) test the hypothesis that a first-order Markov chain has stationary transition probabilities against the alternate hypothesis that the transition probabilities are not stationary. A technique is also developed which can be used in testing to determine whether two parameters of a single electronic component drift independently of each other. The results of these tests are used to draw some inference about continuous-time Markov processes.