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| Titel: |
Confide1ce itfteefals fol transition probabilities in multi-state ma1kov cjialls |
| Auteur: |
Young, Robert E. Sweet, Arnold L. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 11 (1982) nr. 2 pagina's 181-198 |
| Jaar: |
1982 |
| Inhoud: |
This paper is concerned with deriving approximate distributions for the maximum likelihood estimators of the transition probabilities of finite states irreduciblef aperiodic Markov chains, In a previous paper, Young and Sweet developed a procedure which becomes intractable as the number of states (s + 1) of the Markov chain becomes large, due to the fact that inversion of an (s2 +s)x(s2+ s) matrix is necessary. A decomposition method is presented which replaces the inversion of a large matrix with s(s + l)/2 inversions of matrices of size 6x6. Each inversion then yields the parameters of a marginal bivariate distribution which is similar in form to those obtained in finding the distribution for a two-state Markov chain. The two-state problem was solved in the previous papert 'and thus the desired distribution for a particular transition probability estimator is obtained. An illustrative example is given. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 2 van 10 gevonden artikelen
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