Title: Confidence inteefals foe teamsitiom probabilities in too-state markov chains
Abstract: This paper develops approximations for the distributions of the maximum likelihood estimators of the transition probabilities in a finite state, irreducible, aperiodic Markov chain* These distributions are then used to compute confidence intervals for the transition probabilities, and to make sample size projections. The techniques used are presented by first considering the two-state Markov chain, and then the many state Markov chain is discussed.
Publication Year: 1982
Publication Date: 1982-01-01
Language: en
Type: article
Indexed In: ['crossref']
Access and Citation
Cited By Count: 1
AI Researcher Chatbot
Get quick answers to your questions about the article from our AI researcher chatbot