MULTINOMIAL MODEL FOR TRANSITION-PROBABILITY MATRICES

被引：4

作者：

PEGRAM, GGS ^{[1
]}

机构：

[1] UNIV NATAL,DURBAN,SOUTH AFRICA

来源：

JOURNAL OF APPLIED PROBABILITY | 1975年 / 12卷 / 03期

关键词：

D O I：

10.2307/3212864

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A model for the transition probability matrices (t. p. m. 's) of finite discrete Markov chains is suggested which may help those who wish to use a larger number of states than would seem reasonable with the data available in the current estimation situation. The model is especially useful in that a finite t. p. m. of arbitrary size can be specified by as few as two parameters. An example of the model's estimation and use is presented, showing it in a fair light in comparison with the conventional method of t. p. m. specification.

引用

页码：498 / 506

页数：9