On completeness of random transition count for Markov chains

• Autorzy: Palma, A.
• Języki publikacji: EN

Abstrakty

EN

It is shown that the random transition count is complete for Markov chains with a fixed lenght and a fixed lenght and a fixed initial state, for some subsets of the set of all transition probabilities.

Słowa kluczowe

EN

Markov chain; random transition count; sufficient statistic; minimal sufficient statistic; complete statistic

• Czasopismo: Journal of Applied Analysis
• Rocznik: 2006
• Tom: Vol. 12, nr 2
• Strony: 249-258
• Opis fizyczny: Bibliogr. 7 poz.

Twórcy

autor

Palma, A.

• Faculty of Mathematics University of Łódź Banacha 22 90-238 Łódź, Poland,

Bibliografia

• [1] Denny, J. L., Yakowitz, S. J., Admissible run-contingency type tests for independence and Markov dependence, J. Amer. Statist. Assoc. 73 (1978),177-181.
• [2] Denny, J. L., Wright, A. L., On tests for Markov dependence, z. Wahrsch. Verw. Gebiete 43(4) (1978), 331-338.
• [3] Lehmann, E. L., Scheffe, H., Completeness, similar regions, and unbiased estimation. I, Sankhya 10 (1950), 305-340.
• [4] Lehmann, E. L., Scheffe, H., Completeness, similar regions, and unbiased estimation. II, Sankhya 15 (1955), 219-236.
• [5] Lehmann,. E. L., Testing Statisticat Hypotheses, Wiley, New York, 1986.
• [6] Paszkiewicz, A., When transition count for Markov chains is a complete sufficient statistic, Statist. Probab. Lett., to appear.
• [7] Schervish, M. J., Theory of Statistics, Springer-Verlag, New York, 1995.