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Original Articles

Confidence inteefals foe teamsitiom probabilities in too-state markov chains

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Pages 165-179 | Received 01 Apr 1979, Published online: 27 Jun 2007

References

  • Abramowitz , M. and Stegun , I.A. 1970 . Handbook of Mathematical Functions , U.S. Government Printing Office .
  • Bartlett , M.S. 1952 . The Frequency Goodness of Fit Test For Probability Chains . Proceedings Cambridge Phile Soc , 47 : 86 – 95 .
  • Billingsley , P. 1961 . Statistical Methods in Markov Chains . Ann. Math. Stat , 31 : 12 – 40 .
  • Fleller , E.C. 1932 . The Distributions of the Index in a Normal Bivarlate,Population . Biometrika , 24 : 428 – 40 .
  • Smirnov , N.Y. , Sarmanov , O.V. and Zahrov , V.K. 1966 . A Local Limit Theorem for Transition Numbers in a Markov Chain, and Its Applications . Soviet Math. Doklady , 7 : 563 – 66 .
  • Whittle , P. 1955 . Some Distribution and Moment Formulae for the Markov Chain . J. Royal Stat, Soc , 17 : 235 – 42 .
  • Young , I.E. 1977 . Transition Probability Estimation for Distrete State Markov Chains , West Lafayette : Purdue University .
  • Young , R.E. and Sweet , A.L. 1981 . Confidence Intervals for Transition Probabilities in Multi-State Markov Ctiains

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