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Der Sequentieile Quotiententest bei irreduziblen homogenen Markovschen Ketten mit endlichem Zustandsraum
Author:
Ingeborg K
chler a
chler a
| Affiliation: | a Sektion Mathematik, Technische Universit t Dresden, Dresden, Mommsenstra e 13 |
DOI:
10.1080/02331887808801425
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
Previously published as:
Mathematische Operationsforschung Statistik
(0047-6277)
until 1977
Previously published as:
Series Statistics
(0323-3944)
until 1985
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Abstract
The Sequential Probaility Ratio Test is applied to test two simple hypotheses about the transition probability matrix of an irreducible homogeneous MARKOV chain with finite state space. An analogue (14) of Wald's Fundamental Identity, the Operating Characteristic Function (20-21) and the Average Sample Number (22-23) are given. These statements are generalizations of the MARKOV chain as well as some more conditions about the eigenvalues of the transition probability matrix.
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