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Der Sequentieile Quotiententest bei irreduziblen homogenen Markovschen Ketten mit endlichem Zustandsraum 

Author: Ingeborg Küchler a
Affiliation:   a Sektion Mathematik, Technische Universität Dresden, Dresden, Mommsenstraße 13
DOI: 10.1080/02331887808801425
Publication Frequency: 6 issues per year
Published in: journal Statistics, Volume 9, Issue 2 1978 , pages 227 - 230
Formats available: PDF (English)
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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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