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  • 标题:Distribution of mann and whitney and allied statistics for two state Markov chain
  • 本地全文:下载
  • 作者:P.V. Krishna Iyer ; D. Ray
  • 期刊名称:Defence Science Journal
  • 印刷版ISSN:0976-464X
  • 出版年度:2014
  • 卷号:14
  • 期号:3
  • 页码:223-240
  • DOI:10.14429/dsj.14.7155
  • 语种:English
  • 出版社:Defence Scientific Information & Documentation Centre
  • 摘要:In this paper the distribution of transitions separated by 0,1,2,..r observations and also of T3,T4,and Tn for a Markov Chain having two states a and b has been discussed. The power of these statistics for comparing the randomness of a binomial sequence against a Markov chain alternative wherein the asymptotic probabilities of the two states are the same for the null hypothesis Ho(which is possible only when the alternative hypothesis is a Markov chain)has been considered. The relative efficiencies the various statistics show that the tests based on ab transitions separated by NKr observations(when K is fraction)will in general be better than Mann and Whitney statistics for testing two samples where the distributions are not known.
  • 关键词:Allied statistics;Markov chain
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