Likelihood ratio test for testing order of continuous time finite markov chains |
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| Authors: | B.R Bhat Sunita.K Deshpande |
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| Affiliation: | Department of Statistics , Karnatak University , Dharwad, India |
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| Abstract: | Anderson and Goodman ( 1957) have obtained the likelihood ratio tests and chi-square tests for testing the hypothesis about the order of discrete time finite Markov chains, On the similar lines we have obtained likeli¬hood ratio tests and chi-square tests (asymptotic) for testing hypotheses about the order of continuous time Markov chains (MC) with finite state space. |
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| Keywords: | Likelihood ratio test chi-square test mthorder markov chain testing of hypotheses continuous parameter Markov chain |
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