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Repeated likelihood ratio tests for transition probabilities of finite markov chains

 

作者: Yeongtzay Su,  

 

期刊: Sequential Analysis  （Taylor Available online 1994）
卷期: Volume 13, issue 3  

页码: 237-252

 

ISSN:0747-4946

 

年代: 1994

 

DOI:10.1080/07474949408836307

 

出版商: Marcel Dekker, Inc.

 

关键词: maximal likelihood ratio statistic;asymptotic behavior;power of test;type-I(II) error probability

 

数据来源: Taylor

 

摘要:

Repeated likelihood ratio tests for the transition probabilities of finite Markov chains are studied By means of non-linear Markov renewal theorems containing the first-passage timesand excess,expressions for asymptotic values of the powers of tests are obtained.

 

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