Accession Number : AD0428852


Title :   THE USE OF THE HYPERGEOMETRIC FUNCTION AS PART OF BAYESIAN ESTIMATION IN A TWO STATE MARKOV PROCESS,


Corporate Author : MASSACHUSETTS INST OF TECH CAMBRIDGE


Personal Author(s) : Silver,Edward A


Report Date : Jan 1964


Pagination or Media Count : 15


Abstract : A special case of Bayesian estimation in Markov processes is considered. We consider a two state process where one transition probability is known exactly, while the other is assumed Beta distributed. Under these conditions the expected values of the steady state probabilities are obtained through the use of the hypergeometric function, a mathematical function heretofore encountered only in an entirely different area of applied mathematics. Knowing the expected values of the steady state probabilities enables us to place the process considered into a statistical decision framework. (Author)


Descriptors :   *PROBABILITY , SPECIAL FUNCTIONS(MATHEMATICS) , STATISTICAL PROCESSES , GAME THEORY


Distribution Statement : APPROVED FOR PUBLIC RELEASE