Accession Number:

AD0606900

Title:

LEAST SQUARES ESTIMATION IN FINITE PROCESSES,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1958-05-05

Pagination or Media Count:

12.0

Abstract:

A consistent estimate of the transitional probability matrix of a finite Markov process is given in the case when at each point in time only the proportions of the sample in each state are known. It is shown that this estimate is asymtotically more efficient, in a sense defined in the paper, than previously considered estimates for this matrix. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE