Accession Number:

AD0607350

Title:

ESTIMATION OF THE TRANSITION DISTRIBUTIONS OF A MARKOV RENEWAL PROCESS

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA

Personal Author(s):

• Moore, Erin H.
• Pyke, Ronald

Report Date:

1964-09-01

Pagination or Media Count:

32.0

Abstract:

The present paper is concerned with the estimation of the transition distributions of a Markov renewal process with finitely many states, which extends and unifies some aspects of the results in the special cases of discrete and continuous parameter Markov chains. A natural estimator of the transition distributions is defined and shown to be consistent. Limiting distributions of this estimator are derived. A density for a Markov renewal process is developed to permit the definition of maximum likelihood estimators for a renewal process and for a Markov renewal process.

Descriptors:

• *STATISTICAL DISTRIBUTIONS
• *STATISTICAL PROCESSES
• DISTRIBUTION THEORY
• PERTURBATION THEORY
• PROBABILITY

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE