Accession Number:

AD0775280

Title:

Statistical Aspects of Lumpability Hypotheses for Markov Chains.

Descriptive Note:

Technical rept.,

Corporate Author:

NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF

Personal Author(s):

Report Date:

1973-12-01

Pagination or Media Count:

13.0

Abstract:

Under certain conditions the state space of a discrete parameter Markov Chain may be partitioned to form a smaller lumped chain that retains the Markov property. The problem of formulating lumpability hypotheses when the transition probability matrix P is not known and, hence, must be estimated is discussed. An approximate test of these hypotheses is described based on well known non-parametric methods. The procedure is illustrated by an example. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE