LEAST SQUARES ESTIMATION IN FINITE PROCESSES,

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)

Document Details

Document Type
Technical Report
Publication Date
May 05, 1958
Accession Number
AD0606900

Entities

People

  • Albert Madansky

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Markov Processes
  • Mathematics
  • Probability
  • Random Variables

Fields of Study

  • Mathematics

Readers

  • Statistical inference.