Statistical Aspects of Lumpability Hypotheses for Markov Chains.
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)
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1973
- Accession Number
- AD0775280
Entities
People
- D. R. Barr
- M. U. Thomas
Organizations
- Naval Postgraduate School