Accession Number : AD0606900

Title :   LEAST SQUARES ESTIMATION IN FINITE PROCESSES,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Madansky,Albert

Report Date : 05 MAY 1958

Pagination or Media Count : 12

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)

Descriptors :   (*STATISTICAL PROCESSES, LEAST SQUARES METHOD), (LEAST SQUARES METHOD, STATISTICAL PROCESSES), PROBABILITY, SAMPLING, MATRICES(MATHEMATICS), STATISTICAL TESTS, THEOREMS

Distribution Statement : APPROVED FOR PUBLIC RELEASE