
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) : Thomas,M. U. ; Barr,D. R.
Report Date : DEC 1973
Pagination or Media Count : 13
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 nonparametric methods. The procedure is illustrated by an example. (Author)
Descriptors : *Stochastic processes, Matrices(Mathematics), Distribution functions, Hypotheses
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE