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 non-parametric 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