Accession Number : ADA131784
Title : Bayesian Statistical Estimation in the Finite State Markov Renewal Process.
Descriptive Note : Technical rept.,
Corporate Author : CARNEGIE-MELLON UNIV PITTSBURGH PA DEPT OF STATISTICS
Personal Author(s) : Duncan,George T
PDF Url : ADA131784
Report Date : Dec 1977
Pagination or Media Count : 28
Abstract : This paper develops Bayesian statistical estimation procedures for the finite state Markov renewal process. The general case is treated where uncertainty exists about both the waiting time distributions and the transition probabilities. This work extends the Bayesian results of Martin, who only considers the Markov chain case, and Brock, who assumes that the waiting time distributions are known. Moore and Pyke deal only with classical estimation methods. The sampling schemes considered are either to observe n transitions and their associated waiting times, or, more generally, to observe the process for some time T, where T is not necessarily a transition time.
Descriptors : *Statistical processes, *Estimates, *Bayes theorem, Markov processes, Probability density functions, Sampling, Transitions, Time, Equations
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE