文章基本信息

标题：Distribution of mann and whitney and allied statistics for two state Markov chain
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作者：P.V. Krishna Iyer ; D. Ray
期刊名称：Defence Science Journal
印刷版ISSN：0976-464X
出版年度：2014
卷号：14
期号：3
页码：223-240
DOI：10.14429/dsj.14.7155
语种：English
出版社：Defence Scientific Information & Documentation Centre
摘要：In this paper the distribution of transitions separated by 0,1,2,..r observations and also of T3,T4,and Tn for a Markov Chain having two states a and b has been discussed. The power of these statistics for comparing the randomness of a binomial sequence against a Markov chain alternative wherein the asymptotic probabilities of the two states are the same for the null hypothesis Ho(which is possible only when the alternative hypothesis is a Markov chain)has been considered. The relative efficiencies the various statistics show that the tests based on ab transitions separated by NKr observations(when K is fraction)will in general be better than Mann and Whitney statistics for testing two samples where the distributions are not known.
关键词：Allied statistics;Markov chain