Test the sequence is a Markov chain
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Assume I observe a sequence of measurements $(x_1, ..., x_n)$, $x_i in {0, 1, 2}$. I have a hypothesis that this sequence is a Markov chain with the emission matrix $P = begin{bmatrix} p_{00} & p_{01} & p_{02} \ p_{10} & p_{11} & p_{12} \ p_{20} & p_{21} & p_{22} \ end{bmatrix}$. How can I test this hypothesis?
probability statistics markov-chains hypothesis-testing
asked Nov 14 at 15:45
undermind
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Assume I observe a sequence of measurements $(x_1, ..., x_n)$, $x_i in {0, 1, 2}$. I have a hypothesis that this sequence is a Markov chain with the emission matrix $P = begin{bmatrix} p_{00} & p_{01} & p_{02} \ p_{10} & p_{11} & p_{12} \ p_{20} & p_{21} & p_{22} \ end{bmatrix}$. How can I test this hypothesis?
probability statistics markov-chains hypothesis-testing
asked Nov 14 at 15:45
undermind
1011
add a comment |
up vote
0
down vote
favorite
up vote
0
down vote
favorite
Assume I observe a sequence of measurements $(x_1, ..., x_n)$, $x_i in {0, 1, 2}$. I have a hypothesis that this sequence is a Markov chain with the emission matrix $P = begin{bmatrix} p_{00} & p_{01} & p_{02} \ p_{10} & p_{11} & p_{12} \ p_{20} & p_{21} & p_{22} \ end{bmatrix}$. How can I test this hypothesis?
probability statistics markov-chains hypothesis-testing
asked Nov 14 at 15:45
undermind
1011
Assume I observe a sequence of measurements $(x_1, ..., x_n)$, $x_i in {0, 1, 2}$. I have a hypothesis that this sequence is a Markov chain with the emission matrix $P = begin{bmatrix} p_{00} & p_{01} & p_{02} \ p_{10} & p_{11} & p_{12} \ p_{20} & p_{21} & p_{22} \ end{bmatrix}$. How can I test this hypothesis?
probability statistics markov-chains hypothesis-testing
probability statistics markov-chains hypothesis-testing
asked Nov 14 at 15:45
undermind
1011
asked Nov 14 at 15:45
undermind
1011
asked Nov 14 at 15:45
undermind
1011
asked Nov 14 at 15:45
undermind
1011
asked Nov 14 at 15:45
undermind
1011
1011
add a comment |
add a comment |
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