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Theorems for a Finite Sequence from a Two-State, First-Order Markov Chain with Stationary Transition Probabilities

Published online by Cambridge University Press:  01 January 2025

Richard S. Bogartz
Richard S. Bogartz*
Affiliation:
University of Iowa
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Abstract

Various theorems are obtained for N-trial sample sequences from the general two-state, first-order Markov chain with stationary transition probabilities. Four lemmas which facilitate the derivations are given. A brief discussion of applications to binary data, estimation, and evaluation is given, including a maximum-likelihood procedure for estimating transition probabilities which are restricted by inequalities.

Type
Original Paper
Information
Psychometrika , Volume 31 , Issue 3 , September 1966 , pp. 383 - 395
Copyright
Copyright © 1966 Psychometric Society

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