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Testing Proportions for Markov Dependent Bernoulli Trials
Avinash C. Singh and Brajendra C. Sutradhar
Vol. 76, No. 4 (Dec., 1989), pp. 809-813
Stable URL: http://www.jstor.org/stable/2336644
Page Count: 5
You can always find the topics here!Topics: Markov chains, Simulations, Statism, Statistics, Maximum likelihood estimators, False positive errors, Proportions, Rain, Precipitation, Maximum likelihood estimation
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For testing stationary state distribution of positive recurrent Markov dependent Bernoulli trials, Tavare & Altham (1983) proposed a scale-corrected statistic, X2 TA, which has a χ2 limiting distribution. In this paper, we establish the asymptotic optimality of X2 TA by showing that it is asymptotically equivalent to the optimal test X2 B obtained under the modified likelihood approach of Billingsley (1961). Some simulation results are also given to examine finite sample performance of X2 TA and X2 B.
Biometrika © 1989 Biometrika Trust