Distribution of mann and whitney and allied statistics for two state Markov chain
Keywords: Allied statistics, Markov chain
AbstractIn 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.
How to Cite
Iyer, P., & Ray, D. (2014). Distribution of mann and whitney and allied statistics for two state Markov chain. Defence Science Journal, 14(3), 223-240. https://doi.org/10.14429/dsj.14.7155
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