TY - JOUR
AU - P.V. Iyer
AU - D. Ray
PY - 2014/05/09
Y2 - 2020/06/04
TI - Distribution of mann and whitney and allied statistics for two state Markov chain
JF - Defence Science Journal
JA - DSJ
VL - 14
IS - 3
SE - Research Papers
DO - 10.14429/dsj.14.7155
UR - https://publications.drdo.gov.in/ojs/index.php/dsj/article/view/7155
AB - 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.
ER -