On two statistics of chi-square type based on frequencies of tuples of states of a high-order Markov chain
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| 024 | 7 | 0 | |a 10.1515/156939203322385928 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939203322385928 | ||
| 245 | 0 | 0 | |a On two statistics of chi-square type based on frequencies of tuples of states of a high-order Markov chain |h [Elektronische Daten] |c [M. I. Tikhomirova, V. P. Chistyakov] |
| 520 | 3 | |a We consider a tuple of states of an (s - 1)-order Markov chain whose transition probabilities depend on a small part of s - 1 preceding states. We obtain limit distributions of certain χ2-statistics X and Y based on frequencies of tuples of states of the Markov chain. For the statistic X, frequencies of tuples of only those states are used on which the transition probabilities depend, and for the statistic Y, frequencies of s-tuples without gaps. The statistical test with statistic X which distinguishes the hypotheses H 1 (a high-order Markov chain) and H 0 (an independent equiprobable sequence) appears to be more powerful than the test with statistic Y . The statistic Z of the Neyman-Pearson test, as well as X, depends only on frequencies of tuples with gaps. The statistics X and Y are calculated without use of distribution parameters under the hypothesis H 1, and their probabilities of errors of the first and second kinds depend only on the non-centrality parameter, which is a function of transition probabilities. Thus, for these statistics the hypothesis H 1 can be considered as composite. | |
| 540 | |a Copyright 2003, Walter de Gruyter | ||
| 700 | 1 | |a Tikhomirova |D M. I. |4 aut | |
| 700 | 1 | |a Chistyakov |D V. P. |4 aut | |
| 773 | 0 | |t Discrete Mathematics and Applications |d Walter de Gruyter |g 13/3(2003-07-01), 319-329 |x 0924-9265 |q 13:3<319 |1 2003 |2 13 |o dma | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939203322385928 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939203322385928 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Tikhomirova |D M. I. |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Chistyakov |D V. P. |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Discrete Mathematics and Applications |d Walter de Gruyter |g 13/3(2003-07-01), 319-329 |x 0924-9265 |q 13:3<319 |1 2003 |2 13 |o dma | ||
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| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||