A Bayesian model for binary Markov chains
نویسندگان
چکیده
منابع مشابه
A Bayesian model for binary Markov chains
This note is concerned with Bayesian estimation of the transition probabilities of a binary Markov chain observed from heterogeneous individuals. The model is founded on Jeffreys’ prior which allows for transition probabilities to be correlated. The Bayesian estimator is approximated by means of Monte Carlo Markov chain (MCMC) techniques. The performance of the Bayesian estimates is illustrated...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2004
ISSN: 0161-1712,1687-0425
DOI: 10.1155/s0161171204202319