a bayesian model for binary markov chains二进制的贝叶斯模型马尔可夫链.pdfVIP

IJMMS 2004:8, 421–429 PII. S0161171204202319 © Hindawi Publishing Corp. A BAYESIAN MODEL FOR BINARY MARKOV CHAINS SOUAD ASSOUDOU and BELKHEIR ESSEBBAR Received 20 February 2002 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 Carl