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A note on functions of Markov processes with an application to a sequence of χ2 statistics
Published online by Cambridge University Press: 14 July 2016
Abstract
A sufficient condition for a function of a Markov process to be Markovian is obtained by considering a reverse process of the original Markov process. An application of this result provides a simple derivation of the joint distribution of a sequence of Pearson χ2 statistics previously obtained by Zaharov, Sarmanov and Sevast'ianov (1969).
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- Copyright © Applied Probability Trust 1973
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