Statistical inference in Bernoulli trials with dependence

DOI10.1214/AOS/1176342377zbMath0256.62029OpenAlexW2003017230MaRDI QIDQ2559112

Jerome Klotz

Publication date: 1973

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176342377

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05)

Related Items (26)

A Binomial Distribution with Dependent Trials and Its Use in Stochastic Model Evaluation ⋮ Success runs of length \(k\) in Markov dependent trials ⋮ Local efficiency of moment estimators in beta-binomial model ⋮ A composite binomial model derived from correlated ramdom variables ⋮ A Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data ⋮ Simulating Media Exposure Distributions ⋮ Discriminating between sequences of bernoulli and markov-bernoulli trials ⋮ Three estimators of the probability of opiate use from incomplete data¹ ⋮ State estimation and control for networked control systems in the presence of correlated packet drops ⋮ On tail dependence: a characterization for first-order max-autoregressive processes ⋮ From Markovian to pairwise epidemic models and the performance of moment closure approxi\-mations ⋮ Random sums of exchangeable variables and actuarial applications ⋮ A note on estimation in bernoulli trials with dependence ⋮ Enumeration of restricted three-dimensional lattice paths with fixed numbers of turns and an application ⋮ Counting the number of 0-1 stationary time series having the same likelihood ⋮ Applications of an algorithm for the distribution of the number of successes in fourth-order Markovian sequences. ⋮ Approximate confidence intervals for a proportion from Markov dependent trials ⋮ Estimation of transition probabilities in a two-state markov chain ⋮ Unnamed Item ⋮ Comparative construction of plug-in estimators of the entropy rate of two-state Markov chains ⋮ Existence and uniqueness of the solution of the likelihood equations for binary Markov chains ⋮ Validation of estimators of a proportion from Markov dependent trials ⋮ On parameter estimation in Bernoulli trials with dependence ⋮ Exact Goodness‐of‐Fit Tests for Markov Chains ⋮ Joint probability generating function for a vector of arbitrary indicator variables ⋮ An algorithm to compute the probability of a run in binary fourth-order Markovian trials.

This page was built for publication: Statistical inference in Bernoulli trials with dependence