Distribution of mann and whitney and allied statistics for two state Markov chain
P. V. Krishna Iyer, Debabrata Ray · Defence Science Journal · 1964
In this paper the distribution of transitions separated by 0,1,2,..r observations and also of T3,T4,and Tn for a Markov Chain having two states a and b has been discussed. The power of these statistics for comparing the randomness of a binomial sequence against a Markov chain alternative wherein the asymptotic probabilities of the two states are the same for the null hypothesis Ho(which is possible only when the alternative hypothesis is a Markov chain)has been considered. The relative efficiencies the various statistics show that the tests based on ab transitions separated by NKr observations(when K is fraction)will in general be better than Mann and Whitney statistics for testing two samples where the distributions are not known.