[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.5351/CSAM.2014.21.2.135

Bayesian Conjugate Analysis for Transition Probabilities of Non-Homogeneous Markov Chain: A Survey

Sung, Minje (School of Business, Ajou University)

Publication Information

Communications for Statistical Applications and Methods / v.21, no.2, 2014 , pp. 135-145 More about this Journal

Abstract

The present study surveys Bayesian modeling structure for inferences about transition probabilities of Markov chain. The motivation of the study came from the data that shows transitional behaviors of emotionally disturbed children undergoing residential treatment program. Dirichlet distribution was used as prior for the multinomial distribution. The analysis with real data was implemented in WinBUGS programming environment. The performance of the model was compared to that of alternative approaches.

Keywords

Bayesian approach; transition probability; Markov chain;

Citations & Related Records

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