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Bayesian Conjugate Analysis for Transition Probabilities of Non-Homogeneous Markov Chain: A Survey
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 Title & Authors
Bayesian Conjugate Analysis for Transition Probabilities of Non-Homogeneous Markov Chain: A Survey
Sung, Minje;
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 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;
 Language
English
 Cited by
 References
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