Tutorial 4 markov chain
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5. Estimating pij
Given is following data. 2,1,2,1,1,2,1,2,2,1,2,2,1,1,2,1,2,1,2,2
Lets do chi squared test to see if the process follow markov process or not. Fill in the cell
below. If u don’t wanna have it easier, use excel for it.
*each n is gonna be subset of the 18 triplets that we have in our data.
nj
nij
njk
pjk
111
112
121
122
211
212
221
222
Compute chi squared test statistic
Find degree of freedom
See if the test stats is beyond the 95th percentile or not.
nijk
(nijk-nij
pjk)^2/(nij*pjk)