UK-Sep'11 Q.6)ii)a)-est. parameter

Discussion in 'CT4' started by deepakraomore, Apr 5, 2016.

  1. deepakraomore

    deepakraomore Member

    Question asked to estimate parameters of the chain, then why they have estimated condituonal probabilities?
    And why stated [ it is MLE but this need not be stated]
     
  2. Julie Lewis

    Julie Lewis Member

    The parameters are the forces of transition. For i not equal to j, the force from i to j is estimated by the number of transitions from i to j divided by the total observed waiting time in i. See Section 11 of Chapter 5.
     

Share This Page