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Social and Behavioral Sciences

Journal of Modern Applied Statistical Methods

Markov chain

Publication Year

Articles 1 - 4 of 4

Full-Text Articles in Physical Sciences and Mathematics

Higher Order Markov Structure-Based Logistic Model And Likelihood Inference For Ordinal Data, Soma Chowdhury Biswas, M. Ataharul Islam, Jamal Nazrul Islam Nov 2011

Higher Order Markov Structure-Based Logistic Model And Likelihood Inference For Ordinal Data, Soma Chowdhury Biswas, M. Ataharul Islam, Jamal Nazrul Islam

Journal of Modern Applied Statistical Methods

Azzalini (1994) proposed a first order Markov chain for binary data. Azzalini’s model is extended for ordinal data and introduces a second order model. Further, the test statistics are developed and the power of the test is determined. An application using real data is also presented.


Logistic Regression Models For Higher Order Transition Probabilities Of Markov Chain For Analyzing The Occurrences Of Daily Rainfall Data, Narayan Chanra Sinha, M. Ataharul Islam, Kazi Saleh Ahamed May 2011

Logistic Regression Models For Higher Order Transition Probabilities Of Markov Chain For Analyzing The Occurrences Of Daily Rainfall Data, Narayan Chanra Sinha, M. Ataharul Islam, Kazi Saleh Ahamed

Journal of Modern Applied Statistical Methods

Logistic regression models for transition probabilities of higher order Markov models are developed for the sequence of chain dependent repeated observations. To identify the significance of these models and their parameters a test procedure for a likelihood ratio criterion is developed. A method of model selection is suggested on the basis of AIC and BIC procedures. The proposed models and test procedures are applied to analyze the occurrences of daily rainfall data for selected stations in Bangladesh. Based on results from these models, the transition probabilities of first order Markov model for temperature and humidity provided the most suitable option …


Markov Modeling Of Breast Cancer, Chunling Cong, Chris P. Tsokos Nov 2009

Markov Modeling Of Breast Cancer, Chunling Cong, Chris P. Tsokos

Journal of Modern Applied Statistical Methods

Previous work with respect to the treatments and relapse time for breast cancer patients is extended by applying a Markov chain to model three different types of breast cancer patients: alive without ever having relapse, alive with relapse, and deceased. It is shown that combined treatment of tamoxifen and radiation is more effective than single treatment of tamoxifen in preventing the recurrence of breast cancer. However, if the patient has already relapsed from breast cancer, single treatment of tamoxifen would be more appropriate with respect to survival time after relapse. Transition probabilities between three stages during different time periods, 2-year, …


A Nonrigorous Approach Of Incorporating Sensitizing Rules Into Multivariate Control Charts, Michael B. C. Khoo Nov 2005

A Nonrigorous Approach Of Incorporating Sensitizing Rules Into Multivariate Control Charts, Michael B. C. Khoo

Journal of Modern Applied Statistical Methods

Multivariate control charts are becoming more important in the monitoring of processes in manufacturing industries because the quality of a process is usually determined by several correlated variables (quality characteristics). The most popular multivariate process control procedure is based on the Hotelling control chart. It is used to monitor the mean vector of a process. A nonrigorous approach of using four sensitizing rules is introduced to improve the performance of a conventional Hotelling chart. The use of these rules on a conventional Hotelling chart do not require a transformation of the T2 statistics into normal random variables. Thus, the …