Welcome!

Return to the list of equations

Test for a Specified Transition Probability Matrix

Output: Performs a chi-squared test to check whether an observed realization could have come from a Markov chain with a given transition probability matrix.

Input: Enter the counted number of transitions from i to j below in comma delimited format, a sample has been provided.

Input: Enter the given transition probability matrix to test for comparison with. A sample has been provided.

Results will appear below.

Alpha:

Results