TY - JOUR ID - 2774 TI - REGRESSION ANALYSIS IN MARKOV CHAIN JO - Iranian Journal of Science JA - ISTT LA - en SN - 2731-8095 AU - ALAMUTI, A. Y. AU - MESHKANI, R. AD - Department of Statistics, Shahid Beheshti University, Evin, Tehran, 19838, I. R. of Iran Y1 - 2006 PY - 2006 VL - 30 IS - 3 SP - 349 EP - 354 KW - Bayes KW - Empirical Bayes KW - estimation KW - Markov chain KW - maximum likelihood KW - Regression KW - transition probability matrix DO - 10.22099/ijsts.2006.2774 N2 - In a finite stationary Markov chain, transition probabilities may depend on some explanatoryvariables. A similar problem has been considered here. The corresponding posteriors are derived andinferences are done using these posteriors. Finally, the procedure is illustrated with a real example. UR - https://ijsts.shirazu.ac.ir/article_2774.html L1 - https://ijsts.shirazu.ac.ir/article_2774_087e665a3f96c6b1a75ad8e9d51a35a1.pdf ER -