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Biometrika 1972 59(2):395-406; doi:10.1093/biomet/59.2.395
© 1972 by Biometrika Trust
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Some problems of inference for a two-state system with incomplete information

A. J. HOWIE and A. B. MACAULAY

University of Strathclyde
College of Technology Paisley

For a two-state system, with constant transition-rate from each state to the other, it is supposed that observations of the state of the system, (i) made at discrete instants of time and (ii) extending over short intervals of time, are continued until the state of the system is found to have changed. Successive observations are dependent. Estimation and tests of hypotheses concerning one of the transition-rates, based on the number of observations required, are discussed.

Key Words: Inference from incomplete information • Inference for two-state system • Point observations on two-state system • Estimation from point observations of time series


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