Author/Authors :
ALAMUTI، A. Y نويسنده Department of Statistics, Shahid Beheshti University, Evin, Tehran, 19838, I. R. of Iran , , MESHKANI، M. R نويسنده Department of Statistics, Shahid Beheshti University, Evin, Tehran, 19838, I. R. of Iran ,
Abstract :
In a finite stationary Markov chain, transition probabilities may depend on some explanatory
variables. A similar problem has been considered here. The corresponding posteriors are derived and
inferences are done using these posteriors. Finally, the procedure is illustrated with a real example.
