DocumentCode
2506912
Title
Conditional probability and correlation coefficient estimators for a first order Bernoulli process
Author
Sherman, Peter J.
Author_Institution
Iowa State Univ., Ames, IA, USA
fYear
2011
fDate
28-30 June 2011
Firstpage
725
Lastpage
728
Abstract
This work is concerned with estimation of parameters associated with a correlated binary state Markov chain, also known as a type of spike train process. The variance expressions for the natural estimators of the process mean, joint and conditional probabilities, and correlation coefficient are given. These estimators are shown to be maximum likelihood estimators.
Keywords
Markov processes; maximum likelihood estimation; parameter estimation; signal processing; conditional probability; correlated binary state Markov chain; correlation coefficient estimators; first order Bernoulli process; maximum likelihood estimators; parameter estimation; spike train process; Accuracy; Algebra; Correlation; Markov processes; Maximum likelihood estimation; Random variables; Markov; conditional probability; correlated; spike train;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing Workshop (SSP), 2011 IEEE
Conference_Location
Nice
ISSN
pending
Print_ISBN
978-1-4577-0569-4
Type
conf
DOI
10.1109/SSP.2011.5967805
Filename
5967805
Link To Document