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Next: Markov chain Up: Stat 260: Statistics Previous: Simple IID model

Markovian Models



next up previous
Next: Markov chain Up: Stat 260: Statistics Previous: Simple IID model

Markovian Models

Looking at word frequencies using any model as well (including the i.i.d. one), we one need and . Even if they have a known form, they will involve unknown parameters. For example, if you have a formula like , you still need an estimator of (and perhaps plug it in).

As an alternative, under independence model, let's calculate

where =frequency of A, etc. Suppose w=AAA.

All strings (S) of length N with given are equally probable (check!), so that we have

Now,

where . What we're doing in the third line is nothing more than just to take out two As in front of the A at location k compressing the string and using the known value of .

You can actually get the result from line 2 to the answer by direct calculation, since

However, the above argument will give you a feel for the way we prove the similar result in a Markovian context.



Simon Cawley
Thu May 14 03:30:08 PDT 1998


next up previous
Next: Markov chain Up: Stat 260: Statistics Previous: Simple IID model



Simon Cawley
Thu May 14 03:30:09 PDT 1998