A MARKOV-CHAIN MODEL OF EXTRABINOMIAL VARIATION

被引：17

作者：

RUDOLFER, SM

机构：

[1] Statistical Laboratory, Department of Mathematics, The University, Manchester

来源：

BIOMETRIKA | 1990年 / 77卷 / 02期

关键词：

Beta-binomial model; Binary data; Correlated binary variables; Extrabinomial variation; Generalized binomial; Markov chain; Overdispersion;

D O I：

10.1093/biomet/77.2.255

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

This paper studies the properties of a {0, 1}-state Markov chain model of extrabinomial variation. If n is even, the Markov chain binomial model is always overdispersed relative to the binomial model with parameters n and p, while if n is odd, it may be over- or underdispersed relative to the binomial model. Expressions for the likelihood and variance functions are obtained, and for n=3, the Markov chain binomial model is compared with the additive and multiplicative binomial models of Altham (1978), as well as to the beta-binomial model. © 1990 Biometrika Trust.

引用

页码：255 / 264

页数：10

共 11 条

[1]

Altham P. M. E., 1978, APPLIED STATISTICS, V27, P162

[2]

Chatfield C., 1970, J R STAT SOC C-APPL, V19, P240

[3]

DARROCH JN, 1974, BIOMETRIKA, V61, P207, DOI 10.1093/biomet/61.1.207

[4]

Greenwood M, 1920, J ROY STATIST SOC A, V83, P255