A common class of alternative distributions in hypothesis testing (eg in testing exchangeability). A distribution is -th order Markovian if
Last modified Sep 02, 20241 min read
A common class of alternative distributions in hypothesis testing (eg in testing exchangeability). A distribution P is k-th order Markovian if
P(Xn∣Xn−1,…,X1)=P(Xn∣Xn−1,…,Xn−k).