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Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.

1 vote
0 answers
62 views

2-step sampling from a conditional density

The setting is as follows: We are given two random variables $X : \Omega \to \mathbb{R}$ and $\Theta : \Omega \to T$ for some 'parameter space' $T \subset \mathbb{R}$, and 1) we know the density of …
Fabian Werner's user avatar
1 vote
1 answer
473 views

Markov processes: Construction of the state variables

I have asked this question on stats.se.com but I did not receive an answer. Given is the description of a probabilistic finite state machine and I want to 'translate this' into a Markov process 'on it …
Fabian Werner's user avatar