Some Problems of Inference for a Two-State System with Incomplete Information
不完全信息下两状态系统的若干推断问题
For a two-state system, with constant transition-rate from each state to the other, it is supposed that observations of the state of the system, (i) made at discrete instants of time and (ii) extending over short intervals of time, are continued until the state of the system is found to have changed. Successive observations are dependent. Estimation and tests of hypotheses concerning one of the transition-rates, based on the number of observations required, are discussed.