Showing papers by "Sidney Yakowitz published in 1976"
TL;DR: In this article, the authors describe admissible hypothesis tests for Markov order, the tests being defined on certain conditioned variables, which have the following appealing properties: the power function is constant on the hypothesis set (and therefore the level is not pessimistic), and the test is asymptotically most powerful within the class of tests based on regular estimators.
Abstract: This paper describes admissible hypothesis tests for Markov order, the tests being defined on certain conditioned variables. In the spirit of classical hypothesis testing, the tests have the following appealing properties: The power function is constant on the hypothesis set (and, therefore, the level is not pessimistic), and the test is asymptotically most powerful within the class of tests based on regular estimators. Application of the tests herein derived to simulated and actual hydrologic data indicates that our test is superior to the usual chi-square test for Markov order, and that with moderate amounts of data, conclusions with significant physical import can be gleaned.
26 citations