An Algorithm for Detecting Differences between Transition Probability Matrices

Gordon Hilton

Journal of the Royal Statistical Society Series C, 1971, vol. 20, issue 1, 80-86

Abstract: The least‐likelihood ratio test for detecting differences between matrices larger than 2 × 2 involves a formidable amount of calculation. This calculation burden will be increased if there is a series of such tests to execute. Nevertheless the amount of calculation is below that which would demand a high‐speed machine routine and therefore falls in a “no‐man's land” between hand and high‐speed machine calculation. The algorithm provides a process by which the calculation time can be reduced making hand calculation feasible. It is also possible to extend this technique to the processing of three or more matrices simultaneously.

Date: 1971
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