Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 51, No. 1 (2002), pp. 31-40 (10 pages) The paper demonstrates the use of functions provided by EXCEL for simulation of two ...

This is a preview. Log in through your library . Abstract We consider a discrete time hidden Markov model where the signal is a stationary Markov chain. When conditioned on the observations, the ...

Functional safety standards such as IE 61508 invite the use of Markov modeling to help model safety, maintainability and reliability. A brief primer on what Markov is and how and when to apply it.