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Derivations of Learning Statistics from Absorbing Markov Chains

Published online by Cambridge University Press:  01 January 2025

Richard B. Millward*
Affiliation:
Brown University

Abstract

Learning-process statistics for absorbing Markov-chain models are developed by using matrix methods exclusively. The paper extends earlier work by Bernbach by deriving the distribution of the total number of errors, u-tuples, autocorrelation of errors, sequential statistics, and the expectation and variance of all statistics presented. The technique is then extended to latency derivations including the latencies of sequential statistics. Suggestions are made for using the sequential-statistic algorithm in a maximum-likelihood estimation procedure. The technique is important because statistics for very large absorbing matrices can be easily computed without going through tedious theoretical calculations to find explicit mathematical expressions.

Information

Type
Original Paper
Copyright
Copyright © 1969 The Psychometric Society

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