On the Markov Chain Binomial Model


Rudolfer [1] studied properties and estimation of a state Markov chain binomial (MCB) model of extra-binomial variation. The variance expression in Lemma 4 is stated without proof but is incorrect, resulting in both Lemma 5 and Theorem 2 also being incorrect. These errors were corrected in Rudolfer [2]. In Sections 2 and 3 of this paper, a new derivation of the variance expression in a setting involving the natural parameters  is presented and the relation of the MCB model to Edwards’ [3] probability generating function (pgf) approach is discussed. Section 4 deals with estimation of the model parameters. Estimation by the maximum likelihood method is difficult for a larger number n of Markov trials due to the complexity of the calculation of probabilities using Equation (3.2) of Rudolfer [1]. In this section, the exact maximum likelihood estimation of model parameters is obtained utilizing a sequence of Markov trials each involving n observations from a {0,1}- state MCB model and may be used for any value of n. Two examples in Section 5 illustrate the usefulness of the MCB model. The first example gives corrected results for Skellam’s Brassica data while the second applies the “sequence approach” to data from Crouchley and Pickles [4].

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Islam, M. and O’shaughnessy, C. (2013) On the Markov Chain Binomial Model. Applied Mathematics, 4, 1726-1730. doi: 10.4236/am.2013.412236.

Conflicts of Interest

The authors declare no conflicts of interest.


[1] S. M. Rudolfer, “A Markov Chain Model of Extrabinomial Variation,” Biometrika, Vol. 77, No. 2, 1990, pp. 255-264. http://dx.doi.org/10.1093/biomet/77.2.255
[2] S. M. Rudolfer, “Correction to a Markov Chain Model of Extrabinomial Variation,” Biometrika, Vol. 78, No. 4, 1991, p. 935.
[3] A. W. F. Edwards, “The Meaning of Binomial Distribution,” Nature (London), Vol. 186, 1960, p. 1074.
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[5] J. L. Devore, “A Note on the Estimation of Parameters in a Bernoulli Model with Dependence,” Annals of Statistics, Vol. 4, No. 5, 1976, pp. 990-992.
[6] A. W. F. Edwards, “Estimation of the Parameters in Short Markov Sequences,” Journal of the Royal Statistical Society, Series B, Vol. 25, No. 1, 1963, pp. 206-208.
[7] J. G. Skellam, “A Probability Distribution Derived from the Binomial Distribution by Regarding the Probability of Success as Variable between the Sets of Trials,” Journal of the Royal Statistical Society, Series B, Vol. 10, No. 2, 1948, pp. 257-261.

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