Using ODA to Confirm a First Order Markov Steady State Process

Paul R. Yarnold

Optimal Data Analysis, LLC

Sufficiently iterated over time periods a first order Markovian change process defined by a constant transition matrix yields a steady state. Consecutive transition matrices are compared by Goodman’s chi-square test to assess if a steady state has been achieved. This note demonstrates the analogous use of ODA to assess if such transition matrices differ.

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