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Asymptotic distribution of the coefficient of cross-association based on a simple Markov-chain model

Published online by Cambridge University Press:  14 July 2016

Jan Vrbik
Jan Vrbik*
Affiliation:
Brock University
*
∗ Postal address: Department of Mathematics, Brock University, St. Catharines, Ontario, Canada L2S 3A1.
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Abstract

The asymptotic distribution of the ‘coefficient of cross-association' between two sequences of nominal data is investigated, under the assumption that the sequences have been generated by means of a specific (n − 1)-parameter Markov-chain model, frequently used by geologists. A practical approximate formula for calculating the standard deviation of this distribution is presented, and the region of its applicability examined.

Keywords

STRATIGRAPHIC ANALYSISQUASI-INDEPENDENCEASYMPTOTIC VARIANCECONVERGENCE REGION
Type
Short Communications
Information
Journal of Applied Probability , Volume 22 , Issue 4 , December 1985 , pp. 946 - 950
Copyright
Copyright © Applied Probability Trust 1985 

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References

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[9] Vrbik, J. (1977) Matching of Simple Markov Chains. Ph.D. Thesis, University of Calgary.Google Scholar