Question
We are given n>3, show that if X 1 --> X 2 -> ... --> X n forms a Markov chain, then (X 1 ,
We are given n>3, show that if X1 --> X2 -> ... --> Xn forms a Markov chain, then (X1, X2) --> (X2, X3) --> ... --> (Xn-1, Xn) also forms a Markov chain.
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John E Freunds Mathematical Statistics With Applications
Authors: Irwin Miller, Marylees Miller
8th Edition
978-0321807090, 032180709X, 978-0134995373
