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Results tagged with markov-process
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user 156508
A stochastic process with the property that the future is conditionally independent of the past, given the present.
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Trends in Type I error when testing Markov memoryless assumption
Question
Are the following trends in Type I error (false positive / incorrectly reject $H_0$) expected when testing the Markov memoryless assumption? Specifically, Type I error seems to increase as:
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