- #1
Apteronotus
- 202
- 0
Hi,
I was reading about Markov chains and came across the following statement:
"The conditional distribution [itex]p(x_n|x_{n-1})[/itex] will be specified by a set of [itex]K-1[/itex] parameters for each of the [itex]K[/itex] states of [itex]x_{n-1}[/itex] giving a total of [itex]K(K-1)[/itex] parameters."
In the above we have assumed that the observations are discrete variables having [itex]K[/itex] states.
I understand that [itex]x_{n-1}[/itex] can have [itex]K[/itex] states, but why [itex]K-1[/itex] parameters for each state? And what are those parameters?
Thanks,
I was reading about Markov chains and came across the following statement:
"The conditional distribution [itex]p(x_n|x_{n-1})[/itex] will be specified by a set of [itex]K-1[/itex] parameters for each of the [itex]K[/itex] states of [itex]x_{n-1}[/itex] giving a total of [itex]K(K-1)[/itex] parameters."
In the above we have assumed that the observations are discrete variables having [itex]K[/itex] states.
I understand that [itex]x_{n-1}[/itex] can have [itex]K[/itex] states, but why [itex]K-1[/itex] parameters for each state? And what are those parameters?
Thanks,