آزمون معكوس پذيري زنجير ماركف بر اساس آزمون نيكويي برازش

A Reversibility Test for Markov Chain in base of Goodness of Fit Test

. In this paper, we introduce a reversibility test for Markov chain in base of comparing the distribution of chain and its reversed chain and goodness of fit test without any restriction. Our simulation confirm the proposed test and an empirical example is given.