♣r❡❢♠♦❞✿ ♥❡✇s ❛♥❞ ❡①t❡♥s✐♦♥s
❘❡✐♥❤♦❧❞ ❍❛t③✐♥❣❡r ✫ ❘❡❣✐♥❛ ❉✐ttr✐❝❤ ■♥st✐t✉t❡ ❢♦r ❙t❛t✐st✐❝s ❛♥❞ ▼❛t❤❡♠❛t✐❝s ❲❯ ❱✐❡♥♥❛
Ps②❝❤♦❝♦ ✷✵✶✶ ✶ ■♥tr♦❞✉❝t✐♦♥
P❛rt ■✿ ■♥tr♦❞✉❝t✐♦♥
▸ ❘✲P❛❝❦❛❣❡ ♣r❡❢♠♦❞
❝♦❧❧❡❝t✐♦♥ ♦❢ ✉t✐❧✐t✐❡s t♦ ✜t ❛ ✈❛r✐❡t② ♦❢ ♣❛✐r❡❞ ❝♦♠♣❛r✐s♦♥ ♠♦❞❡❧s
▸ ♣r❡❢❡r❡♥❝❡ ♠♦❞❡❧s ❜❛s❡❞ ♦♥ ♣❛✐r❡❞ ❝♦♠♣❛r✐s♦♥s
♦❜❥❡❝t✐✈❡ ✐s t♦ ❡st❛❜❧✐s❤ ❛ ♣r❡❢❡r❡♥❝❡ s❝❛❧❡ ❢♦r ❝❡rt❛✐♥ ♦❜❥❡❝ts ✕ ❢♦♦❞✱ ❝r✐♠❡s✱ ♣❛✐♥✱ t❡❛❝❤✐♥❣ st②❧❡s✱ ♣♦rt❢♦❧✐♦s✱ ✳ ✳ ✳
▸ ♣❛✐r❡❞ ❝♦♠♣❛r✐s♦♥s
J ♦❜❥❡❝ts ❛r❡ ❝♦♠♣❛r❡❞ ✐♥ ♣❛✐rs ❛❝❝♦r❞✐♥❣ t♦ ❛ s♣❡❝✐✜❝ ❛ttr✐❜✉t❡ ✕ t❛st❡s ❜❡tt❡r✱ ♠❛❦❡s ♠❡ ♣✉t ♦♥ ♠♦r❡ ✇❡✐❣❤t✱ ✳ ✳ ✳ ✇❡ ♦❜s❡r✈❡ (J
2) ❝♦♠♣❛r✐s♦♥s ✭r❡s♣♦♥s❡s✮ Ps②❝❤♦❝♦ ✷✵✶✶ ✷ ■♥tr♦❞✉❝t✐♦♥
▼♦❞❡❧ ❝♦r❡ ♠♦❞❡❧ ✐♥ ♣r❡❢♠♦❞ ✐s t❤❡ ❇r❛❞❧❡②✲❚❡rr② s♣❡❝✐✜❝❛t✐♦♥ P{Yjk = 1∣πj,πk} = πj πj + πk ♦r P{Yjk = −1∣πj,πk} = πk πj + πk
Yjk = 1 ✳ ✳ ✳ ♦❜❥❡❝t j ♣r❡❢❡rr❡❞ t♦ k✱ Yjk = −1 ✳ ✳ ✳ ♦❜❥❡❝t k ♣r❡❢❡rr❡❞ t♦ j πj ✳ ✳ ✳ ❧♦❝❛t✐♦♥ ♦❢ ♦❜❥❡❝t j ♦♥ ♣r❡❢❡r❡♥❝❡ s❝❛❧❡
✐♥❞❡♣❡♥❞❡♥❝❡ ♠♦❞❡❧ ✭❇r❛❞❧❡②✲❚❡rr②✮✿ r❡s♣♦♥s❡ ✐s yjk p(yjk) = c( √πj √πk )
yjk
♣❛tt❡r♥ ♠♦❞❡❧✿ r❡s♣♦♥s❡ ✐s y = {y12,y13,...,yjk,...,yJ−1,J} p(y12,...,yJ−1,J) = c∏
j<k
( √πj √πk )
yjk Ps②❝❤♦❝♦ ✷✵✶✶ ✸ ■♥tr♦❞✉❝t✐♦♥
■♥❞❡♣❡♥❞❡♥❝❡✿ ▲▲❇❚ ✭❧♦❣❧✐♥❡❛r ❇r❛❞❧❡②✲❚❡rr② ♠♦❞❡❧✮ ✇❡ ✉s❡ t❤❡ ❧♦❣❧✐♥❡❛r r❡♣r❡s❡♥t❛t✐♦♥ ✭❆♣♣❧✐❡❞ ❙t❛t✐st✐❝s✱ ✶✾✾✽✮ lnm(yjk) = µ(jk) + yjk(λj − λk) ❞❡s✐❣♥ str✉❝t✉r❡ ❢♦r ✸ ♦❜❥❡❝ts✿
µ λ1 λ2 λ3 ❝♦♠♣❛r✐s♦♥ ❞❡❝✐s✐♦♥ ❝♦✉♥ts ❝♦♥st y12 y13 y23 ✭✶✷✮ O1 n(1≻2) ✶ ✶ ✲✶ ✵ ✭✶✷✮ O2 n(2≻1) ✶ ✲✶ ✶ ✵ ✭✶✸✮ O1 n(1≻3) ✷ ✶ ✵ ✲✶ ✭✶✸✮ O3 n(3≻1) ✷ ✲✶ ✵ ✶ ✭✷✸✮ O2 n(2≻3) ✸ ✵ ✶ ✲✶ ✭✷✸✮ O3 n(3≻2) ✸ ✵ ✲✶ ✶ ❢❛❝t♦r ❢♦r ♥♦r♠❛❧✐③✐♥❣ ❝♦♥st❛♥ts µ Ps②❝❤♦❝♦ ✷✵✶✶ ✹