Missing Data Demo: Markov model with discrete time and state space

See discrete-time-and-state-Markov.pdf for notes and background information. See the non-missing data form here.

True color switch probability =

Missing biased to state-changes

Probability of missing data =

# samples per button click:

Simulate:

Simulated data (n = 0):

n - 1 = 0	# observed transitions
n_d = 0	number of color changes
n_s = 0	# adjacent samples with same color
ŝ = ?	estimate of the switch probability

Ln Likelihood

Blue trace is full likelihood. Red trace just uses information from adjacent non-missing entries.