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Unformatted text preview: IOE 316 Fall 2007 Homework 2 Due November 6, 2007 1. (15 points) Consider the following Markov chain: (a) (5 points) Find the values of x and y . (b) (10 points) Find 2step transition probability matrix P 2 2. (25 points) A Markov chain { X n ,n } with states 0 , 1 , 2, has the transition probability matrix P = 1 2 1 6 1 3 2 3 1 3 1 2 1 2 If P { X = 0 } = P { X = 1 } = 1 4 , find E [ X 3 ]. 3. (20 points) On any given day IOE student is either cheerful (C), soso (S), or glum (G). If she is cheerful today, then she will be C, S, or G tomorrow with respective probabilities 0.5, 0.4, 0.1. If she is feeling soso today, then she will be C, S, or G tomorrow with probabilities 0.3, 0.4, 0.3. If the student is glum today, then she will be C, S, or G tomorrow with probabilities 0.2, 0.3, 0.5. The IOE student is currently in a cheerful mood. What is the probability that she is not in a glum mood on any of the following three days?...
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 Spring '08
 Dolinskaya

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