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Unformatted text preview: STAT455/855 Fall 2006 Applied Stochastic Processes Midterm Exam Instructions: (a) The exam is closed book. No books are allowed. You may use one 8 . 5 11 inch sheet of notes and a calculator. (b) There are 3 questions. Stat 855 students must do all of the problems. Stat 455 students must do 2 of questions 1,2 and 3, and if you answer all three of questions 1, 2 and 3, you must specify which two you want graded (the default if you do not specify is questions 1 and 2). (c) Each question is worth 15 marks for a total of 30 marks (Stat455) or 45 marks (Stat855) (d) Show all your work. Partial credit is given. (e) You have 120 minutes. Good luck! (f) Question 3(c) is a bonus question. All are welcome to try it. STAT 455/855 -- Midterm Exam, 2006 Page 2 of 2 1. (15 marks) (a) (5 marks) Can a periodic (period greater than 1) Markov chain be time reversible? If not, prove it. If so, give an example....
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- Fall '09