stat2303_tutorial05

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Unformatted text preview: 0.3 0.2 0.4 1 0 0.4 0.2 0.4 2 0 0 0.6 0.4 3 0 0 0 1 Page 3 of 4 and are independent. STAT2303/2803 Probability Modelling/Stochastic Models Semester 1, 2010­11 4. Suppose , 0 is a two-state Markov chain (states 0 and 1) with the following transition probability matrix 1 1 Let be a vector with four possible states 0 0 , 0 1 , 1 0 and a Markov chain? If yes, determine its transition probability matrix. 1 1 . Is Given the state of , the state of will be fixed and will depend on only. is a Markov chain. The transition probability matrix is given as: Therefore, 00 01 10 11 00 1 0 0 01 0 0 1 1 0 0 10 0 0 1 11 Page 4 of 4...
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This note was uploaded on 03/15/2014 for the course STAT 2303 taught by Professor Steven during the Fall '11 term at HKU.

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