stat2303_tutorial05

1 03 02 04 1 0 04 02 04 2 0 0 06 04 3 0 0 0 1 page 3

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

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...
View Full Document

Ask a homework question - tutors are online