stat2303_tutorial05

Recall that state is the number of white ball in urn

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Unformatted text preview: , 1. Recall that state is the number of white ball in urn 1. Given for 0 , will remain the same if both ball drawn are of same color; become 1 if the ball drawn from urn 1 is white and that from urn 2 is black; become 1 if the ball drawn from urn 1 is black and that from urn 2 is white. Therefore, 2 , , In summary, we have, for 0 , if 2 1 if if 0 Page 2 of 4 1 otherwise STAT2303/2803 Probability Modelling/Stochastic Models 3. Semester 1, 2010­11 , , … are independent random variables having a common probability mass function as follows: 0 1 2 3 0.1 0.3 0.2 0.4 , 1 . Find the transition probability Suppose 0 and let , ,…, . matrix for the Markov chain max max , , , ,…, , max , max , and ,…, NOTE: Since For For For , max max , , ,…, , | | are independent, so 0 Therefore, the transition probability matrix is 0123 0 0.1...
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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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