Question

Please answer all parts of the following question. Please show all work and all steps. 1a.)...

Please answer all parts of the following question. Please show all work and all steps.

1a.) Let Xn be a Marcov chain with the states S = {0,1} starting from 0. The transition probability is given by

p = ( 1/3 2/3)

1/2 1/2

Compute P(X2=1) and compute P(X3=0 given X2=1)

1b.) Suppose that T1 and T2 are stopping times. Determine whether the following are stopping time or not: (1) T1 + T2, (2) T1 − 1 (assuming T1 ≥ 1), (3) max(T1, T2), (4) min(T1, T2).

Math   Statistics-And-Probability   
0 0
Add a commentTranscribed image text
Next >

Homework Answers

Answer #1

0 0
Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Log In

Sign Up

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Answer all parts of question 1. 1a.) Show that the solutions of x' = arc tan...
Answer all parts of question 1. 1a.) Show that the solutions of x' = arc tan (x) + t cannot have maxima 1b.) Show that the solution x(t) of the Cauchy problem x' = 2 + sin(x), x(0) = 0, cannot vanish for t>0 1c.) Let Φ(t) be the solution of the ivp x' = tx - t^3, x(0) = a^2 with a not equal to 0. Show that Φ has a minimum at t=0.
Find eigenvectors associated with the eigenvalues of the following linear operator: (please show all steps) V=...
Find eigenvectors associated with the eigenvalues of the following linear operator: (please show all steps) V= R^3; T(x1,x2,x3) = (x1+x2, 2x2+2x3, 3x3)
The transition probability matrix of a Markov chain {Xn }, n = 1,2,3……. having 3 states...
The transition probability matrix of a Markov chain {Xn }, n = 1,2,3……. having 3 states 1, 2, 3 is P = 0.1 0.5 0.4 0.6 0.2 0.2 0.3 0.4 0.3 * and the initial distribution is P(0) = (0.7, 0.2,0.1) Find: i. P { X3 =2, X2 =3, X1 = 3, X0 = 2} ii. P { X3 =3, X2 =1, X1 = 2, X0 = 1} iii. P{X2 = 3}
Let {Xn|n ≥ 0} is a Markov chain with state space S = {0, 1, 2,...
Let {Xn|n ≥ 0} is a Markov chain with state space S = {0, 1, 2, 3}, X0 = 0, and transition probability matrix (pij ) given by   2 3 1 3 0 0 1 3 2 3 0 0 0 1 4 1 4 1 2 0 0 1 2 1 2   Let τ0 = min{n ≥ 1 : Xn = 0} and B = {Xτ0 = 0}. Compute P(Xτ0+2 = 2|B). . Classify all...
Xn is a Markov Chain with state-space E = {0, 1, 2}, and transition matrix 0.4...
Xn is a Markov Chain with state-space E = {0, 1, 2}, and transition matrix 0.4 0.2     ? P = 0.6 0.3    ? 0.5 0.3    ? And initial probability vector a = [0.2, 0.3, ?] a) What are the missing values (?) in the transition matrix an initial vector? b) P(X1 = 0) = c) P(X1 = 0|X0 = 2) = d) P(X22 = 1|X20 = 2) = e) E[X0] = For the Markov Chain with state-space, initial vector, and...
please show all work and circle answer if you cant do all the parts please don't...
please show all work and circle answer if you cant do all the parts please don't answer question part 1) Let g(x,y)=cos(8x+5y). Evaluate g(1,−2). Answer: g(1,−2)= part 2) Suppose f(x,y)=xy^2−8. Compute the following values: f(4,3) = f(3,4) = f(0,0) = f(−1,3) = f(t,2t) = f(uv,u−v) = part 3) Consider the concentration, C, (in mg/liter) of a drug in the blood as a function of the amount of drug given, x, and the time since injection, t. For 0≤x≤6 mg and...
For parts a and b, find a basis for the solution set of the homogeneous linear...
For parts a and b, find a basis for the solution set of the homogeneous linear systems. Show all algebraic steps. a. x1 + x2 + x3 = 0. x1 - x2 - x3 = 0 b. x1 + 2x2 - 2x3 + x4 = 0. x1 - 2x2 + 2x3 + x4 = 0. for parts c and d use your solutions to parts a and b to find all solutions to the following linear systems. show all algebraic...
Please answer the following question and show all steps/work. Thanks! If a $100,000, 8%, 10 year...
Please answer the following question and show all steps/work. Thanks! If a $100,000, 8%, 10 year semi-annual bond is sold to yield 9%. Assuming no transaction costs the cash proceeds will be: a. less than the face value b. equal to face value c. greater than the face value d. more than $180,000 e. exactly $109,000
1. Consider the Markov chain {Xn|n ≥ 0} associated with Gambler’s ruin with m = 3....
1. Consider the Markov chain {Xn|n ≥ 0} associated with Gambler’s ruin with m = 3. Find the probability of ruin given X0 = i ∈ {0, 1, 2, 3} 2 Let {Xn|n ≥ 0} be a simple random walk on an undirected graph (V, E) where V = {1, 2, 3, 4, 5, 6, 7} and E = {{1, 2}, {1, 3}, {1, 6}, {2, 4}, {4, 6}, {3, 5}, {5, 7}}. Let X0 ∼ µ0 where µ0({i}) =...
Please show all work for the problem. Explain your steps and why you did it so...
Please show all work for the problem. Explain your steps and why you did it so i can understand how you got the answer please.Any calculation that cannot be done mentally must be written down, no matter how trivial the calculation might be. Let v=〈10, 11, −2〉and u=〈0, 3, 4〉. Compute: The cosine of the angle between v and u also the vector projvu
ADVERTISEMENT
Need Online Homework Help?

Get Answers For Free
Most questions answered within 1 hours.

Ask a Question
ADVERTISEMENT