2.1 A Markov chain has transition matrix 1 2 1(0.1 0.3 0.6 P = 20 3 0.3 0.2 0.5 3 0.4 0.6 with initial distribution a = (0.2,0.3,0.5). Find the following: (a) P(X,= 3|X6 = 2) (b) P(X9 = 2|X, = 2, X5 = 1,X7 = 3) %3D %3D (c) P(X, = 3IX, = 1)

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2.1 A Markov chain has transition matrix
1
3
1(0.1 0.3 0.6)
P = 2
30.3 0.2 0.5
0.4 0.6
with initial distribution a = (0.2,0.3,0.5). Find the following:
(a) P(X,= 3|X6 = 2)
(b) P(X9 = 2|X1 = 2, X5 = 1,X7 = 3)
(c) P(Xo = 3|X¡ = 1)
(d) E(X2)
Transcribed Image Text:2.1 A Markov chain has transition matrix 1 3 1(0.1 0.3 0.6) P = 2 30.3 0.2 0.5 0.4 0.6 with initial distribution a = (0.2,0.3,0.5). Find the following: (a) P(X,= 3|X6 = 2) (b) P(X9 = 2|X1 = 2, X5 = 1,X7 = 3) (c) P(Xo = 3|X¡ = 1) (d) E(X2)
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