Q6 At all times, an urn contains N balls- some white balls and some black balls. At each stage, a coin having probability p, 0 0} a Markov Chain? If so, explain why. Q6(ii.) Compute the transition probabilities Pij. (Hint: At some stage, suppose there are i white balls (and N – i black balls). Think how you can get i or i – 1 or i +1 white balls in the next stage.) Q6(iii.) Let N = 2. Then the states are 0, 1, 2 and the transition probability matrix is given by P р Find the proportion of the time in each state.
Q6 At all times, an urn contains N balls- some white balls and some black balls. At each stage, a coin having probability p, 0 0} a Markov Chain? If so, explain why. Q6(ii.) Compute the transition probabilities Pij. (Hint: At some stage, suppose there are i white balls (and N – i black balls). Think how you can get i or i – 1 or i +1 white balls in the next stage.) Q6(iii.) Let N = 2. Then the states are 0, 1, 2 and the transition probability matrix is given by P р Find the proportion of the time in each state.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Transcribed Image Text:Q6 At all times, an urn contains N balls- some white balls and some black balls. At each stage, a coin having
probability p, 0 <p<1, of landing heads, is flipped. If heads appear, then a ball is chosen at random from the urn
and is replaced by a white ball; if tails appear, then a ball is chosen from the urn and is replaced by a black ball. Let
X, denote the number of white balls in the urn after the n stages.
Q6(i.) Is {Xn, n > 0} a Markov Chain? If so, explain why.
Q6(ii.) Compute the transition probabilities P;,j: (Hint: At some stage, suppose there are i white balls (and N – i
black balls). Think how you can get i or i – 1 or i +1 white balls in the next stage.)
Q6(iii.) Let N = 2. Then the states are 0, 1, 2 and the transition probability matrix is given by
(i)
2
2
2
2
Find the proportion of the time in each state.
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