MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
Bartleby Related Questions Icon

Related questions

Question
Show full answers and steps to this exercise. Please explain how you get to the answers without using excel, stata or R
[1] Consider the Sunny-Rainy example we covered in class but suppose that the tran-
sition matrix is given by the following matrix instead
P =
[0.8 0.2
0.5
a) Suppose that at some time t, the weather is S or R with equal probability.
Write down the state vector πt and then compute t+1 and 7t+2, i.e. compute
the probabilities that the weather will be S or R in t + 1 and t + 2.
b) Suppose that at some time t, the weather is twice more likely to be Sunny
than Rainy. Write down the state vector , and then compute 7+1 and 7t+2.
c) Find the stationary distribution corresponding to the transition matrix given
above using the equation that defines stationarity
d) Suppose that at some time t, the weather is Sunny with probability 5/7.
Compute the state vector for time t + 1 and t + 2. Did you expect these
results? Explain your answer.
expand button
Transcribed Image Text:[1] Consider the Sunny-Rainy example we covered in class but suppose that the tran- sition matrix is given by the following matrix instead P = [0.8 0.2 0.5 a) Suppose that at some time t, the weather is S or R with equal probability. Write down the state vector πt and then compute t+1 and 7t+2, i.e. compute the probabilities that the weather will be S or R in t + 1 and t + 2. b) Suppose that at some time t, the weather is twice more likely to be Sunny than Rainy. Write down the state vector , and then compute 7+1 and 7t+2. c) Find the stationary distribution corresponding to the transition matrix given above using the equation that defines stationarity d) Suppose that at some time t, the weather is Sunny with probability 5/7. Compute the state vector for time t + 1 and t + 2. Did you expect these results? Explain your answer.
Expert Solution
Check Mark
Knowledge Booster
Background pattern image
Recommended textbooks for you
Text book image
MATLAB: An Introduction with Applications
Statistics
ISBN:9781119256830
Author:Amos Gilat
Publisher:John Wiley & Sons Inc
Text book image
Probability and Statistics for Engineering and th...
Statistics
ISBN:9781305251809
Author:Jay L. Devore
Publisher:Cengage Learning
Text book image
Statistics for The Behavioral Sciences (MindTap C...
Statistics
ISBN:9781305504912
Author:Frederick J Gravetter, Larry B. Wallnau
Publisher:Cengage Learning
Text book image
Elementary Statistics: Picturing the World (7th E...
Statistics
ISBN:9780134683416
Author:Ron Larson, Betsy Farber
Publisher:PEARSON
Text book image
The Basic Practice of Statistics
Statistics
ISBN:9781319042578
Author:David S. Moore, William I. Notz, Michael A. Fligner
Publisher:W. H. Freeman
Text book image
Introduction to the Practice of Statistics
Statistics
ISBN:9781319013387
Author:David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:W. H. Freeman