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Math Assignment 2

1. The given matrix P is a regular stochastic matrix with a unique fixed probability vector of (2/3, 1/3, 0). 2. The Markov chain with transition probability matrix P given is irreducible since each state is accessible from every other state. 3. If C throws the ball first, then probabilities are: 1) P(A has ball) = 1/3 2) P(B has ball) = 1/3 3) P(C has ball) = 1/3

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81 views

Math Assignment 2

1. The given matrix P is a regular stochastic matrix with a unique fixed probability vector of (2/3, 1/3, 0). 2. The Markov chain with transition probability matrix P given is irreducible since each state is accessible from every other state. 3. If C throws the ball first, then probabilities are: 1) P(A has ball) = 1/3 2) P(B has ball) = 1/3 3) P(C has ball) = 1/3

Uploaded by

Rakshitha Jayashankar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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VIVEKANANDA INSTITUTE OF TECHNOLOGY, BANGALORE-560074

MATHEMATICS FOR COMPUTER SCIENCE (BCS301), ASSIGNMENT-2


MODULE II, JOINT PROBABILITY DISTRIBUTIONS & MARKOV CHAINS

0 1 0
1. S.T P = [ 1 01 1] is a regular stochastic matrix. Also find unique fixed probability vector.
0
0
2 2
2 1
0 3 3
1 1
2. Prove that the Markov chain whose t .p .m is P = 0 is irreducible.
2 2
1 1
[ 0]
2 2
3. Three boys A,B,C are throwing a ball to each other. A always throws ball to B and B always throws ball
to C. But C is just as likely to throws the ball to B and A. If C was the first person to throw the ball, find
the probabilities that 1.A has the ball, 2. B has the ball 3. C has the ball, for the fourth throw
4. Define stochastic matrix, Markov chains.
5. A man’s smoking habits are as follows. If he smokes filter cigarette’s one week, he switches to non-
filter cigarette’s the next week with probability 0.2 , on the other hand, if he smokes non filter
cigarette’s one week there is probability of 0.7 that he will smoke non filter cigarette’s the next week
as well. In a long run how often does he smoke filter cigarettes?
0 1 0
1 1 1
6. Find the unique fixed probability vector of the regular stochastic matrix A =[6 2 3]
2 1
0 3 3
1
¾ 4
7. Find the unique fixed probability vector of the regular stochastic matrix A= [ 1 1]
2 2
8. Define absorbing state, transient state, recurrent state
9. The joint distribution of two random variables X and Y is as follows.

X\Y -2 -1 4 5

1 0.1 0.2 0 0.3

2 0.2 0.1 0.1 0

Compute the following a) E(X) and E(Y) b) E(XY) c) X and Y d) COV(X,Y) e) (X,Y)
10. The joint probability distribution table for two variables X and Y is as follows.

X\Y -4 2 7

1 1/8 1/4 1/8

5 1/4 1/8 1/8


Find a) E( X,Y) b) SD.s of X,Y
c) Covariance of X and Y d ) Correlation of X and Y
11. Suppose X and Y are independent random variables with the following respective
distribution, find the joint distribution of X and Y. Also verify that COV(X,Y) =0
xi 1 2
y -2 5 8
f(xi) 0.7 0.3
g(y) 0.3 0.5 0.2

12. The joint probability distribution table for two variables X and Y is as follows.
X\Y 3 4 5
2 1/6 1/6 1/6
5 1/12 1/12 1/12
7 1/12 1/12 1/12
Find a) E( X,Y) b) SD.s of X,Y c) Covariance of X and Y d ) Correlation of X and Y
13. A coin is tossed 3 times. Let X denotes 0 or 1 according as a tail or head occurs on the first toss. Let Y
denotes the total number of tails which occur. Determine the marginal distribution of X and Y

14. Every year, a man trades his car for a new car. If he has a Maruti, he trades it for an ambassador. If
he has an ambassador, he trades it for a Santro. However if has a Santro, he is just as likely to trade it
for a new Santro as to trade it for a Maruti or an ambassador. In 2000, he bought his first car which was
a Santro. Find the probability that in 2002 he had i) Santro ii) Maruti.

15. A salesman’s territory consists of 3 cities A, B, C. He never sells in the same city for 2 consecutive
days. If he sells in city A then the next day he sells in the city B. However if he sells in either B or C then
the next day he is twice as likely to sell in the city A as in the other city. In long run how often does he
sell in each of the cities.

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