University of the Philippines Diliman Department of Industrial Engineering and Operations Research IE 143 Long Quiz

Long Quiz 2
Perfect Score: 85 out of 85

General Instructions: 1. You may use only pens with Black or Blue ink. 2. Final answers should be presented clearly. Should there be ambiguity on what your final answer is, you stand to lose all the points in that item. 3. Use only the right side of your bluebook. Use the left side for scratch. Writings on the left side will not be checked. 4. Treat each question within a problem to be independent from the other questions, except when explicitly stated otherwise. 5. Each question is worth 5 points. 6. When stating probability functions, indicate the range to which the function applies. 7. Give answers in fraction form or show five significant digits. DO NOT ROUND OFF INTERMEDIATE VALUES.

Problem D

1. 2. 3. 4. 5. 6.

Identify all states that are recurrent. Identify all recurrent classes. For every transient state, find the mean number of steps until absorption. For every transient state, find the probability of absorption into the absorbing state. For every transient state, find the probability of absorption into a periodic class. Suppose the initial state is state 4, find the probability that after 5 transitions the chain will be in state 7 for the first time. 7. Suppose the initial state is state 6, find the long-term probabilities of being in a particular state k for k = 1, 2, 3, 4, 5, 6, 7.

Problem E Mang Errol drives his jeepney along the Katipunan-UP route, along which the fare per passenger is 7 pesos. Assume that each passenger pays individually and that they either pay the exact amount (two 1-peso coins and one 5-peso coin) or ten pesos (two 5-peso coins) with equal probability. Furthermore, when the driver runs out of change, he exchanges a 5-peso coin for five 1-peso coins at the nearest sweet corn stall along the route. 1. Draw a Markov chain with states counting Mang Errols 1-peso coins. Show the first 7 states and the general form of the transitions going to and coming from some state n. 2. Is the Markov chain in the previous number a birth-death process? Why or why not? Problem F Methuselah is a lover of women afflicted with the curse of immortality. Over the course of the centuries, he has found love blossom only to have it wilted by the cruel forces of time. Occasionally, he would find short-term love, half of which end with him cheating and finding another love; the other half results in the woman cheating, which devastates him and makes him single. When he is cheating, there is a 9 in 10 chance that he is only with a short-term love. On the other hand, when he is single there is a 5 in 10 chance that he finds true love next. True love always ends in death; this causes Methuselah to enter a period of mourning in which he stays single for some time. 1. 2. 3. 4. Draw the transition probability graph for this problem using three states. Write the one-step transition probability matrix for this problem. Will this Markov chain exhibit steady-state behavior? Why or why not? If Methuselah has already been with 288 women, around how many of them are true loves? 5. On the average, how many women does Methuselah have a relationship with between periods of being single? 6. Suppose Methuselah is currently single, find the probability that the next three women he has a relationship with are all short-term loves? Problem G A certain game involves eight cards, two each of a particular color: red, green, blue and yellow. The cards are distributed evenly among four players seated around a four-sided table. At the start of the game, players facing each other share the same pair of card colors. This is the only time that players are aware of the other players cards. In every round, each of the four players draws a card at random from the player to his left. 1. Suppose the game ends when someone has the two red cards, how long will the game last, on the average? 2. Suppose the game ends when someone has two cards of the same color, how long will the game last, on the average? toopieare, January 2011