Markov chains Using matrices to represent conditional probability 1.

Suppose that it is known that the probability of the liberal party winning an election if they are already in power is 0.6, and the probability of the Labor party winning the election if they are already in power is 0.65. a) What is the probability of the Liberal party winning the next two elections?

Markov chains 1. There are two popular beaches in a seaside resort, Bayside and Surfside. Most people tend to go back to the same beach each day, but there is a probability of 0.15 that a person who goes to Bayside one day will go to Surfside the net, and a probability of 0.2 that a person who goes to Surfside on one day goes to Bayside on the next day. Suppose that on one Monday there are 125 people at Bayside and 240 people at Surfside. Determine: a) The transition matrix, T, that which can be used to represent this information

b)

What is the probability of the Labor party winning the next two elections?

2.

Suppose that the probability that Jane is late to school is 0.35 if she was late the day before, and her probability of being on time for school is 0.9 if she was on time the day before. If is the event that she is late on the th day, and is the event she is on time on the th day: a) Write down a matrix equation relating and to and .

b)

The estimated number of people at each beach on Thursday (give your answers to the nearest whole number).

b)

If the probability of her being late on Monday is 0.4, find the probability that she is on time on Tuesday.

2.

A factory has a large number of machines that can be in one of two states, operating or broken. The probability that na operating machine breaks by the ned of the day is 0.08, and the probability that a broken machine is repaired by the end of the day is 0.88. Find: a) The transition matrix that can be used to represent this information.

b)

The percentage of machines that are operating at the end of day 5, if initially 18% of machines are broken. Give your answer correct to one decimal place.

Comparing the run length for Bernoulli sequences and Markov chains 1. The manager of a shop knows from experience that 60% of her customers will use a credit card to pay for their purchases. Find the probability that: a) The next three customers will use a credit card, and the fourth will pay cash

b)

The next three customers pay cash, and the fourth will use a credit card

Steady state of a Markov chain 1. Suppose that the probability that Millie is on time for work is 0.85 if she was on time the day before, and her probability of being on time for work is 0.95 if she was late the day before. Suppose if Millie is on time on the th day, and if Millie is late on the th day. a) Write down the transition matrix which describes this situation.

2.

For the Markov chain defined by the transition matrix: [ ] [ ]

where is the event day is wet, and is the event da is dry, find the probability that, given the first day is wet: a) There will be a run of four more wet days in a row before the next dry day

b)

Use the formula for steady state probabilities to verify the steady states.

b)

There will be a run of four dry days in a row before the next wet day

3.

Suppose that the probability than a operating machine breaks down by the end of the day is 0.10, and the probability that a broken machine is repaired by the end of the day is 0.55. Find: a) The probability that a machine that breaks don on day 0 will not be working until day 5

b)

The probability that a machine that is working day 0 will break down for the first time on day 5