Assignment - 3 (17MAT41)
Assignment - 3 (17MAT41)
Assignment - 3 (17MAT41)
MODULE-V
SAMPLING THEORY & STOCHASTIC PROCESS
0 2⁄3 1⁄3
6. Prove that the Markov chain whose transitive probability matrix is 𝑃 = 1⁄2 0 1⁄2 is irreducible.
1 1
[ ⁄2 ⁄2 0 ]
Find the corresponding stationary probability vector.
0 0 1
1 1 1
7. Prove that the Markov chain whose transitive probability matrix is𝑃 = [ ⁄2 ⁄4 ⁄4] is irreducible.
0 1 0
Find the corresponding stationary probability vector.
8. A company executive changes his car every year. If he has a car of make A, he changes over to make B.
from make B he changes over to make C. if he has car C then he gives equal preference to change over
KNR
to make A or make B car. If he had a car of make C in year 2008 find the probability that he will have a
car of i) make A in 2010, ii) make C in 2010. iii) Make B in 2011.
9. A software engineer goes to his office every day by motorbike or by car. He never goes by bike on two
consecutive days but if he goes by car on a day then he is equally likely to go by car or by bike the next
day. Find the transition probability matrix of the Markov chain for the mode of transport. If car is used
on the first day of the week, find the probability that after four days i) bike is used ii) car is used.
10. In a hypothetical market, there are only two brands A and B. A customer buys brand A with
probability 0.7 if his last purchase was A and buys brand B with probability 0.4 if his last purchase was
B. obtain (i) one step TPM (ii) Stationary distribution.
11. Three girls G1, G2, G3 are throwing a ball to each other. G1 always throwing ball to G2 and G2 always
throws ball to G3. But G3 is just as likely to throw the ball to G2 as to G1. Prove that the process is
Markovian. Find the TPM and classify the states.
12. The territory sales man consists 3 cities A, B and C. He never sells in the same city on successive days.
If he sells in city A, then the next day he sells in city B. However, if he sells either in B or C, then the
next day he is twice as likely to sell in city A as in the other city. How often does he sell in each of the
cities in steady state?
13. A raining process is considered as a two-state Markov chain. If it rains, it is considered to be in state 0
0.6 0.4
and if does not rain, the chain is state 1. The transition probability matrix is defined as𝑃 = [ ].
0.2 0.8
Find the probability that it will rain after 3 days from today assuming that it is raining today. Also find
unconditional probability that it will rain after 3 days with initial probabilities of the states 0 and 1 as 0.4
and 0.6 respectively.
14. Two boys B1, B2 and 2 girls G1, G2 are throwing a ball from one to another. Each boy throws the ball to
other boy with probability 1/2 and to each girl with probability 1/4. On the other hand, each girl throws
the ball to each boy with probability 1/2 and never to another girl. In long run, how does each receive the
ball?
MODULE-II
SPECIAL FUNCTIONS