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Probability Assignment 5

# Probability Assignment 5

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some questions on probability..
some questions on probability..

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12/17/2014

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O  c   t  o   b  e  r   1   0 ,   2   0   1   3  c  o  p  y  r   i  g   h   t  :  w  w  w .  s   i   t  e  s .  g  o  o  g   l  e .  c  o  m   /  s   i   t  e   /   h  u   b   2  e   d  u  c  a   t   i  o  n
Assignment 5
Random Processes, Markov Chains and Markov Proccesses

Random Process Question 1
.
If
cos sin
U t X t Y
and
cos sin
V t Y t X
, where X and Y are independent random variables such that
0;
E X E

 
2 2
1
E X E
. Show that {U(t)} and {V(t)} are individually stationary in the wide sense, but they are not jointly wide sense stationary.
Question 2.
Consider a random process
cos sin
Z t X t Y

where X and Y are independent Gaussian random variables with zero mean and variance
2

.

Find E(Z) and E(Z
2
).

Question 3.
If
5cos 10
X t

and
20sin 10
Y t

where

is a random variable uniformly distributed in
0,2

, prove that the process {X(t)} and {Y(t)} are jointly wide-sense stationary.

Markov Chains and Markov Processes Question 4.
The transition probability matrix of a Markov chain {X
n
}, n=1,2,3…
having three states 1, 2 and 3 is

with the initial distribution is

Find (i) and (ii)

Question 5.
Consider a Markov chain with state space {0, 1, 2} and the transition probability matrix
(i)
Find P
2
and show that it is equal to P
4
.
(ii)
Find

0.1 0.5 0.40.6 0.2 0.20.3 0.4 0.3
P
0
0.7,0.2,0.1
p
2
3
P

3 2 1 0
2, 3, 3, 2
 
P X X X
0 1 01 00 1 0
P p p
, 1
n
P n

O  c   t  o   b  e  r   1   0 ,   2   0   1   3  c  o  p  y  r   i  g   h   t  :  w  w  w .  s   i   t  e  s .  g  o  o  g   l  e .  c  o  m   /  s   i   t  e   /   h  u   b   2  e   d  u  c  a   t   i  o  n
Question 6.
A house wife buys three kinds of cereals: A, B, C. She never buys the same cereal on successive weeks. If she buys cereal A, then the next week she buys cereal B. However, if she buys B or C, then next week she is three times as likely to buy A as the other brand. Find the transition matrix. In the long run, how often she buys each of three brands?

Question 7.
A salesman’s territory consists of three cities. A, B, 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 in either B or C, then the next day he is twice as likely to sell in city A as in the other city. In the long run how often does he sell in each of the cities?

Question 8.

A fair die is tossed repeatedly. If X
n
denote the maximum of the numbers occurring in the first n tosses, find the transition probability matrix P of the Markov chain {X
n
}. Also find and .

Question 9.

Three children (denoted by 1, 2, 3) arranged in a circle play a game of throwing a ball to one another. At each stage the child having the ball is equally likely to throw the ball to any one of the other two children. Suppose that X
0
denotes the child who had the ball initially and denotes the child who had the ball after n throws. Find P. Calculate

Question 10.

A grocer stocks his store with three types of detergents A, B and C. When brand A is sold out the probability is 0.7 that he stocks up with brand A again. When he sells out brand B, the probability is 0.8 that he will stock up again with brand B. Finally when he sells out brand C, the probability is 0.6 that he will stock up with brand C again. When he switches to another detergent he does so with equal probability for the remaining two brands. Find the transition matrix. In the long run how does he stock up with detergents?

2
P

2
6
P
1
n
X n
2 0
1| 1 ;
P X
2 0
2| 3 ;
P X

3 0
3| 2 .
P X