Subject CT4 September 2009 Question 7

Discussion in 'CS2' started by Pulit Chhajer, Jun 9, 2022.

  1. Pulit Chhajer

    Pulit Chhajer Keen member

    Hi ,

    Could anyone please explain how the graph has been prepared for this question - Part iv?
     
  2. Andrew Martin

    Andrew Martin ActEd Tutor Staff Member

    Hello

    The graph is showing the functions PAA(t), PAB(t) and PAC(t) where, for example:

    PAA(0) = 1
    PAA(1) = 0.5 (from the transition probability matrix)
    PAA(2) = 0.375 (from part (i))
    as k -> inf PAA(k) -> 1/3 (pi_1 from part (ii))

    Similarly:

    PAB(0) = 0
    PAB(1) = 0.25 (from the transition probability matrix)
    PAB(2) = 0.375 (from part (i))
    as k -> inf PAA(k) -> 1/2 (pi_2 from part (ii))

    The Examiners' Report shows more calculated probabilities (eg PAA(3), PAA(4) etc) but given the question says 'using your answers to part (i) and (ii)' I don't see how they would have expected you to do any more calculations. So I would have drawn a graph showing PAX(0), PAX(1), PAX(2) for X = A, B and C and then shown a dotted line tending to the stationary probabilities and put labels on the x-axis to the effect of 0, 1, 2, ...., inf.

    Hope this helps!

    Andy
     

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