Markov Chain, Applied Statistics

Each weekend, Derek either reads a book (B), goes to the cinema (C), visits
his local museum (M), or plays squash (S). If he reads a book one weekend,
then he will take part in one of the other activities the next weekend, each
with the same probability. After going to the museum or to the cinema, he
always either plays squash or reads a book the next weekend, and he is twice
as likely to play squash as he is to read a book. The weekend after playing
squash, he always goes to the cinema.
(i) Write down the matrix of transition probabilities for the Markov chain
for Derek’s weekend activities.
(ii) One weekend, Derek reads a book.
(1) What is the probability that he goes to the cinema the next
(2) Calculate the probability that he plays squash in two weeks’ time.
(3) Calculate the probability that he goes to the cinema next weekend
and plays squash in two weeks’ time.
(iii) In the long run, what proportion of weekends does Derek spend on each
of the activities? Show all the steps in your solution, and give your
answers either as fractions or correct to three decimal places.
(iv) If Derek visits the museum one weekend, what is the expected number
of weeks until he next visits the museum?
Immediately on returning from a holiday, Derek always either visits the
museum or plays squash, each with the same probability.
(v) Calculate the probability that he will play squash:
(1) one weekend later;
(2) two weekends later;
(3) three weekends later.
(vi) Find an approximate value for the probability that he will play squash
Posted Date: 6/25/2012 6:40:18 AM | Location : United States

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