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Exercises · Q11

Q.A transition matrix for weather is P=(0.80.20.30.7)P=\begin{pmatrix}0.8&0.2\\0.3&0.7\end{pmatrix} (rows/columns ordered Sunny, Rainy). If today's weather distribution is equally likely to be sunny or rainy, find tomorrow's probability distribution.

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Initial distribution

Equally likely today means π0=(0.5,0.5)\pi_0=(0.5,0.5).

Computing tomorrow's distribution

π1=π0P=(0.5,0.5)(0.80.20.30.7)=(0.5×0.8+0.5×0.3, 0.5×0.2+0.5×0.7)\pi_1=\pi_0P=(0.5,0.5)\begin{pmatrix}0.8&0.2\\0.3&0.7\end{pmatrix}=(0.5\times0.8+0.5\times0.3,\ 0.5\times0.2+0.5\times0.7)

=(0.4+0.15, 0.1+0.35)=(0.55,0.45)=(0.4+0.15,\ 0.1+0.35)=(0.55,0.45) …

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