This is what I wanted to find out.
given a state sequence with states '1' and '2'. and the #2 is what I am trying to solve.
1. Derive from this sequence the parameters for a first order markov chain: the state transition probability matrix and the state probability vector. The state frame...
Hi,
Thanks for the response.
Actually, I want to generate a sequence of states either 1 or 0. like 1011111000010000...(100 states) using this state transition probability matrix.
Any idea?
I have a state transition probability matrix and a state probability vector
[0.9 0.1; 0.1 0.9] & [0.4 0.6] respectively.
Now, I want to generate the states of 1 and 0 according to this. say 100 state sequence.
Any sort of help would be appreciated.
Thanks.