Finding ##P(X_2 = 2)## of a Markov Chain

  • Thread starter Thread starter user366312
  • Start date Start date
  • Tags Tags
    Chain Markov chain
Click For Summary
SUMMARY

The discussion centers on calculating the probability of a Markov Chain, specifically determining ##P(X_2 = 2)##. The user correctly computes the transition probabilities using matrix multiplication, resulting in ##P(X_2 = 2) = 3/8##. However, a minor notational error is identified where the expectation should be denoted as ##E[X_2]## instead of ##E[X_2 = 2]##. This distinction is crucial for clarity and accuracy in mathematical communication.

PREREQUISITES
  • Understanding of Markov Chains and their properties
  • Familiarity with matrix multiplication in probability
  • Knowledge of expectation notation in statistics
  • Basic linear algebra concepts
NEXT STEPS
  • Study Markov Chain transition matrices and their applications
  • Learn about expectation and variance in probability theory
  • Explore advanced topics in linear algebra relevant to probability
  • Review common notational conventions in mathematical statistics
USEFUL FOR

Students and professionals in mathematics, statistics, and data science who are working with Markov Chains and require precision in mathematical notation and calculations.

user366312
Gold Member
Messages
88
Reaction score
3
Homework Statement
If ##(X_n)_{n≥0}## is a Markov chain on ##S = \{1, 2, 3\}## with initial distribution ##α = (1/2, 1/2, 0)## and transition matrix

## \begin{bmatrix} 1/2&0&1/2\\ 0&1/2&1/2\\ 1/2&1/2&0 \end{bmatrix},##

then ##P(X_2 = 2) = ?## and ##E(X_2)=?##.
Relevant Equations
Markov Chain
My solution:

##X_1 = \begin{bmatrix} 1/2&1/2&0 \end{bmatrix} \begin{bmatrix} 1/2&0&1/2\\ 0&1/2&1/2\\ 1/2&1/2&0 \end{bmatrix} = \begin{bmatrix} 1/4&1/4&1/2 \end{bmatrix}##

##X_2 = \begin{bmatrix} 1/4&1/4&1/2 \end{bmatrix} \begin{bmatrix} 1/2&0&1/2\\ 0&1/2&1/2\\ 1/2&1/2&0 \end{bmatrix} = \begin{bmatrix} 3/8&3/8&1/4 \end{bmatrix}##

So, ##P(X_2=2) = 3/8##

##E(X_2=2) = 1 * 3/8 + 2 * 3/8 + 3 * 1/4 = 15/8##
___

Is this solution correct?

Why or why not?
 
Last edited:
Physics news on Phys.org
You have done all the work correctly, so your solutions are correct.
 
user366312 said:
Is this solution correct?

Not quite for pedantic reasons.

user366312 said:
Why or why not?

Because you wrote ##E[X_2 = 2]## and what you're calculating is the expectation of the variable ##X_2##, so the proper notation is ##E[X_2]##.

Pedantic, as I admit. But if your teacher is pedantic as well, you don't want to lose points for silly notational stuff like that.
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
Replies
19
Views
1K
Replies
2
Views
1K
  • · Replies 2 ·
Replies
2
Views
2K
Replies
3
Views
2K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 22 ·
Replies
22
Views
3K
  • · Replies 3 ·
Replies
3
Views
1K
  • · Replies 10 ·
Replies
10
Views
2K