Professional Documents
Culture Documents
Total # of
Exam Takers
61
Min
Max
Mean
Median
44
124
94.34
96
16
25%
quantile
80.75
75 %
quantile
109.875
std
CV
18.89
Total
14
12
10
8
6
4
2
0
40
50
60
70
80
90
100
110
120
130
1. Performance (88.65%):
35
Q1
30
25
20
15
10
5
0
4
10
12
14
16
18
20
22
.4
.4
0.34 0.26 0.40
.2 , P2 = 0.33 0.35 0.32
P = .3
0.33 0.26 0.41
.2 .5
(a) (2) Fill in the entries for P and a (0.5 for each).
a = (0.1, 0.4, 0.5)
.4 .2 .4
P = .3 .5 .2
.3 .2 .5
(b) (1) P(X9 = 2 | X8 = 2) = 0.5
(c) (4) P(X8 = 2, X10 = 1 | X7 = 0)
P(X8 = 2, X10 = 1 | X7 = 0) = P(X10 = 1 | X8 = 2)P(X8 = 2 | X7 = 0))
= 0.26 0.4 = 0.104
(2)
(2)
(d) (4)P(X1 = 0)
2
(2)
i=0
(2)
(e) (4)P(X0 = 2 | X1 = 2)
P(X0 = 2, X1 = 2) P(X1 = 2 | X0 = 2)P(X0 = 2)
=
P(X1 = 2)
P(X1 = 2)
0.5 0.5
= 0.676
=
0.4 0.1 + 0.2 0.4 + 0.5 0.5
P(X0 = 2 | X1 = 2) =
(5)
(1)
(1)
(1)
(1)
2. Performance (88.20%):
35
Q2
30
25
20
15
10
5
0
8
10
11
12
13
14
15
16
17
18
19
20
0.25 0.75 0
0
0
0.5 0.5
0
0
0
0.25 0 0.75 0
P= 0
.
0
0
0.5
0
0.5
0
0
0
0
1
(a) (3) Draw transition diagram.
0.25
0.75
0.5
2
0.5
0.25
0.75
0.5
4
0.5
(b) (6) Specify the classes and determine whether they are transient or recurrent.
{1, 2}: Recurrent (2)
{5}: Recurrent (absorbing state) (2)
{3, 4}: Transient (2)
(c) (1)Identify the period of state 4.
As it is a transient state, we cannot determine the period. (Everyone got 1 point)
(d) (10) Calculate limn Pn and fill the matrix.
2/5
3/5
0 0 0
2/5
3/5
0 0 0
2/5 3/5 0 0 0
2/5 3/5 0 0 0
(2)
= 0.5 f3,{1,2}
(2)
f3,{1,2} + f3,5 = 1
(2)
f4,{1,2} + f4,5 = 1
(2)
f3,{1,2} = 2 f4,{1,2} = 0.25 + 0.75 f4,{1,2} f4,{1,2} = 0.2, f3,{1,2} = 0.4, f3,5 = 0.8, f4,5 = 0.6
3. Performance (91.4%):
30
Q3
25
20
15
10
0
6
10
11
12
13
14
Denote your evaluation at the end of nth month by Xn and assume that X0 = 2. Your monthly
salary is determined by the evaluation of each month in the following way:
Salary is
$ 1000 when your evaluation is 1
$ 4000 when your evaluation is 2
$ 8000 when your evaluation is 3
(a) (4) What are state space, transition probability matrix and initial distribution of Xn ?
S = {1, 2, 3} (1)
a = (0, 1, 0) (1)
.1 .9
0
.5
P = .5 0
0 .15 .85
(2)
(b) (4) Does the stationary distribution exist? If so, what is the stationary distribution? (Setup the
equations, you dont need to solve them)
(1) Yes. It exists, since it is finite state space and irreducible, positive recurrent.
.1 .9
0
.5 = (1 2 3 )
(1 2 3 ) .5 0
0 .15 .85
= 1
0.11 + 0.52
(2) 0.91 + 0.153 = 2
0.52 + 0.853 = 3
n
(1) 1 + 2 + 3 = 1
(c) (2) What is the long-run fraction of time when your evaluation is either 2 or 3?
2 + 3
(2)
(4)
4. Performance (76.7%):
14
Q4
12
10
8
6
4
2
0
2
10
12
14
16
18
20
22
p
0
q
p
p
1 p = 2 q 1 = 1 = ( )2 0
q
q
...
p
p
n1 p = n q n = n1 = ( )n 0
q
q
0 p = 1 q 1 =
(1)
(1)
(4)
i = 1
(1)
i=1
0 (1 +
p
p
+ ( )2 + ...) = 1
q
q
1
0 (
)=1
1 qp
p
1
0 = (1 ) =
1
2
p n
p
1
n = ( ) (1 ) = ( )n+1
q
q
2
(d) (4) Is the Markov chain positive recurrent when p = 0.5, q = 0.2, r = 0.3? If so, why? If
not, why not? (You dont need to prove it)
As p > q, it tends to move forward, and so to need an infinite number of steps to turn back
(2). Thus, it is not positive recurrent (2).
(e) (4) For the probabilities given in part (c), is the Markov chain positive recurrent? If so, why?
If not, why not?
Yes, it is positive recurrent (2), because p < q in that case (2).
5. Performance:
12
Q5
10
0
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25
1/6
2
=
1/6 + 1/4 5
(2)
(b) (4) What is the expected waiting time until you can be answered?
(1) E[min(X1 , X2 )] =
1
= 2.4 (2)
1/4 + 1/6
1 1
min(X1 , X2 ) exp( + ) (1)
4 6
10
(c) (4) What is the probability that you will be answered in 4 minutes?
(2) P[min(X1 , X2 ) 4] = 1 e(1/4+1/6)4 = 1 e5/3
(2)
(d) (Bonus 10) What is your expected time in the system (waiting plus service)?
Note: Bonus question has no partial credit.
1
E[W ] = 1/4+1/6
time to be served.
If served by Mary: 4 min (1) w.p.
If served by John: 6 min (1) w.p.
Thus, the total is:
1/4
1/4+1/6
1/6
1/4+1/6
(3.5)
(3.5)
1
1
1
12
6
4
3 = 7.2 mins
+
4
+
6
=
1
1
1
1
1
1
3+2
4+6
4+6
4+6
11
6. Performance:
10
Q6
9
8
7
6
5
4
3
2
1
0
2
10
12
14
16
18
20
RR NR RN NN
RR 0.7 0 0.3 0
P=
NR 0.5 0 0.5 0
RN 0 0.4 0 0.6
NN 0 0.2 0 0.8
13
(4)
7. Performance:
25
Q7
20
15
10
0
0
10
(1)
14
1
P(Xn+1 = 1 | Xn = 1) = P(Xn is good) + P(Xn is bad)1
3
1
= 0.3 + 0.7 1 = 0.8
3
1
P(Xn+1 = 2 | Xn = 1) = P(Xn is good)
3
1
= 0.3 = 0.1
3
1
P(Xn+1 = 3 | Xn = 1) = P(Xn is good)
3
1
= 0.3 = 0.1
3
1
P(Xn+1 = 1 | Xn = 2) = P(Xn is good) + P(Xn is bad)1
3
1
= 0.6 + 0.4 1 = 0.6
3
1
P(Xn+1 = 2 | Xn = 2) = P(Xn is good)
3
1
= 0.6 = 0.2
3
1
P(Xn+1 = 3 | Xn = 2) = P(Xn is good)
3
1
= 0.6 = 0.2
3
1
P(Xn+1 = 1 | Xn = 3) = P(Xn is good) + P(Xn is bad)1
3
1
= 0.9 + 0.1 1 = 0.4
3
1
P(Xn+1 = 2 | Xn = 3) = P(Xn is good)
3
1
= 0.9 = 0.3
3
1
P(Xn+1 = 3 | Xn = 3) = P(Xn is good)
3
1
= 0.9 = 0.3
3
15
1
2
3
1 0.8 0.1 0.1
P=
2 0.6 0.2 0.2
3 0.4 0.3 0.3
(6)
i = 1
to find i s (3).
16