Docsity
Docsity

Prepare for your exams
Prepare for your exams

Study with the several resources on Docsity


Earn points to download
Earn points to download

Earn points by helping other students or get them with a premium plan


Guidelines and tips
Guidelines and tips

Two State Markov Chain - Stochastic Hydrology - Assignment, Exercises of Mathematical Statistics

The main points discuss in the assignment are: Two State Markov Chain, Transition Probability Matrix, Markov Chain Model, Intermediate Rainfall Condition, Saturated Condition, Fraction of Time, Spectral Densities, Maximum Lag, Statistical Properties of Streamflow

Typology: Exercises

2012/2013

Uploaded on 04/20/2013

sathyanna
sathyanna 🇮🇳

4.4

(8)

103 documents

1 / 2

Toggle sidebar

This page cannot be seen from the preview

Don't miss anything!

bg1
Assignment Module 5
1. Daily weather at a place may be considered as a two state Markov Chain, with the
transition probability matrix (TPM) given by
W D
W 0.7 0.3
D 0.4 0.6
where W indicates a rainy day and D a dry day. What is the probability that it will be a
rainy day four days from today, given that today is a rainy day? Obtain the steady state
probability of a rainy day.
2. Consider a 2-state, first order homogeneous Markov Chain for a sequence of wet and dry
days. State 1 is dry and state 2 is wet. The transition probability matrix for the Markov
Chain is given by
dry wet
dry 0.8 0.2
wet 0.4 0.6
What is the probability of the day 3 being in wet state, if day 0 is a dry day?
3. Consider a Markov chain model for daily rainfall in a subcatchment. Consider state-1
represents a dry condition, state-2 represents an intermediate rainfall condition and state-
3 represents a completely saturated condition. Assume the transition probability matrix is
0.1 0.4 0.5
0.1 0.7 0.2
0.1 0.6 0.3
P


=


Docsity.com
pf2

Partial preview of the text

Download Two State Markov Chain - Stochastic Hydrology - Assignment and more Exercises Mathematical Statistics in PDF only on Docsity!

Assignment – Module 5

  1. Daily weather at a place may be considered as a two state Markov Chain, with the transition probability matrix (TPM) given by W D W 0.7 0. D 0.4 0. where W indicates a rainy day and D a dry day. What is the probability that it will be a rainy day four days from today, given that today is a rainy day? Obtain the steady state probability of a rainy day.
  2. Consider a 2-state, first order homogeneous Markov Chain for a sequence of wet and dry days. State 1 is dry and state 2 is wet. The transition probability matrix for the Markov Chain is given by dry wet dry 0.8 0. wet 0.4 0. What is the probability of the day 3 being in wet state, if day 0 is a dry day?
  3. Consider a Markov chain model for daily rainfall in a subcatchment. Consider state- represents a dry condition, state-2 represents an intermediate rainfall condition and state- 3 represents a completely saturated condition. Assume the transition probability matrix is 0.1 0.4 0. 0.1 0.7 0. 0.1 0.6 0.

P

Docsity.com

Assuming that it is not possible to pass directly from state-1 to state-3 or from state-3 to state-1 without going to state-2, what fraction of time is the subcatchment in each of the states.

  1. Consider the subcatchment in problem 3, generate a sequence of 50 possible states corresponding to t = 1, 2, …, 50.
  2. Consider that today’s weather condition depends on the previous two days weather condition (i.e., whether or not it rains today depends on previous weather conditions through the last two days). The transition probability matrix is given by

P

= ^ 

Obtain the probability that it will rain on Friday, given that it rained on Tuesday and Wednesday.

State 0: if it rained today and yesterday; State 1: if it rained today but not yesterday; State 2: if it rained yesterday but not today; State 3: if it did not rain yesterday or today.

Docsity.com