3.2. Three fair coins are tossed, and we let X, denote the number of heads that appear....
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3.2. Three fair coins are tossed, and we let X, denote the number of heads that appear. Those coins that were heads on the first trial (there were X, of them) we pick up and toss again, and now we let X, be the total number of tails, including those left from the first toss. We toss again all coins showing tails, and let X3 be the resulting total number of heads, including those left from the previous toss. We continue the process. The pattern is, Count heads, toss heads, count tails, toss tails, count heads, toss heads, etc., and Xo = 3. Then {Xn} is a Markov chain. What is the transition probability matrix?
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Related Book For
An Introduction To Stochastic Modeling
ISBN: 9780126848878
3rd Edition
Authors: Samuel Karlin, Howard M. Taylor
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