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MAB/MAN 210

WORKSHEET FOR SECTION 4


A) Questions for Group Work (compulsory) The following 4 questions are meant to be solved in your group. Out of these 4 questions, questions 3 and 4 are part of Assignment 2 (in addition to the 3 relevant questions on the Worksheet for Section 3). Assignment 2 is due by Friday 5:00pm in Week 5. 1. The number of machine failures, probability distribution.
0 0.5

, in a day at a certain plant has the following


1 0.4 2 0.06 3 0.02 4 0.02

The plant can repair one machine per day, but a whole day is required for the repairs. That is, a machines repair will not be completed on the same day it breaks down. However the plant cannot cope with having more than 3 machines down. Hence if the plant has more than 3 machines down, the excess machines are sent out for repairs. Let the number of machines to be repaired within the plant at the beginning of day be ; then is a Markov chain. a) Obtain the matrix of transition probabilities for this Markov chain. b) Assuming steady-state conditions, find the probability that there are no machines waiting to be repaired at the beginning of the day. 2. Customers arrive at a facility and wait there until a total number of customers have accumulated. Upon the arrival of the customer, all are instantaneously served, and the process repeats. Suppose that in each time period, one customer arrives with probability and there is a probability of that no customers arrive. Let denote the number of customers in the system at time . is a Markov chain. Write down the transition matrix and find the long run probabilities that customers are waiting.

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3*. [4 marks] It is known that an urn initially contains 3 red balls and 2 blue balls. At each iteration of the game a ball is chosen randomly from the urn. If a red ball is chosen, it is removed. If a blue ball is chosen, it is placed back in the urn. The game completes when there are no remaining red balls in the urn. The number of red balls at iteration n=0,1,2, of the game, , forms a Markov chain. Answer the following: a) Write down the transition probability matrix for this Markov chain. b) Determine the probability that the game finishes on exactly the 4th iteration. (write down any probability rules that you use) 4*. [6 marks] A large internet forum for Italian Cooking gives its users a title to appear above their display picture. The four titles available are (in increasing order), Commis, Station Chef, Sous Chef and Head Chef, and they are calculated by measuring the users activity with the forums. At the end of every month, users can slide back and forth between these titles. If any user is inactive for the whole month (which is the case with 10% of users, independent of title), then they will automatically slide down to (or stay on) Commis. If a user creates a thread which becomes favourited by the moderators (of which 15% of users do, independent of title), they will be upgraded to Sous Chef, unless they are already a Sous Chef, in which case theyll be promoted to Head Chef. Any Head Chef who creates such a thread stays unchanged. If a user gets 100 thumbs up during the month (which happens to 20% of users, independent of title, and not including those who are inactive or favourited), they will move up one position, except for Head Chefs, who stay in their position. All other users (55%) who do not fall in to any of these categories stay on their level for the next month, independent of title. a) Set up the probability transition matrix for this Markov chain. b) If a forum user is a Sous Chef at the beginning of October, what is the probability that they will be a Commis at the beginning of December? c) Determine the proportion of users who are Head Chefs in the long term. The questions marked with * are part of Assignment 2.

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Worksheet Section 4

B) Questions for further practice (voluntary) 1. Methicillin-resistant Staphylococcus aureus (MRSA) is a bacterium responsible for difficult-to-treat infections in humans. A June 2008 report, centered on a survey by the Association for Professionals in Infection Control and Epidemiology, concluded that poor hygiene habits, for example, hand-washing by people treating patients, remain the principal barrier to significant reductions in the spread of MRSA in hospitals. This in turn leads to complications in recovery for patients with injuries entering hospitals. Consider that if a person has an accident and has to be taken to an emergency ward, the severity of the injury can be categorised as being minor, moderate or severe. It is assumed that on a daily basis, for patients with either a minor or moderate injury, they can improve and drop back a level of severity, remain in the state that they entered the hospital in, or step up a level of severity. These can occur with probabilities , and respectively. A person with a minor injury who improves, is ready for discharge on the following day. For a severe injury, the probability of remaining in the same state is also . For all injuries obtained, it is not possible to step up or down two levels in a given day. Finally, on any given day, the probability of staying discharged, given that the patient has been discharged is equal to . If a person has an accident and is taken to the emergency ward, then minor accidents are twice as likely as moderate or severe accidents, while moderate and severe accidents occur with equal probability. Obtain the matrix of transition probabilities for this Markov chain, where . 2. The traffic lights along a main thoroughfare are intended to meet the following criteria: A vehicle stopped at a red light will not get a red light at the next set of lights, and has a 80% chance of getting a green light at the next set; A vehicle that gets an orange light at one set will not get a green light at the next set and has a 80% chance of getting a red light; A vehicle that gets a green light at one set has a 20% chance of getting an orange light and a 50% chance of getting a green light at the next set. a) The light a vehicle gets at traffic lights is a Markov chain along the sets of lights. Give the matrix of transition probabilities for this Markov chain; b) Assuming steady-state conditions hold, what is the probability that a vehicle will get a red light at a set of lights? 3. A department store with its own credit card sends out monthly accounts. Customers are given a minimum amount payable, but may pay any amount of what they owe from the minimum amount to the total owing. a) Customers who pay the total amount owing one month, are 60% likely to do the same the next month (that is, to pay the total amount owing the next month), MAB/MAN210-2-13 Worksheet Section 4 3

while customers who do not pay the total amount owing one month, are 20% likely to pay the total amount owing the next month. Set this up as a Markov chain with 2 states and, considering that the system is in equilibrium, find the proportion of customers who pay the total amount owing. b) In each month, those customers who do not pay the total amount owing on their monthly account are further classified into those who do not pay the minimum amount (whether intentionally or through forgetfulness) and those who pay at least the minimum payable but not the total. Customers who pay the total amount owing one month, are 60% likely to do the same the next month but also have a 10% chance of forgetting to pay anything. Customers who pay at least the minimum but less than the total in one month, are 20% likely to pay the total amount owing the next month but also have a 10% chance of not paying the minimum. Customers who do not pay the minimum one month either pay the total the next month with probability 0.2, or pay at least the minimum but less than the total. Set this up as a Markov chain, giving the matrix of transition probabilities, and find the proportion of the customers who do not pay the minimum in one month, who, in two months time, pay the total amount of their account. 4. A binary signal (takes the values 0 or 1) starts as a 0 and passes through a number of stages where its state is noted each time, giving the following sequence. 0000111110111000000 (This sequence includes the first 0).

Assuming that the state of the signal at stage n is a Markov chain, use the above sequence to estimate the transition probabilities in the transition matrix. 5. A storage space in an office can hold items of a particular type. Each day there is a probability of that one of these items will be needed (and hence that no items will be taken from the store). The store is checked at the beginning of each day. If there is only one item left at the beginning of a day, the store is immediately filled to its capacity. Otherwise, no replenishing of stock occurs. The number of items in the store at the beginning of each day is a Markov chain. a) Obtain the matrix of transition probabilities for this Markov chain. b) Assuming steady-state conditions, find the probability (in terms of that the store is filled at the beginning of a day.

and )

6. A type of switch has a probability of 0.1 of failing by the beginning of the next day if it is working at the beginning of a day. Two of these switches are placed in parallel in a component in a system, so that only one of them needs to be working for the component to work within the system see the diagram below. The switches fail or

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not independently of each other. The component does not receive any maintenance unless both switches have failed, in which case both switches are replaced for the beginning of the next day. The number of switches that are working in the component at the beginning of each day is a Markov chain.

a) Find the matrix of transition probabilities for this Markov chain b) Over a long period of time, for what proportion of time is the component not working?

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Worksheet Section 4

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