[Math] Conditional Probability, Markov Chain Matrices

markov chainsmatricesprobability

In Freedonia, every day is either cloudy or sunny (not both). If it's sunny on any given day, then the probability that the next day will be sunny is $\frac 34$. If it's cloudy on any given day, then the probability that the next day will be cloudy is $\frac 23$.

a. In the long run, what fraction of days are sunny?

b. Given that a consecutive Saturday and Sunday had the same weather in Freedonia, what is the probability that that weather was sunny?

I tried using weighted coins, but that didn't work. Can I get two answers, one for each problem, solution not necessary, as I need to figure out which of my methods leads to the correct answer. Thanks.

I found a congruent problem, but it didn't have answers I could comprehend.

Best Answer

(a) If $p$ is the long-term probability (aka equilibrium point) that it is sunny, then the probability that it is sunny on a following day is also $p$, so: $\Box p + \Box (1-p) = p$

Likewise the probability that it is not sunny on the subsequent day is: $\Box p + \Box (1-p) = (1-p)$.

Fill in the boxes from the given information and solve the simultaneous equation


(b) Use this value as the prior probability that the weather is sunny on Saturday, and construct a Bayesian case for the posterior probability for the given condition.

Let $T$ be the indicator event that it is sunny on Saturday, and $N$ the indicator event that it is sunny on Sunday.   We have from the long-term probability: $\mathsf P(T=1)=p, \mathsf P(T=0)=(1-p)$ and also from the given information: $\mathsf P(N=1\mid T=1)=3/4, \mathsf P(N=0\mid T=0)=2/3$.

Find $\mathsf P(T=1 \mid N=T)$ using conditional probability rules.