All worksheets topics

4.19 Transition matrices and Markov chainsIB Maths: Applications and Interpretation HL: Subtopic test

10 questions, 27 marks

IB Maths: Applications and Interpretation HL

4.19 Transition matrices and Markov chains

Total 27 marks

Name

Class

Date

  1. 1
    Each day a commuter either cycles (C) or takes the bus (B). If she cycles today, the probability that she cycles tomorrow is 0.70.7. If she takes the bus today, the probability that she cycles tomorrow is 0.40.4. On Monday she cycles. Order the states C, B.
    (a)
    The transition matrix TT is defined so that sn+1=Tsn\mathbf{s}_{n+1}=T\mathbf{s}_n, where sn\mathbf{s}_n is the column state matrix on day nn. Which matrix is TT?
    [1 mark]
    • A(0.70.30.40.6)\begin{pmatrix} 0.7 & 0.3 \\ 0.4 & 0.6 \end{pmatrix}
    • B(0.70.40.30.6)\begin{pmatrix} 0.7 & 0.4 \\ 0.3 & 0.6 \end{pmatrix}
    • C(0.70.60.30.4)\begin{pmatrix} 0.7 & 0.6 \\ 0.3 & 0.4 \end{pmatrix}
    • D(0.30.40.70.6)\begin{pmatrix} 0.3 & 0.4 \\ 0.7 & 0.6 \end{pmatrix}
    (b)
    Find the probability that she cycles on Wednesday (two days after Monday).
    [1 mark]
    • A0.490.49
    • B0.700.70
    • C0.610.61
    • D0.390.39
    (c)
    Find the long-term probability that she cycles on a given day.
    [2 marks]

    Total for question 1: 4 marks

  2. 2
    A machine is either working (W) or faulty (F) at the start of each day. A working machine is faulty the next day with probability 0.10.1. A faulty machine is working the next day with probability 0.60.6. The machine is working on day 0. Order the states W, F.
    (a)
    Find the probability that the machine is faulty on day 2.
    [1 mark]
    • A0.090.09
    • B0.040.04
    • C0.100.10
    • D0.130.13
    (b)
    Find the long-term proportion of days on which the machine is faulty.
    [1 mark]
    • A17\frac17
    • B16\frac16
    • C67\frac67
    • D110\frac1{10}
    (c)
    Use your GDC to find the probability that the machine is faulty on day 3.
    [2 marks]

    Total for question 2: 4 marks

  3. 3
    A website has 10001000 subscribers, each on one plan at the start of each month: Free (F), Standard (S) or Premium (P). Each month: a Free subscriber stays Free with probability 0.80.8 and otherwise moves to Standard; a Standard subscriber moves to Free with probability 0.10.1, stays with probability 0.70.7 and otherwise moves to Premium; a Premium subscriber stays with probability 0.70.7 and otherwise moves to Standard. Initially 600600 are Free, 300300 are Standard and 100100 are Premium. Order the states F, S, P.
    (a)
    Write down the transition matrix TT, and find the number of Premium subscribers after one month.
    [3 marks]
    (b)
    Find the long-term proportion of subscribers on each plan, giving exact values.
    [4 marks]

    Total for question 3: 7 marks

  4. 4
    A food truck is at either the Harbour (H) or the Market (M) each day. After a day at the Harbour, the truck is at the Harbour the next day with probability pp. After a day at the Market, it is at the Harbour the next day with probability 0.40.4. On day 1 the truck is at the Harbour. Order the states H, M.
    (a)
    (i) Write down the transition matrix TT in terms of pp.
    (ii) The long-term probability that the truck is at the Harbour is
    0.50.5. Find the value of pp.
    [6 marks]
    (b)
    Given that p=0.6p=0.6:
    (i) find the eigenvalues of
    TT;
    (ii) show that the eigenvector for the eigenvalue
    11 gives the long-term probabilities, and state them;
    (iii) find the probability that the truck is at the Harbour on day 4.
    [6 marks]

    Total for question 4: 12 marks

End of questions

Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).