12l - Cadenas de Markov (Practica Absorbentes) (Solucionario)

7/26/2019 12l - Cadenas de Markov (Practica Absorbentes) (Solucionario)

1/18

NV 1M 2M 3M PG

NV 0 0.6 0 0 0.4

1M 0 0 0.5 0 0.5

2M 0 0 0 0.4 0.6

3M 0 0 0 0 0.7

PG 0 0 0 0 1

IN 0 0 0 0 0


2/18

IN

0

0

0

0.3

0

1


3/18


4/18

IN

0

0

0

0.3

0

1


5/18

NV 1M 2M 3M PG

NV 0 0.6 0 0 0.4

1M 0 0 0.5 0 0.5

2M 0 0 0 0.4 0.6

3M 0 0 0 0 0.7

PG 0 0 0 0 1

IN 0 0 0 0 0

Hallar:

NV 1M 2M 3M

NV 1 0 0 0

1M 0 1 0 0

2M 0 0 1 03M 0 0 0 1

NV 1M

NV 1 -0.6

1M 0 1

2M 0 0

3M 0 0

Q

O IN=(I-Q)-1

I

(I-Q)


6/18

IN

0

0

0

0.3

0

1

NV 1M 2M 3M

NV 0 0.6 0 0

1M 0 0 0.5 0

2M 0 0 0 0.43M 0 0 0 0

2M 3M

0 0

-0.5 0

1 -0.4

0 1

Q


7/18

NV 1M 2M 3M PG

NV 0 0.6 0 0 0.4

1M 0 0 0.5 0 0.5

2M 0 0 0 0.4 0.6

3M 0 0 0 0 0.7

PG 0 0 0 0 1

IN 0 0 0 0 0

Hallar:

NV 1M 2M 3M

NV 1 0 0 0

1M 0 1 0 0

2M 0 0 1 03M 0 0 0 1

NV 1M

NV 1 -0.6

1M 0 1

2M 0 0

3M 0 0

NV 1M

NV 1 0.6

1M 0 1

2M 0 0

3M 0 0

Q

O IN=(I-Q)-1

I

(I-Q)

N=(I-Q)-1

Q

O IN=(I-Q)-1

I

(I-Q)


8/18

IN

0

0

0

0.3

0

1

NV 1M 2M 3M

NV 0 0.6 0 0

1M 0 0 0.5 0

2M 0 0 0 0.43M 0 0 0 0

2M 3M

0 0

-0.5 0

1 -0.4

0 1

2M 3M

0.3 0.12

0.5 0.2

1 0.4

0 1

QQ


9/18

NV 1M 2M 3M PG IN

NV 0 0.6 0 0 0.4 0

1M 0 0 0.5 0 0.5 0

2M 0 0 0 0.4 0.6 0

3M 0 0 0 0 0.7 0.3

PG 0 0 0 0 1 0

IN 0 0 0 0 0 1

NV 1M 2M 3M NV 1M 2M 3M

NV 1 0 0 0 NV 0 0.6 0 0

1M 0 1 0 0 1M 0 0 0.5 0

2M 0 0 1 0 2M 0 0 0 0.4

3M 0 0 0 1 3M 0 0 0 0

NV 1M 2M 3M

NV 1 -0.6 0 0

1M 0 1 -0.5 0

2M 0 0 1 -0.4

3M 0 0 0 1

NV 1M 2M 3M PG

NV 1 0.6 0.3 0.12 NV 0.4

1M 0 1 0.5 0.2 1M 0.5

2M 0 0 1 0.4 2M 0.6

3M 0 0 0 1 3M 0.7

PG IN

NV 0.964 0.036

1M 0.94 0.06

2M 0.88 0.12

3M 0.7 0.3

a) Cul es la probabilidad que ua !ue"a ue#a sea !obrada al$ua #e%& 96.4'

b) Cul es la probabilidad que ua !ue"a a"rasada u (es se #uel#a al(e"e i!obrable& 6'

!) *i los i$resos por !ue"as ue#as so *+.10000 e pro(edio (esual, !u"o diero ser i!obrable !ada ao& 0.03

Q R

O I

QI

(I-Q)

N=(I-Q)-1

(I-Q)-1R

R

Q R

O I

QI

(I-Q)

Q R

O I

QI

(I-Q)


10/18

PRIN EXP ASOC SNSoc SSoc

PRIN 0.8 0.15 0 0.05 0

EXP 0 0.7 0.2 0.1 0

ASOC 0 0 0.95 0 0.05

SNSoc 0 0 0 1 0

SSoc 0 0 0 0 1


11/18


PRIN 0.8 0.15 0 0.05 0

EXP 0 0.7 0.2 0.1 0

ASOC 0 0 0.95 0 0.05

SNSoc 0 0 0 1 0

SSoc 0 0 0 0 1

Q RO I


12/18


PRIN 0.8 0.15 0 0.05 0

EXP 0 0.7 0.2 0.1 0

ASOC 0 0 0.95 0 0.05

SNSoc 0 0 0 1 0

SSoc 0 0 0 0 1

PRIN EXP ASOC

PRIN 1 0 0 PRIN

EXP 0 1 0 EXP

ASOC 0 0 1 ASOC

PRIN EXP ASOC

PRIN 0.2 -0.15 0EXP 0 0.3 -0.2

ASOC 0 0 0.05

Q RO I

I

(I-Q)


13/18

PRIN EXP ASOC

0.8 0.15 0

0 0.7 0.2

0 0 0.95Q


14/18


PRIN 0.8 0.15 0 0.05 0

EXP 0 0.7 0.2 0.1 0

ASOC 0 0 0.95 0 0.05

SNSoc 0 0 0 1 0

SSoc 0 0 0 0 1

PRIN EXP ASOC

PRIN 1 0 0 PRIN

EXP 0 1 0 EXP

ASOC 0 0 1 ASOC

PRIN EXP ASOC

PRIN 0.2 -0.15 0EXP 0 0.3 -0.2

ASOC 0 0 0.05

PRIN EXP ASOC

PRIN 5 2.5 10

EXP 0 3.33333333 13.3333333

ASOC 0 0 20

Q RO I

I

(I-Q)

(I-Q)-1


15/18

PRIN EXP ASOC

0.8 0.15 0

0 0.7 0.2

0 0 0.95Q


16/18


PRIN 0.8 0.15 0 0.05 0

EXP 0 0.7 0.2 0.1 0

ASOC 0 0 0.95 0 0.05

SNSoc 0 0 0 1 0

SSoc 0 0 0 0 1

PRIN EXP ASOC PRIN EXP ASOCPRIN 1 0 0 PRIN 0.8 0.15 0

EXP 0 1 0 EXP 0 0.7 0.2

ASOC 0 0 1 ASOC 0 0 0.95

PRIN EXP ASOC

PRIN 0.2 -0.15 0

EXP 0 0.3 -0.2

ASOC 0 0 0.05


PRIN 5 2.5 10 PRIN 0.05 0

EXP 0 3.33333333 13.3333333 EXP 0.1 0

ASOC 0 0 20 ASOC 0 0.05

SNSoc SSoc

PRIN 0.5 0.5

EXP 0.33333333 0.66666667

ASOC 0 1

Q RO I

QI

(I-Q)

(I-Q)-1

I-Q)-1R

R


17/18

1 2 3 4

1 0.2 0.3 0.4 0.1

2 0 1 0 0

3 0.5 0.3 0 0.2

4 0 0 0 1

1 3 2 4

1 0.2 0.4 0.3 0.1

3 0.5 0 0.3 0.2

2 0 0 1 0

4 0 0 0 1

I Q

1 3 1 3

1 1 0 1 0.2 0.4

3 0 1 3 0.5 0

I-Q

1 3

1 0.8 -0.4

3 -0.5 1

x 1 ie(po e

1 31 1.666667 0.666667

1 1 2.33333

3 0.833333 1.333333 1 3 2.16667

R

2 4

1 0.3 0.1

3 0.3 0.2

2 4

1 0.7 0.3

3 0.65 0.35

robabilidad de absor!i

(I-Q)-1 (I-Q)-11

(I-Q)-1R


18/18

perado para la absor!i

12l - Cadenas de Markov (Practica Absorbentes) (Solucionario)

Documents

Transcript of 12l - Cadenas de Markov (Practica Absorbentes) (Solucionario)