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EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY
www.rss.org.uk1 HC Module 1 2011 This examination paper consists of 5 printed pages each printed on one side only. This front cover is page 1. Question 1 starts on page 2. There are 4 questions altogether in the paper.
EXAMINATIONS OF THE ROYAL STATISTICAL SOCIETY
www.rss.org.uk2. Consider a Markov chain with three states, 1, 2 and 3, and transition matrix 22 1 55 5 113 55 5 12 2 55 5 ⎛⎞ ⎜⎟ ⎜⎟ ⎜⎟ ⎝⎠. (i) Explain what is meant by the statement that a Markov chain is an irreducible recurrent chain, and show, stating any general results that you …