We want to build a statistical model to predict the weather. To simplify the model, we will assume that there are only two states: sunny and rainy. Let's further assume that we have made some calculations and discovered that tomorrow's time is somehow based on today's time, according to the following transition matrix:
Recall that this matrix contains the conditional probabilities of the type expressed as P (A | B)—that is, the probability of A given B. So, this matrix contains the following conditional probabilities:
In the preceding matrix, Su = sunny and Ra = rainy. Each row must consist of a complete ...