discrete markov stochastic process
I have a simple problem driving me crazy :)
the topic is stochastic process and markov process, this is the problem:
i've tried few approaches but nothing comes out, i know its simple, will be happy for assistance. thanks :)
assuming every day's weather has only two options: rainy or sunny.
the probability that in certain day the weather is the same as the day before is
. the probability of change in weather is
now i will define
as a discrete time stochastic process as:
if the n'th day was rainy and
if the n'th day was sunny.
the question is: given that today, n=0, is a rainy day, find the probability to rain in the n'th day. clue: you can organize the data in a matrix.