. Suppose X = X0,X1, . . . , Xn are observations on a Markov chain with transition matrix P = (pij ) and let n(i, j) be the number of times that state i is followed by state j in the sequence X. Find...



.
Suppose X = X0,X1, . . . , Xn are observations on a Markov


chain with transition matrix P = (pij ) and let n(i, j) be the number of times


that state i is followed by state j in the sequence X. Find the maximum


likelihood estimator of the elements pij in terms of the n(i, j). [Hint: See the


discussion in Section 2.6.3.]






.
Use the value of p computed for HpaII. Compute


λ = 1/p for the parameter of the corresponding exponential distribution, using


the approach of Section 3.3.


a. For the bins [0, 100), [100, 200), [200, 300), [300, 400), [400, 500), [500, 600),


[600,∞), compute the theoretical probability of each bin.


b. Use the probabilities from (a) and the expected number of fragments from


an HpaII digestion of bacteriophage lambda to calculate the expected


number of fragments in each of the seven bins.


c. Compute the X2 value analogous to (2.29) on page 64 for these observedexpected


data. The number of degrees of freedom for the approximate χ2


distribution of X2 is equal to 7 −1 = 6.


d. Does the exponential distribution fit these data?





May 22, 2022
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