The Mathematical Garden

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Mathematical methods
HMMs
Introduction
The HMM
Estimate alpha
Simulate a HMM
Estimation of alpha
Extension of the model
Summary and references
Mathematical Induction
Pigeonhole principle
Random Walk
Solving Linear Systems

Simulate a data sequence which follows a HMM

In this HMM, a fair four-side die (A)(tetrahedron) and a biased four-side die (B) are used.

Please enter all the probability distribution of the biased die and also the value of alpha.

Die 1 2 3 4
A 1/4 1/4 1/4 1/4
B

Alpha =

Generate data

The generated data sequence.
Department of Mathematics, HKU, 2010